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Oakmark Fund Investor Class (OAKMX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US4138381037

CUSIP

413838103

Issuer

Oakmark

Inception Date

Aug 5, 1991

Region

North America (U.S.)

Home Page

oakmark.com

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

OAKMX features an expense ratio of 0.91%, falling within the medium range.


Expense ratio chart for OAKMX: current value at 0.91% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.91%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
OAKMX vs. SPY OAKMX vs. BGRFX OAKMX vs. JHQAX OAKMX vs. SCHD OAKMX vs. QQQ OAKMX vs. OAKLX OAKMX vs. SWPPX OAKMX vs. AVEMX OAKMX vs. OMFL OAKMX vs. BSTZ
Popular comparisons:
OAKMX vs. SPY OAKMX vs. BGRFX OAKMX vs. JHQAX OAKMX vs. SCHD OAKMX vs. QQQ OAKMX vs. OAKLX OAKMX vs. SWPPX OAKMX vs. AVEMX OAKMX vs. OMFL OAKMX vs. BSTZ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Oakmark Fund Investor Class, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
8.32%
9.66%
OAKMX (Oakmark Fund Investor Class)
Benchmark (^GSPC)

Returns By Period

Oakmark Fund Investor Class had a return of 14.89% year-to-date (YTD) and 15.27% in the last 12 months. Over the past 10 years, Oakmark Fund Investor Class had an annualized return of 11.61%, while the S&P 500 benchmark had an annualized return of 11.11%, indicating that Oakmark Fund Investor Class performed slightly bigger than the benchmark.


OAKMX

YTD

14.89%

1M

-5.71%

6M

8.32%

1Y

15.27%

5Y*

14.72%

10Y*

11.61%

^GSPC (Benchmark)

YTD

25.25%

1M

0.08%

6M

9.66%

1Y

25.65%

5Y*

13.17%

10Y*

11.11%

Monthly Returns

The table below presents the monthly returns of OAKMX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.62%3.43%5.97%-4.43%0.90%-0.43%6.57%0.91%-0.15%0.88%7.02%14.89%
202312.89%-2.58%-1.71%1.71%-0.58%7.44%5.25%-2.24%-4.08%-3.40%9.66%6.62%30.92%
2022-0.60%-1.54%-0.51%-8.96%3.13%-12.44%9.61%-1.07%-9.51%10.98%5.79%-6.08%-13.38%
2021-1.19%10.42%5.88%5.45%3.53%-0.25%0.71%3.29%-2.09%5.80%-5.41%5.16%34.85%
2020-2.78%-8.61%-21.69%15.96%4.57%1.44%3.33%7.01%-3.98%-0.19%17.88%5.58%12.90%
201911.91%1.49%-0.66%5.76%-9.52%7.87%1.36%-5.51%2.26%3.16%5.08%2.84%27.14%
20187.02%-4.27%-3.25%-0.01%2.38%-0.23%2.69%1.76%-0.25%-9.08%1.59%-10.50%-12.76%
20171.30%2.76%0.01%0.66%1.11%2.01%2.68%-0.55%3.56%2.24%1.74%1.86%21.12%
2016-7.02%-1.23%8.21%1.84%2.01%-2.47%4.91%2.05%1.37%-0.51%7.12%1.58%18.32%
2015-4.43%6.73%-2.53%1.77%0.70%-2.16%1.06%-5.59%-3.50%8.45%0.20%-3.73%-3.97%
2014-3.88%4.71%1.66%-0.31%2.70%2.54%-1.54%3.64%-1.84%1.39%2.45%-0.06%11.68%
20135.63%0.78%2.94%1.88%4.73%-1.25%5.66%-2.50%3.48%4.37%3.74%3.02%37.29%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of OAKMX is 68, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of OAKMX is 6868
Overall Rank
The Sharpe Ratio Rank of OAKMX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of OAKMX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of OAKMX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of OAKMX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of OAKMX is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Oakmark Fund Investor Class (OAKMX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for OAKMX, currently valued at 1.21, compared to the broader market-1.000.001.002.003.004.001.212.07
The chart of Sortino ratio for OAKMX, currently valued at 1.76, compared to the broader market-2.000.002.004.006.008.0010.001.762.76
The chart of Omega ratio for OAKMX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.003.501.221.39
The chart of Calmar ratio for OAKMX, currently valued at 1.91, compared to the broader market0.002.004.006.008.0010.0012.0014.001.913.05
The chart of Martin ratio for OAKMX, currently valued at 5.70, compared to the broader market0.0020.0040.0060.005.7013.27
OAKMX
^GSPC

The current Oakmark Fund Investor Class Sharpe ratio is 1.21. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Oakmark Fund Investor Class with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.21
2.07
OAKMX (Oakmark Fund Investor Class)
Benchmark (^GSPC)

Dividends

Dividend History

Oakmark Fund Investor Class provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share. The fund has been increasing its distributions for 3 consecutive years.


0.20%0.40%0.60%0.80%1.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.4020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.00$1.35$0.94$0.62$0.15$0.65$0.50$0.40$0.77$0.60$0.43$0.32

Dividend yield

0.00%1.02%0.92%0.52%0.17%0.81%0.73%0.47%1.06%0.95%0.64%0.50%

Monthly Dividends

The table displays the monthly dividend distributions for Oakmark Fund Investor Class. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.35$1.35
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.94$0.94
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.62$0.62
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.15
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.65$0.65
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.50$0.50
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.40$0.40
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.77$0.00$0.77
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.60$0.60
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.43$0.43
2013$0.32$0.32

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.69%
-1.91%
OAKMX (Oakmark Fund Investor Class)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Oakmark Fund Investor Class. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Oakmark Fund Investor Class was 56.19%, occurring on Mar 9, 2009. Recovery took 470 trading sessions.

The current Oakmark Fund Investor Class drawdown is 6.69%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.19%Jun 5, 2007442Mar 9, 2009470Jan 18, 2011912
-51.46%Apr 23, 1998488Mar 8, 20001513Mar 22, 20062001
-41.43%Feb 13, 202027Mar 23, 2020162Nov 10, 2020189
-24.45%Jan 29, 2018229Dec 24, 2018244Dec 12, 2019473
-23.68%Jan 18, 2022178Sep 30, 2022193Jul 11, 2023371

Volatility

Volatility Chart

The current Oakmark Fund Investor Class volatility is 3.85%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.85%
3.82%
OAKMX (Oakmark Fund Investor Class)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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