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Issuer
Oakmark
Inception Date
Nov 30, 2016
Region
North America (United States)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

OAYMX Performance Chart

Oakmark Fund Advisor Class (OAYMX) is down 0.9% since the beginning of the year. OAYMX is currently trading at $171 per share. Investors who bought $1,000 worth of OAYMX shares 5 years ago would now be looking at an investment worth $1,579.


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S&P 500 Index

Returns By Period

Oakmark Fund Advisor Class (OAYMX) has returned -0.86% so far this year and 11.66% over the past 12 months.


Oakmark Fund Advisor Class

1D
-0.79%
1M
-0.38%
YTD
-0.86%
6M
2.18%
1Y
11.66%
3Y*
15.25%
5Y*
9.57%
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OAYMX Monthly Returns History

Based on dividend-adjusted daily data since Nov 30, 2016, OAYMX's average daily return is +0.06%, while the average monthly return is +1.15%. At this rate, an investment would double in approximately 5.1 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +17.9%, while the worst month was Mar 2020 at -21.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, OAYMX closed higher 53% of trading days. The best single day was Mar 13, 2020 with a return of +9.4%, while the worst single day was Mar 16, 2020 at -13.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.05%1.26%-3.68%2.57%-0.98%0.04%-0.86%
20255.12%-0.46%-3.30%-4.33%4.46%4.48%0.39%3.42%-0.57%-1.75%2.26%4.35%14.35%
20240.64%3.44%5.98%-4.41%0.92%-0.41%6.59%0.92%-0.13%0.90%7.04%-5.48%16.24%
202312.91%-2.56%-1.70%1.73%-0.56%7.46%5.27%-2.23%-4.06%-3.39%9.68%6.64%31.18%
2022-0.57%-1.53%-0.48%-8.94%3.15%-12.43%9.64%-1.06%-9.49%11.00%5.81%-6.06%-13.19%
2021-1.17%10.44%5.90%5.46%3.56%-0.24%0.74%3.32%-2.08%5.81%-5.38%4.66%34.49%

Benchmark Metrics

Oakmark Fund Advisor Class has an annualized alpha of -0.69%, beta of 1.01, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since December 01, 2016.

  • This fund participated in 107.41% of S&P 500 Index downside but only 102.28% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 1.01 and R2 of 0.81, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-0.69%
Beta
1.01
0.81
Upside Capture
102.28%
Downside Capture
107.41%

Expense Ratio

OAYMX has an expense ratio of 0.70%, placing it in the medium range.


Return for Risk

Risk / Return Rank

OAYMX ranks 16 for risk / return — in the bottom 16% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


OAYMX Risk / Return Rank: 1616
Overall Rank
OAYMX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
OAYMX Sortino Ratio Rank: 1313
Sortino Ratio Rank
OAYMX Omega Ratio Rank: 1212
Omega Ratio Rank
OAYMX Calmar Ratio Rank: 2424
Calmar Ratio Rank
OAYMX Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Oakmark Fund Advisor Class (OAYMX) and compare them to S&P 500 Index.


OAYMXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.28

Sortino ratioReturn per unit of downside risk

-1.62

Omega ratioGain probability vs. loss probability

1.18

1.41

-0.23

Calmar ratioReturn relative to maximum drawdown

1.80

2.93

-1.13

Martin ratioReturn relative to average drawdown

4.64

13.52

-8.88

Dividends

Dividend History

Oakmark Fund Advisor Class provided a 1.13% dividend yield over the last twelve months, with an annual payout of $1.93 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.00$7.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$1.93$1.93$1.98$1.58$1.18$1.96$0.24$6.74$5.70$3.56

Dividend yield

1.13%1.12%1.30%1.19%1.16%1.64%0.27%8.44%8.35%4.22%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.93$1.93
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.98$1.98
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.58$1.58
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.18$1.18
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.96$1.96

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Oakmark Fund Advisor 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 Advisor Class was 40.09%, occurring on Mar 18, 2020. Recovery took 165 trading sessions.

The current Oakmark Fund Advisor Class drawdown is 3.40%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-40.09%Mar 2020
1mo 4d7mo 27d
9mo 1dFeb 2020 - Nov 2020
Rate-hike selloffLate 2018
-24.38%Dec 2018
10mo 29d11mo 8d
1y 10moJan 2018 - Nov 2019
Bear market2022
-23.55%Sep 2022
8mo 15d9mo 14d
1y 5moJan 2022 - Jul 2023
2025 selloff2025
-17.02%Apr 2025
2mo 10d2mo 24d
5mo 4dJan 2025 - Jul 2025
2023 correction2023
-11.70%Oct 2023
2mo 20d1mo 5d
3mo 25dAug 2023 - Dec 2023

Drawdown Indicators


OAYMXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-40.09%

-56.78%

+16.69%

Max Drawdown (1Y)

Largest decline over 1 year

-6.94%

-9.10%

+2.16%

Max Drawdown (3Y)

Largest decline over 3 years

-17.02%

-18.90%

+1.88%

Max Drawdown (5Y)

Largest decline over 5 years

-23.55%

-25.43%

+1.88%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-3.40%

-0.74%

-2.66%

Average Drawdown

Average peak-to-trough decline

-5.54%

-10.72%

+5.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

1.97%

+0.72%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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