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Oakmark Fund Advisor Class (OAYMX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

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

Performance Chart

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


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S&P 500 Index

Returns By Period

Oakmark Fund Advisor Class (OAYMX) has returned -4.11% so far this year and 8.36% over the past 12 months.


Oakmark Fund Advisor Class

1D
0.40%
1M
-5.35%
YTD
-4.11%
6M
0.53%
1Y
8.36%
3Y*
15.63%
5Y*
11.05%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

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, your 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%-5.35%-4.11%
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 0.84%, beta of 1.01, and R² of 0.82 versus S&P 500 Index. Calculated based on daily prices since December 01, 2016.

  • This fund captured 109.02% of S&P 500 Index gains and 106.69% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.01 and R² of 0.82, 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
0.84%
Beta
1.01
0.82
Upside Capture
109.02%
Downside Capture
106.69%

Expense Ratio

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


Return for Risk

Risk / Return Rank

OAYMX ranks 18 for risk / return — in the bottom 18% 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: 1818
Overall Rank
OAYMX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
OAYMX Sortino Ratio Rank: 1717
Sortino Ratio Rank
OAYMX Omega Ratio Rank: 1818
Omega Ratio Rank
OAYMX Calmar Ratio Rank: 1818
Calmar Ratio Rank
OAYMX Martin Ratio Rank: 2020
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 a chosen benchmark (S&P 500 Index).


OAYMXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.50

0.90

-0.40

Sortino ratio

Return per unit of downside risk

0.82

1.39

-0.57

Omega ratio

Gain probability vs. loss probability

1.12

1.21

-0.09

Calmar ratio

Return relative to maximum drawdown

0.55

1.40

-0.85

Martin ratio

Return relative to average drawdown

2.21

6.61

-4.40

Explore OAYMX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Oakmark Fund Advisor Class provided a 1.17% 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

1.17%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
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 6.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.09%Feb 13, 202024Mar 18, 2020165Nov 10, 2020189
-24.38%Jan 29, 2018229Dec 24, 2018234Nov 27, 2019463
-23.55%Jan 18, 2022178Sep 30, 2022193Jul 11, 2023371
-17.02%Jan 28, 202550Apr 8, 202557Jul 1, 2025107
-11.7%Aug 8, 202358Oct 27, 202324Dec 1, 202382

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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