PortfoliosLab logoPortfoliosLab logo
ALVIX vs. OANMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ALVIX vs. OANMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Investments Focused Large Cap Value Fund (ALVIX) and Oakmark Fund Institutional Class (OANMX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ALVIX vs. OANMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALVIX
American Century Investments Focused Large Cap Value Fund
0.24%16.29%11.01%6.07%1.82%18.18%2.53%27.62%-7.41%10.22%
OANMX
Oakmark Fund Institutional Class
-4.10%14.38%16.28%31.21%-13.18%34.87%13.09%27.35%-12.62%15.96%

Returns By Period

In the year-to-date period, ALVIX achieves a 0.24% return, which is significantly higher than OANMX's -4.10% return.


ALVIX

1D
-0.10%
1M
-7.59%
YTD
0.24%
6M
3.45%
1Y
10.52%
3Y*
11.15%
5Y*
8.98%
10Y*
9.81%

OANMX

1D
0.40%
1M
-5.35%
YTD
-4.10%
6M
0.55%
1Y
8.40%
3Y*
15.67%
5Y*
11.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


ALVIX vs. OANMX - Expense Ratio Comparison

ALVIX has a 0.83% expense ratio, which is higher than OANMX's 0.68% expense ratio.


Return for Risk

ALVIX vs. OANMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ALVIX
ALVIX Risk / Return Rank: 3636
Overall Rank
ALVIX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ALVIX Sortino Ratio Rank: 3636
Sortino Ratio Rank
ALVIX Omega Ratio Rank: 3434
Omega Ratio Rank
ALVIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
ALVIX Martin Ratio Rank: 3636
Martin Ratio Rank

OANMX
OANMX Risk / Return Rank: 2020
Overall Rank
OANMX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
OANMX Sortino Ratio Rank: 2020
Sortino Ratio Rank
OANMX Omega Ratio Rank: 2121
Omega Ratio Rank
OANMX Calmar Ratio Rank: 1919
Calmar Ratio Rank
OANMX Martin Ratio Rank: 2121
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.

ALVIX vs. OANMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Investments Focused Large Cap Value Fund (ALVIX) and Oakmark Fund Institutional Class (OANMX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


ALVIXOANMXDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.50

+0.31

Sortino ratio

Return per unit of downside risk

1.19

0.82

+0.37

Omega ratio

Gain probability vs. loss probability

1.17

1.12

+0.05

Calmar ratio

Return relative to maximum drawdown

0.98

0.56

+0.43

Martin ratio

Return relative to average drawdown

3.80

2.22

+1.58

ALVIX vs. OANMX - Sharpe Ratio Comparison

The current ALVIX Sharpe Ratio is 0.81, which is higher than the OANMX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of ALVIX and OANMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


ALVIXOANMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.50

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.61

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.58

-0.19

Correlation

The correlation between ALVIX and OANMX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ALVIX vs. OANMX - Dividend Comparison

ALVIX's dividend yield for the trailing twelve months is around 12.36%, more than OANMX's 1.19% yield.


TTM20252024202320222021202020192018201720162015
ALVIX
American Century Investments Focused Large Cap Value Fund
12.36%12.61%9.67%3.63%12.50%20.50%2.19%2.45%7.25%5.49%1.79%1.33%
OANMX
Oakmark Fund Institutional Class
1.19%1.14%1.34%1.22%1.17%1.94%0.33%8.53%8.37%0.66%0.00%0.00%

Drawdowns

ALVIX vs. OANMX - Drawdown Comparison

The maximum ALVIX drawdown since its inception was -59.66%, which is greater than OANMX's maximum drawdown of -40.08%. Use the drawdown chart below to compare losses from any high point for ALVIX and OANMX.


Loading graphics...

Drawdown Indicators


ALVIXOANMXDifference

Max Drawdown

Largest peak-to-trough decline

-59.66%

-40.08%

-19.58%

Max Drawdown (1Y)

Largest decline over 1 year

-10.44%

-13.46%

+3.02%

Max Drawdown (5Y)

Largest decline over 5 years

-14.08%

-23.55%

+9.47%

Max Drawdown (10Y)

Largest decline over 10 years

-35.52%

Current Drawdown

Current decline from peak

-7.59%

-6.56%

-1.03%

Average Drawdown

Average peak-to-trough decline

-8.42%

-5.62%

-2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

3.36%

-0.62%

Volatility

ALVIX vs. OANMX - Volatility Comparison

The current volatility for American Century Investments Focused Large Cap Value Fund (ALVIX) is 3.35%, while Oakmark Fund Institutional Class (OANMX) has a volatility of 3.70%. This indicates that ALVIX experiences smaller price fluctuations and is considered to be less risky than OANMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ALVIXOANMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

3.70%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

7.40%

10.20%

-2.80%

Volatility (1Y)

Calculated over the trailing 1-year period

14.10%

18.73%

-4.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.60%

18.34%

-5.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.78%

20.78%

-5.00%