CISIX vs. OAKMX
Compare and contrast key facts about Calvert US Large-Cap Core Responsible Index Fund (CISIX) and Oakmark Fund Investor Class (OAKMX).
CISIX is managed by Calvert Research and Management. It was launched on Jun 30, 2000. OAKMX is managed by Oakmark. It was launched on Aug 5, 1991.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CISIX or OAKMX.
Key characteristics
| CISIX | OAKMX | |
|---|---|---|
| YTD Return | 26.27% | 20.14% |
| 1Y Return | 38.71% | 35.86% |
| 3Y Return (Ann) | 8.18% | 10.23% |
| 5Y Return (Ann) | 15.88% | 16.83% |
| 10Y Return (Ann) | 11.78% | 12.38% |
| Sharpe Ratio | 2.98 | 2.72 |
| Sortino Ratio | 3.96 | 3.82 |
| Omega Ratio | 1.55 | 1.48 |
| Calmar Ratio | 3.94 | 5.24 |
| Martin Ratio | 18.28 | 14.50 |
| Ulcer Index | 2.11% | 2.46% |
| Daily Std Dev | 12.96% | 13.14% |
| Max Drawdown | -58.02% | -56.19% |
| Current Drawdown | -0.40% | -0.78% |
Correlation
The correlation between CISIX and OAKMX is 0.90, 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.
Performance
CISIX vs. OAKMX - Performance Comparison
In the year-to-date period, CISIX achieves a 26.27% return, which is significantly higher than OAKMX's 20.14% return. Over the past 10 years, CISIX has underperformed OAKMX with an annualized return of 11.78%, while OAKMX has yielded a comparatively higher 12.38% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CISIX vs. OAKMX - Expense Ratio Comparison
CISIX has a 0.24% expense ratio, which is lower than OAKMX's 0.91% expense ratio.
Risk-Adjusted Performance
CISIX vs. OAKMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert US Large-Cap Core Responsible Index Fund (CISIX) and Oakmark Fund Investor Class (OAKMX). 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.
Dividends
CISIX vs. OAKMX - Dividend Comparison
CISIX's dividend yield for the trailing twelve months is around 0.80%, less than OAKMX's 0.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CISIX Calvert US Large-Cap Core Responsible Index Fund | 0.80% | 1.02% | 1.17% | 0.79% | 0.94% | 1.14% | 1.34% | 1.42% | 1.59% | 1.42% | 0.97% | 1.26% |
OAKMX Oakmark Fund Investor Class | 0.85% | 1.02% | 0.92% | 0.52% | 0.17% | 0.81% | 0.73% | 0.47% | 1.06% | 0.95% | 0.64% | 0.50% |
Drawdowns
CISIX vs. OAKMX - Drawdown Comparison
The maximum CISIX drawdown since its inception was -58.02%, roughly equal to the maximum OAKMX drawdown of -56.19%. Use the drawdown chart below to compare losses from any high point for CISIX and OAKMX. For additional features, visit the drawdowns tool.
Volatility
CISIX vs. OAKMX - Volatility Comparison
The current volatility for Calvert US Large-Cap Core Responsible Index Fund (CISIX) is 4.07%, while Oakmark Fund Investor Class (OAKMX) has a volatility of 4.92%. This indicates that CISIX experiences smaller price fluctuations and is considered to be less risky than OAKMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.