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CIVVX vs. OAKIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CIVVX vs. OAKIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Causeway International Value Fund (CIVVX) and Oakmark International Fund (OAKIX). The values are adjusted to include any dividend payments, if applicable.

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CIVVX vs. OAKIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CIVVX
Causeway International Value Fund
-4.47%38.72%3.46%26.99%-6.99%8.86%5.16%19.81%-18.83%27.09%
OAKIX
Oakmark International Fund
-6.43%32.40%-4.60%18.86%-15.72%9.04%4.92%24.24%-23.41%29.73%

Returns By Period

In the year-to-date period, CIVVX achieves a -4.47% return, which is significantly higher than OAKIX's -6.43% return. Over the past 10 years, CIVVX has outperformed OAKIX with an annualized return of 9.33%, while OAKIX has yielded a comparatively lower 6.61% annualized return.


CIVVX

1D
2.77%
1M
-10.15%
YTD
-4.47%
6M
1.70%
1Y
20.18%
3Y*
15.13%
5Y*
10.16%
10Y*
9.33%

OAKIX

1D
2.49%
1M
-8.43%
YTD
-6.43%
6M
-2.66%
1Y
14.75%
3Y*
7.24%
5Y*
3.21%
10Y*
6.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CIVVX vs. OAKIX - Expense Ratio Comparison

CIVVX has a 1.10% expense ratio, which is higher than OAKIX's 1.04% expense ratio.


Return for Risk

CIVVX vs. OAKIX — Risk / Return Rank

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

CIVVX
CIVVX Risk / Return Rank: 4848
Overall Rank
CIVVX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
CIVVX Sortino Ratio Rank: 5555
Sortino Ratio Rank
CIVVX Omega Ratio Rank: 5454
Omega Ratio Rank
CIVVX Calmar Ratio Rank: 3838
Calmar Ratio Rank
CIVVX Martin Ratio Rank: 3737
Martin Ratio Rank

OAKIX
OAKIX Risk / Return Rank: 3434
Overall Rank
OAKIX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
OAKIX Sortino Ratio Rank: 3838
Sortino Ratio Rank
OAKIX Omega Ratio Rank: 3434
Omega Ratio Rank
OAKIX Calmar Ratio Rank: 3030
Calmar Ratio Rank
OAKIX Martin Ratio Rank: 3030
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.

CIVVX vs. OAKIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Causeway International Value Fund (CIVVX) and Oakmark International Fund (OAKIX). 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.


CIVVXOAKIXDifference

Sharpe ratio

Return per unit of total volatility

1.09

0.85

+0.24

Sortino ratio

Return per unit of downside risk

1.55

1.27

+0.27

Omega ratio

Gain probability vs. loss probability

1.23

1.18

+0.05

Calmar ratio

Return relative to maximum drawdown

1.06

0.90

+0.15

Martin ratio

Return relative to average drawdown

4.12

3.42

+0.70

CIVVX vs. OAKIX - Sharpe Ratio Comparison

The current CIVVX Sharpe Ratio is 1.09, which is comparable to the OAKIX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of CIVVX and OAKIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CIVVXOAKIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

0.85

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.17

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.31

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.41

-0.03

Correlation

The correlation between CIVVX and OAKIX 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.


Dividends

CIVVX vs. OAKIX - Dividend Comparison

CIVVX's dividend yield for the trailing twelve months is around 10.04%, more than OAKIX's 1.97% yield.


TTM20252024202320222021202020192018201720162015
CIVVX
Causeway International Value Fund
10.04%9.59%9.07%3.39%1.54%1.60%1.11%4.41%3.31%1.73%1.69%1.70%
OAKIX
Oakmark International Fund
1.97%1.84%2.46%1.85%2.97%1.23%0.33%1.81%7.15%3.04%1.48%5.06%

Drawdowns

CIVVX vs. OAKIX - Drawdown Comparison

The maximum CIVVX drawdown since its inception was -61.07%, smaller than the maximum OAKIX drawdown of -65.18%. Use the drawdown chart below to compare losses from any high point for CIVVX and OAKIX.


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Drawdown Indicators


CIVVXOAKIXDifference

Max Drawdown

Largest peak-to-trough decline

-61.07%

-65.18%

+4.11%

Max Drawdown (1Y)

Largest decline over 1 year

-16.20%

-14.35%

-1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-28.60%

-38.00%

+9.40%

Max Drawdown (10Y)

Largest decline over 10 years

-45.13%

-53.05%

+7.92%

Current Drawdown

Current decline from peak

-13.03%

-11.65%

-1.38%

Average Drawdown

Average peak-to-trough decline

-11.24%

-11.74%

+0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.15%

3.79%

+0.36%

Volatility

CIVVX vs. OAKIX - Volatility Comparison

Causeway International Value Fund (CIVVX) has a higher volatility of 8.44% compared to Oakmark International Fund (OAKIX) at 6.52%. This indicates that CIVVX's price experiences larger fluctuations and is considered to be riskier than OAKIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CIVVXOAKIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.44%

6.52%

+1.92%

Volatility (6M)

Calculated over the trailing 6-month period

12.39%

10.47%

+1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

18.90%

17.63%

+1.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.85%

19.08%

-1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.24%

21.34%

-2.10%