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CIVVX vs. OAKIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CIVVX and OAKIX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

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.

150.00%200.00%250.00%300.00%350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
204.26%
436.86%
CIVVX
OAKIX

Key characteristics

Sharpe Ratio

CIVVX:

0.27

OAKIX:

0.38

Sortino Ratio

CIVVX:

0.48

OAKIX:

0.67

Omega Ratio

CIVVX:

1.07

OAKIX:

1.08

Calmar Ratio

CIVVX:

0.27

OAKIX:

0.42

Martin Ratio

CIVVX:

0.71

OAKIX:

1.15

Ulcer Index

CIVVX:

7.31%

OAKIX:

6.26%

Daily Std Dev

CIVVX:

19.24%

OAKIX:

19.18%

Max Drawdown

CIVVX:

-70.48%

OAKIX:

-60.45%

Current Drawdown

CIVVX:

-7.17%

OAKIX:

-4.47%

Returns By Period

The year-to-date returns for both investments are quite close, with CIVVX having a 10.27% return and OAKIX slightly higher at 10.36%. Over the past 10 years, CIVVX has outperformed OAKIX with an annualized return of 4.12%, while OAKIX has yielded a comparatively lower 3.60% annualized return.


CIVVX

YTD

10.27%

1M

-2.17%

6M

-2.11%

1Y

5.53%

5Y*

14.99%

10Y*

4.12%

OAKIX

YTD

10.36%

1M

-0.47%

6M

5.20%

1Y

8.22%

5Y*

13.45%

10Y*

3.60%

*Annualized

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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.


Expense ratio chart for CIVVX: current value is 1.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CIVVX: 1.10%
Expense ratio chart for OAKIX: current value is 1.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
OAKIX: 1.04%

Risk-Adjusted Performance

CIVVX vs. OAKIX — Risk-Adjusted Performance Rank

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

CIVVX
The Risk-Adjusted Performance Rank of CIVVX is 3939
Overall Rank
The Sharpe Ratio Rank of CIVVX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of CIVVX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of CIVVX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of CIVVX is 4444
Calmar Ratio Rank
The Martin Ratio Rank of CIVVX is 3535
Martin Ratio Rank

OAKIX
The Risk-Adjusted Performance Rank of OAKIX is 4848
Overall Rank
The Sharpe Ratio Rank of OAKIX is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of OAKIX is 4848
Sortino Ratio Rank
The Omega Ratio Rank of OAKIX is 4444
Omega Ratio Rank
The Calmar Ratio Rank of OAKIX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of OAKIX is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CIVVX vs. OAKIX - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for CIVVX, currently valued at 0.27, compared to the broader market-1.000.001.002.003.00
CIVVX: 0.27
OAKIX: 0.38
The chart of Sortino ratio for CIVVX, currently valued at 0.48, compared to the broader market-2.000.002.004.006.008.00
CIVVX: 0.48
OAKIX: 0.67
The chart of Omega ratio for CIVVX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.00
CIVVX: 1.07
OAKIX: 1.08
The chart of Calmar ratio for CIVVX, currently valued at 0.27, compared to the broader market0.002.004.006.008.0010.00
CIVVX: 0.27
OAKIX: 0.42
The chart of Martin ratio for CIVVX, currently valued at 0.71, compared to the broader market0.0010.0020.0030.0040.0050.00
CIVVX: 0.71
OAKIX: 1.15

The current CIVVX Sharpe Ratio is 0.27, which is comparable to the OAKIX Sharpe Ratio of 0.38. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.27
0.38
CIVVX
OAKIX

Dividends

CIVVX vs. OAKIX - Dividend Comparison

CIVVX's dividend yield for the trailing twelve months is around 1.73%, less than OAKIX's 2.23% yield.


TTM20242023202220212020201920182017201620152014
CIVVX
Causeway International Value Fund
1.73%1.91%1.63%1.54%1.60%1.11%2.95%2.51%1.73%1.69%1.70%2.31%
OAKIX
Oakmark International Fund
2.23%2.46%1.85%2.97%1.23%0.33%1.81%7.53%3.19%1.73%5.28%6.89%

Drawdowns

CIVVX vs. OAKIX - Drawdown Comparison

The maximum CIVVX drawdown since its inception was -70.48%, which is greater than OAKIX's maximum drawdown of -60.45%. Use the drawdown chart below to compare losses from any high point for CIVVX and OAKIX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.17%
-4.47%
CIVVX
OAKIX

Volatility

CIVVX vs. OAKIX - Volatility Comparison

Causeway International Value Fund (CIVVX) has a higher volatility of 12.24% compared to Oakmark International Fund (OAKIX) at 11.58%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.24%
11.58%
CIVVX
OAKIX