CIVVX vs. OAKIX
Compare and contrast key facts about Causeway International Value Fund (CIVVX) and Oakmark International Fund (OAKIX).
CIVVX is managed by Causeway. It was launched on Oct 25, 2001. OAKIX is managed by Oakmark. It was launched on Sep 29, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CIVVX or OAKIX.
Key characteristics
| CIVVX | OAKIX | |
|---|---|---|
| YTD Return | 8.29% | -0.75% |
| 1Y Return | 16.34% | 11.21% |
| 3Y Return (Ann) | 7.19% | -1.54% |
| 5Y Return (Ann) | 8.13% | 2.85% |
| 10Y Return (Ann) | 5.42% | 4.05% |
| Sharpe Ratio | 1.31 | 0.77 |
| Sortino Ratio | 1.81 | 1.20 |
| Omega Ratio | 1.23 | 1.14 |
| Calmar Ratio | 2.37 | 0.56 |
| Martin Ratio | 6.80 | 2.88 |
| Ulcer Index | 2.43% | 3.80% |
| Daily Std Dev | 12.66% | 14.15% |
| Max Drawdown | -61.07% | -60.45% |
| Current Drawdown | -5.53% | -9.72% |
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.
Performance
CIVVX vs. OAKIX - Performance Comparison
In the year-to-date period, CIVVX achieves a 8.29% return, which is significantly higher than OAKIX's -0.75% return. Over the past 10 years, CIVVX has outperformed OAKIX with an annualized return of 5.42%, while OAKIX has yielded a comparatively lower 4.05% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CIVVX vs. OAKIX - Expense Ratio Comparison
CIVVX has a 1.10% expense ratio, which is higher than OAKIX's 1.04% expense ratio.
Risk-Adjusted Performance
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.
Dividends
CIVVX vs. OAKIX - Dividend Comparison
CIVVX's dividend yield for the trailing twelve months is around 1.50%, less than OAKIX's 1.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIVVX Causeway International Value Fund | 1.50% | 1.63% | 1.54% | 1.60% | 1.11% | 4.41% | 3.31% | 1.73% | 1.69% | 1.70% | 2.31% | 0.82% |
OAKIX Oakmark International Fund | 1.86% | 1.85% | 2.97% | 1.23% | 0.33% | 1.81% | 7.53% | 3.19% | 1.73% | 5.28% | 6.89% | 2.84% |
Drawdowns
CIVVX vs. OAKIX - Drawdown Comparison
The maximum CIVVX drawdown since its inception was -61.07%, roughly equal to the maximum OAKIX 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.
Volatility
CIVVX vs. OAKIX - Volatility Comparison
Causeway International Value Fund (CIVVX) and Oakmark International Fund (OAKIX) have volatilities of 3.01% and 2.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.