FFH.TO vs. OAKMX
Compare and contrast key facts about Fairfax Financial Holdings Limited (FFH.TO) and Oakmark Fund Investor Class (OAKMX).
OAKMX is managed by Oakmark. It was launched on Aug 5, 1991.
Performance
FFH.TO vs. OAKMX - Performance Comparison
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FFH.TO vs. OAKMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FFH.TO Fairfax Financial Holdings Limited | -9.56% | 32.22% | 66.26% | 54.96% | 31.51% | 47.29% | -27.31% | 3.63% | -8.51% | 5.45% |
OAKMX Oakmark Fund Investor Class | -1.10% | 8.89% | 25.98% | 28.04% | -7.21% | 33.63% | 10.99% | 20.89% | -5.37% | 13.41% |
Different Trading Currencies
FFH.TO is traded in CAD, while OAKMX is traded in USD. To make them comparable, the OAKMX values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, FFH.TO achieves a -9.56% return, which is significantly lower than OAKMX's -1.10% return. Both investments have delivered pretty close results over the past 10 years, with FFH.TO having a 14.47% annualized return and OAKMX not far behind at 14.28%.
FFH.TO
- 1D
- -1.00%
- 1M
- 0.37%
- YTD
- -9.56%
- 6M
- -2.63%
- 1Y
- 10.38%
- 3Y*
- 39.32%
- 5Y*
- 35.38%
- 10Y*
- 14.47%
OAKMX
- 1D
- 1.70%
- 1M
- -1.86%
- YTD
- -1.10%
- 6M
- 2.15%
- 1Y
- 7.14%
- 3Y*
- 17.21%
- 5Y*
- 13.30%
- 10Y*
- 14.28%
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Return for Risk
FFH.TO vs. OAKMX — Risk / Return Rank
FFH.TO
OAKMX
FFH.TO vs. OAKMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fairfax Financial Holdings Limited (FFH.TO) 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.
| FFH.TO | OAKMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | 0.34 | +0.12 |
Sortino ratioReturn per unit of downside risk | 0.75 | 0.58 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.09 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 0.59 | +0.33 |
Martin ratioReturn relative to average drawdown | 2.10 | 1.87 | +0.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FFH.TO | OAKMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 0.34 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.51 | 0.83 | +0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.78 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.96 | -0.49 |
Correlation
The correlation between FFH.TO and OAKMX is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FFH.TO vs. OAKMX - Dividend Comparison
FFH.TO's dividend yield for the trailing twelve months is around 0.89%, less than OAKMX's 0.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFH.TO Fairfax Financial Holdings Limited | 0.89% | 0.82% | 1.01% | 1.10% | 1.56% | 2.05% | 3.01% | 2.17% | 2.07% | 1.97% | 2.24% | 1.82% |
OAKMX Oakmark Fund Investor Class | 0.94% | 0.92% | 1.12% | 1.02% | 0.92% | 1.94% | 0.17% | 8.33% | 8.13% | 4.06% | 2.58% | 1.43% |
Drawdowns
FFH.TO vs. OAKMX - Drawdown Comparison
The maximum FFH.TO drawdown since its inception was -88.18%, which is greater than OAKMX's maximum drawdown of -35.93%. Use the drawdown chart below to compare losses from any high point for FFH.TO and OAKMX.
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Drawdown Indicators
| FFH.TO | OAKMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.18% | -56.19% | -31.99% |
Max Drawdown (1Y)Largest decline over 1 year | -14.94% | -13.46% | -1.48% |
Max Drawdown (5Y)Largest decline over 5 years | -14.94% | -23.68% | +8.74% |
Max Drawdown (10Y)Largest decline over 10 years | -56.23% | -41.43% | -14.80% |
Current DrawdownCurrent decline from peak | -9.85% | -4.97% | -4.88% |
Average DrawdownAverage peak-to-trough decline | -27.48% | -6.41% | -21.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.54% | 3.39% | +3.15% |
Volatility
FFH.TO vs. OAKMX - Volatility Comparison
Fairfax Financial Holdings Limited (FFH.TO) has a higher volatility of 7.04% compared to Oakmark Fund Investor Class (OAKMX) at 4.34%. This indicates that FFH.TO's price experiences larger fluctuations and is considered to be riskier than OAKMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FFH.TO | OAKMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.04% | 4.34% | +2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 16.95% | 10.63% | +6.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.61% | 18.88% | +3.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.60% | 16.18% | +7.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.50% | 18.34% | +7.16% |