HLMIX vs. OAKIX
Compare and contrast key facts about Harding Loevner International Equity Portfolio (HLMIX) and Oakmark International Fund (OAKIX).
HLMIX is managed by Harding Loevner. It was launched on May 10, 1994. 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: HLMIX or OAKIX.
Key characteristics
| HLMIX | OAKIX | |
|---|---|---|
| YTD Return | 3.78% | -5.66% |
| 1Y Return | 13.23% | 6.62% |
| 3Y Return (Ann) | -2.72% | -3.10% |
| 5Y Return (Ann) | 4.94% | 2.23% |
| 10Y Return (Ann) | 5.38% | 3.45% |
| Sharpe Ratio | 1.04 | 0.45 |
| Sortino Ratio | 1.53 | 0.73 |
| Omega Ratio | 1.18 | 1.09 |
| Calmar Ratio | 0.65 | 0.34 |
| Martin Ratio | 4.98 | 1.66 |
| Ulcer Index | 2.62% | 3.99% |
| Daily Std Dev | 12.53% | 14.83% |
| Max Drawdown | -65.37% | -60.45% |
| Current Drawdown | -9.53% | -14.19% |
Correlation
The correlation between HLMIX and OAKIX is 0.79, 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
HLMIX vs. OAKIX - Performance Comparison
In the year-to-date period, HLMIX achieves a 3.78% return, which is significantly higher than OAKIX's -5.66% return. Over the past 10 years, HLMIX has outperformed OAKIX with an annualized return of 5.38%, while OAKIX has yielded a comparatively lower 3.45% 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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HLMIX vs. OAKIX - Expense Ratio Comparison
HLMIX has a 0.79% expense ratio, which is lower than OAKIX's 1.04% expense ratio.
Risk-Adjusted Performance
HLMIX vs. OAKIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Harding Loevner International Equity Portfolio (HLMIX) 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
HLMIX vs. OAKIX - Dividend Comparison
HLMIX's dividend yield for the trailing twelve months is around 1.92%, less than OAKIX's 1.95% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HLMIX Harding Loevner International Equity Portfolio | 1.92% | 1.99% | 2.51% | 1.41% | 0.75% | 1.59% | 1.50% | 0.87% | 0.98% | 1.02% | 1.03% | 0.79% |
OAKIX Oakmark International Fund | 1.95% | 1.84% | 2.97% | 1.23% | 0.33% | 1.81% | 2.14% | 1.35% | 1.48% | 2.32% | 2.16% | 1.66% |
Drawdowns
HLMIX vs. OAKIX - Drawdown Comparison
The maximum HLMIX drawdown since its inception was -65.37%, which is greater than OAKIX's maximum drawdown of -60.45%. Use the drawdown chart below to compare losses from any high point for HLMIX and OAKIX. For additional features, visit the drawdowns tool.
Volatility
HLMIX vs. OAKIX - Volatility Comparison
The current volatility for Harding Loevner International Equity Portfolio (HLMIX) is 4.32%, while Oakmark International Fund (OAKIX) has a volatility of 5.16%. This indicates that HLMIX experiences smaller price fluctuations and is considered to be less risky than OAKIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.