IHF vs. OAKGX
IHF (iShares U.S. Healthcare Providers ETF) and OAKGX (Oakmark Global Fund) are both funds - IHF is a Health & Biotech Equities fund tracking the Dow Jones U.S. Select Health Care Providers Index, while OAKGX is a Global Equities fund managed by Oakmark. Over the past 10 years, IHF returned 8.88%/yr vs 10.58%/yr for OAKGX. A 0.58 correlation means they provide meaningful diversification when combined. IHF charges 0.43%/yr vs 1.11%/yr for OAKGX.
Performance
IHF vs. OAKGX - Performance Comparison
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Returns By Period
In the year-to-date period, IHF achieves a 11.55% return, which is significantly higher than OAKGX's 1.13% return. Over the past 10 years, IHF has underperformed OAKGX with an annualized return of 8.88%, while OAKGX has yielded a comparatively higher 10.58% annualized return.
IHF
- 1D
- 0.74%
- 1M
- 5.23%
- YTD
- 11.55%
- 6M
- 12.02%
- 1Y
- 14.30%
- 3Y*
- 2.85%
- 5Y*
- 0.85%
- 10Y*
- 8.88%
OAKGX
- 1D
- 0.00%
- 1M
- -0.13%
- YTD
- 1.13%
- 6M
- 1.20%
- 1Y
- 13.90%
- 3Y*
- 9.51%
- 5Y*
- 6.26%
- 10Y*
- 10.58%
IHF vs. OAKGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IHF iShares U.S. Healthcare Providers ETF | 11.55% | 0.92% | -7.90% | -1.11% | -7.11% | 24.46% | 17.67% | 22.34% | 9.56% | 25.45% |
OAKGX Oakmark Global Fund | 1.13% | 21.19% | 2.53% | 17.36% | -16.86% | 30.47% | 9.00% | 29.66% | -19.02% | 27.05% |
Correlation
The correlation between IHF and OAKGX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since May 5, 2006 | 0.58 |
The correlation between IHF and OAKGX shifts across timeframes, from 0.44 (3 years) to 0.58 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IHF vs. OAKGX — Risk / Return Rank
IHF
OAKGX
IHF vs. OAKGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Healthcare Providers ETF (IHF) and Oakmark Global Fund (OAKGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IHF | OAKGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.18 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.73 | 1.21 | -0.48 |
| Martin ratioReturn relative to average drawdown | 1.68 | 3.84 | -2.15 |
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Drawdowns
IHF vs. OAKGX - Drawdown Comparison
The maximum IHF drawdown since its inception was -58.42%, roughly equal to the maximum OAKGX drawdown of -60.43%. Use the drawdown chart below to compare losses from any high point for IHF and OAKGX.
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Drawdown Indicators
| IHF | OAKGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.42% | -60.43% | +2.01% |
Max Drawdown (1Y)Largest decline over 1 year | -19.72% | -11.58% | -8.14% |
Max Drawdown (3Y)Largest decline over 3 years | -29.85% | -15.75% | -14.10% |
Max Drawdown (5Y)Largest decline over 5 years | -29.85% | -31.54% | +1.69% |
Max Drawdown (10Y)Largest decline over 10 years | -35.23% | -45.14% | +9.91% |
Current DrawdownCurrent decline from peak | -7.44% | -3.04% | -4.40% |
Average DrawdownAverage peak-to-trough decline | -10.64% | -9.37% | -1.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.51% | 3.65% | +4.86% |
Volatility
IHF vs. OAKGX - Volatility Comparison
iShares U.S. Healthcare Providers ETF (IHF) has a higher volatility of 5.27% compared to Oakmark Global Fund (OAKGX) at 3.99%. This indicates that IHF's price experiences larger fluctuations and is considered to be riskier than OAKGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IHF | OAKGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.27% | 3.99% | +1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 16.10% | 10.19% | +5.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.90% | 13.69% | +8.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.17% | 18.54% | +0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.02% | 20.64% | +0.38% |
IHF vs. OAKGX - Expense Ratio Comparison
IHF has a 0.43% expense ratio, which is lower than OAKGX's 1.11% expense ratio.
Dividends
IHF vs. OAKGX - Dividend Comparison
IHF's dividend yield for the trailing twelve months is around 0.98%, less than OAKGX's 1.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IHF iShares U.S. Healthcare Providers ETF | 0.98% | 1.05% | 0.86% | 0.79% | 0.74% | 0.56% | 0.53% | 0.58% | 4.01% | 0.19% | 0.25% | 0.20% |
OAKGX Oakmark Global Fund | 1.10% | 1.11% | 1.19% | 4.35% | 0.75% | 17.98% | 0.16% | 3.71% | 14.80% | 7.50% | 1.07% | 2.87% |
Frequently Asked Questions
IHF and OAKGX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IHF has higher volatility (5.27%) compared to OAKGX (3.99%). In terms of maximum drawdown, IHF dropped -58.42% vs OAKGX's -60.43%.
OAKGX currently has the higher Sharpe Ratio (1.03 vs 0.66), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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