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NMAVX vs. OAKMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NMAVX vs. OAKMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuance Mid Cap Value Fund (NMAVX) and Oakmark Fund Investor Class (OAKMX). The values are adjusted to include any dividend payments, if applicable.

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NMAVX vs. OAKMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NMAVX
Nuance Mid Cap Value Fund
2.25%1.91%5.20%6.44%-5.26%11.10%4.41%30.71%-5.44%14.81%
OAKMX
Oakmark Fund Investor Class
-2.81%14.13%16.02%30.92%-13.38%34.85%12.90%27.14%-12.76%21.12%

Returns By Period

In the year-to-date period, NMAVX achieves a 2.25% return, which is significantly higher than OAKMX's -2.81% return. Over the past 10 years, NMAVX has underperformed OAKMX with an annualized return of 7.70%, while OAKMX has yielded a comparatively higher 13.47% annualized return.


NMAVX

1D
0.24%
1M
-5.57%
YTD
2.25%
6M
4.76%
1Y
9.91%
3Y*
4.18%
5Y*
3.05%
10Y*
7.70%

OAKMX

1D
-0.35%
1M
-3.34%
YTD
-2.81%
6M
2.17%
1Y
8.85%
3Y*
15.94%
5Y*
10.90%
10Y*
13.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NMAVX vs. OAKMX - Expense Ratio Comparison

NMAVX has a 1.22% expense ratio, which is higher than OAKMX's 0.91% expense ratio.


Return for Risk

NMAVX vs. OAKMX — Risk / Return Rank

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

NMAVX
NMAVX Risk / Return Rank: 2424
Overall Rank
NMAVX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
NMAVX Sortino Ratio Rank: 2626
Sortino Ratio Rank
NMAVX Omega Ratio Rank: 1919
Omega Ratio Rank
NMAVX Calmar Ratio Rank: 2727
Calmar Ratio Rank
NMAVX Martin Ratio Rank: 2222
Martin Ratio Rank

OAKMX
OAKMX Risk / Return Rank: 1616
Overall Rank
OAKMX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
OAKMX Sortino Ratio Rank: 1414
Sortino Ratio Rank
OAKMX Omega Ratio Rank: 1515
Omega Ratio Rank
OAKMX Calmar Ratio Rank: 1616
Calmar Ratio Rank
OAKMX Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NMAVX vs. OAKMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuance Mid Cap Value Fund (NMAVX) 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.


NMAVXOAKMXDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.52

+0.22

Sortino ratio

Return per unit of downside risk

1.18

0.85

+0.34

Omega ratio

Gain probability vs. loss probability

1.14

1.12

+0.02

Calmar ratio

Return relative to maximum drawdown

1.08

0.72

+0.36

Martin ratio

Return relative to average drawdown

3.32

2.84

+0.48

NMAVX vs. OAKMX - Sharpe Ratio Comparison

The current NMAVX Sharpe Ratio is 0.74, which is higher than the OAKMX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of NMAVX and OAKMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NMAVXOAKMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.52

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.60

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.66

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.71

-0.20

Correlation

The correlation between NMAVX and OAKMX is 0.81, 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.


Dividends

NMAVX vs. OAKMX - Dividend Comparison

NMAVX's dividend yield for the trailing twelve months is around 0.97%, more than OAKMX's 0.94% yield.


TTM20252024202320222021202020192018201720162015
NMAVX
Nuance Mid Cap Value Fund
0.97%1.00%7.55%1.78%9.05%11.98%0.61%5.91%7.16%7.05%1.83%4.24%
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

NMAVX vs. OAKMX - Drawdown Comparison

The maximum NMAVX drawdown since its inception was -30.93%, smaller than the maximum OAKMX drawdown of -56.19%. Use the drawdown chart below to compare losses from any high point for NMAVX and OAKMX.


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Drawdown Indicators


NMAVXOAKMXDifference

Max Drawdown

Largest peak-to-trough decline

-30.93%

-56.19%

+25.26%

Max Drawdown (1Y)

Largest decline over 1 year

-9.80%

-8.42%

-1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-18.40%

-23.68%

+5.28%

Max Drawdown (10Y)

Largest decline over 10 years

-30.93%

-41.43%

+10.50%

Current Drawdown

Current decline from peak

-7.63%

-5.30%

-2.33%

Average Drawdown

Average peak-to-trough decline

-3.77%

-6.41%

+2.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

3.40%

-0.22%

Volatility

NMAVX vs. OAKMX - Volatility Comparison

The current volatility for Nuance Mid Cap Value Fund (NMAVX) is 3.69%, while Oakmark Fund Investor Class (OAKMX) has a volatility of 4.18%. This indicates that NMAVX experiences smaller price fluctuations and is considered to be less risky 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


NMAVXOAKMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.69%

4.18%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

7.60%

10.34%

-2.74%

Volatility (1Y)

Calculated over the trailing 1-year period

14.28%

18.76%

-4.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.21%

18.34%

-5.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.04%

20.42%

-5.38%