OAKBX vs. SPMO
Compare and contrast key facts about Oakmark Equity and Income Fund (OAKBX) and Invesco S&P 500 Momentum ETF (SPMO).
OAKBX is managed by Oakmark. It was launched on Oct 31, 1995. SPMO is a passively managed fund by Invesco that tracks the performance of the S&P 500 Momentum Index. It was launched on Oct 9, 2015.
Performance
OAKBX vs. SPMO - Performance Comparison
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OAKBX vs. SPMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OAKBX Oakmark Equity and Income Fund | -3.14% | 11.05% | 8.73% | 17.39% | -12.94% | 29.12% | 8.68% | 19.39% | -8.38% | 14.43% |
SPMO Invesco S&P 500 Momentum ETF | -3.77% | 26.58% | 45.82% | 17.56% | -10.45% | 22.64% | 28.25% | 25.93% | -0.92% | 27.76% |
Returns By Period
In the year-to-date period, OAKBX achieves a -3.14% return, which is significantly higher than SPMO's -3.77% return. Over the past 10 years, OAKBX has underperformed SPMO with an annualized return of 8.76%, while SPMO has yielded a comparatively higher 17.41% annualized return.
OAKBX
- 1D
- 1.40%
- 1M
- -2.99%
- YTD
- -3.14%
- 6M
- -0.30%
- 1Y
- 6.42%
- 3Y*
- 9.96%
- 5Y*
- 6.82%
- 10Y*
- 8.76%
SPMO
- 1D
- 2.13%
- 1M
- -4.40%
- YTD
- -3.77%
- 6M
- -4.53%
- 1Y
- 23.97%
- 3Y*
- 29.27%
- 5Y*
- 17.66%
- 10Y*
- 17.41%
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OAKBX vs. SPMO - Expense Ratio Comparison
OAKBX has a 0.83% expense ratio, which is higher than SPMO's 0.13% expense ratio.
Return for Risk
OAKBX vs. SPMO — Risk / Return Rank
OAKBX
SPMO
OAKBX vs. SPMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oakmark Equity and Income Fund (OAKBX) and Invesco S&P 500 Momentum ETF (SPMO). 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.
| OAKBX | SPMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.56 | 1.06 | -0.50 |
Sortino ratioReturn per unit of downside risk | 0.87 | 1.60 | -0.73 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.24 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.82 | 1.96 | -1.14 |
Martin ratioReturn relative to average drawdown | 2.96 | 6.90 | -3.94 |
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
| OAKBX | SPMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 1.06 | -0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.93 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.87 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.86 | -0.01 |
Correlation
The correlation between OAKBX and SPMO is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
OAKBX vs. SPMO - Dividend Comparison
OAKBX's dividend yield for the trailing twelve months is around 2.28%, more than SPMO's 0.89% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OAKBX Oakmark Equity and Income Fund | 2.28% | 2.16% | 2.05% | 2.28% | 1.44% | 14.26% | 4.17% | 9.07% | 10.05% | 8.09% | 4.13% | 6.53% |
SPMO Invesco S&P 500 Momentum ETF | 0.89% | 0.73% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
Drawdowns
OAKBX vs. SPMO - Drawdown Comparison
The maximum OAKBX drawdown since its inception was -31.31%, roughly equal to the maximum SPMO drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for OAKBX and SPMO.
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Drawdown Indicators
| OAKBX | SPMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.31% | -30.95% | -0.36% |
Max Drawdown (1Y)Largest decline over 1 year | -8.65% | -12.70% | +4.05% |
Max Drawdown (5Y)Largest decline over 5 years | -20.41% | -22.74% | +2.33% |
Max Drawdown (10Y)Largest decline over 10 years | -30.19% | -30.95% | +0.76% |
Current DrawdownCurrent decline from peak | -5.06% | -7.31% | +2.25% |
Average DrawdownAverage peak-to-trough decline | -3.78% | -4.66% | +0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 3.60% | -1.21% |
Volatility
OAKBX vs. SPMO - Volatility Comparison
The current volatility for Oakmark Equity and Income Fund (OAKBX) is 3.16%, while Invesco S&P 500 Momentum ETF (SPMO) has a volatility of 7.22%. This indicates that OAKBX experiences smaller price fluctuations and is considered to be less risky than SPMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OAKBX | SPMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 7.22% | -4.06% |
Volatility (6M)Calculated over the trailing 6-month period | 6.55% | 12.80% | -6.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.82% | 22.77% | -10.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.17% | 19.08% | -6.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.05% | 20.09% | -7.04% |