OAKBX vs. VTMFX
Compare and contrast key facts about Oakmark Equity and Income Fund (OAKBX) and Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX).
OAKBX is managed by Oakmark. It was launched on Oct 31, 1995. VTMFX is managed by Blackrock. It was launched on Sep 6, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OAKBX or VTMFX.
Key characteristics
| OAKBX | VTMFX | |
|---|---|---|
| YTD Return | 8.61% | 10.88% |
| 1Y Return | 17.29% | 18.44% |
| 3Y Return (Ann) | 7.15% | 5.23% |
| 5Y Return (Ann) | 10.46% | 8.36% |
| 10Y Return (Ann) | 7.76% | 7.58% |
| Sharpe Ratio | 1.78 | 2.69 |
| Daily Std Dev | 9.41% | 6.67% |
| Max Drawdown | -31.31% | -28.49% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between OAKBX and VTMFX is 0.84, 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
OAKBX vs. VTMFX - Performance Comparison
In the year-to-date period, OAKBX achieves a 8.61% return, which is significantly lower than VTMFX's 10.88% return. Both investments have delivered pretty close results over the past 10 years, with OAKBX having a 7.76% annualized return and VTMFX not far behind at 7.58%. 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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OAKBX vs. VTMFX - Expense Ratio Comparison
OAKBX has a 0.83% expense ratio, which is higher than VTMFX's 0.09% expense ratio.
Risk-Adjusted Performance
OAKBX vs. VTMFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Oakmark Equity and Income Fund (OAKBX) and Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX). 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
OAKBX vs. VTMFX - Dividend Comparison
OAKBX's dividend yield for the trailing twelve months is around 3.10%, more than VTMFX's 1.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OAKBX Oakmark Equity and Income Fund | 3.10% | 2.28% | 1.44% | 14.26% | 4.17% | 9.07% | 10.05% | 8.09% | 4.13% | 6.53% | 9.37% | 8.31% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | 1.49% | 1.94% | 1.85% | 1.38% | 1.72% | 1.44% | 2.22% | 2.00% | 2.13% | 2.06% | 2.00% | 2.06% |
Drawdowns
OAKBX vs. VTMFX - Drawdown Comparison
The maximum OAKBX drawdown since its inception was -31.31%, which is greater than VTMFX's maximum drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for OAKBX and VTMFX. For additional features, visit the drawdowns tool.
Volatility
OAKBX vs. VTMFX - Volatility Comparison
Oakmark Equity and Income Fund (OAKBX) has a higher volatility of 2.39% compared to Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX) at 2.11%. This indicates that OAKBX's price experiences larger fluctuations and is considered to be riskier than VTMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.