OAKEX vs. MECIX
Compare and contrast key facts about Oakmark International Small Cap Fund (OAKEX) and AMG GW&K International Small Cap Fund (MECIX).
OAKEX is managed by Oakmark. It was launched on Oct 31, 1995. MECIX is managed by AMG. It was launched on Jun 24, 1993.
Performance
OAKEX vs. MECIX - Performance Comparison
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OAKEX vs. MECIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OAKEX Oakmark International Small Cap Fund | -8.12% | 29.51% | -3.00% | 19.59% | -14.50% | 17.90% | 5.00% | 31.91% | -23.71% | 26.03% |
MECIX AMG GW&K International Small Cap Fund | -0.13% | 16.57% | 2.15% | 6.23% | -20.34% | 2.33% | 1.72% | 9.90% | -6.00% | 22.41% |
Returns By Period
In the year-to-date period, OAKEX achieves a -8.12% return, which is significantly lower than MECIX's -0.13% return. Over the past 10 years, OAKEX has outperformed MECIX with an annualized return of 7.23%, while MECIX has yielded a comparatively lower 5.53% annualized return.
OAKEX
- 1D
- 2.49%
- 1M
- -8.66%
- YTD
- -8.12%
- 6M
- -6.97%
- 1Y
- 9.88%
- 3Y*
- 9.01%
- 5Y*
- 4.30%
- 10Y*
- 7.23%
MECIX
- 1D
- 2.38%
- 1M
- -7.34%
- YTD
- -0.13%
- 6M
- -0.76%
- 1Y
- 16.60%
- 3Y*
- 5.87%
- 5Y*
- -0.07%
- 10Y*
- 5.53%
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OAKEX vs. MECIX - Expense Ratio Comparison
OAKEX has a 1.34% expense ratio, which is higher than MECIX's 0.99% expense ratio.
Return for Risk
OAKEX vs. MECIX — Risk / Return Rank
OAKEX
MECIX
OAKEX vs. MECIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oakmark International Small Cap Fund (OAKEX) and AMG GW&K International Small Cap Fund (MECIX). 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.
| OAKEX | MECIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 1.09 | -0.48 |
Sortino ratioReturn per unit of downside risk | 0.91 | 1.45 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.21 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.45 | 1.34 | -0.89 |
Martin ratioReturn relative to average drawdown | 1.55 | 4.79 | -3.24 |
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
| OAKEX | MECIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 1.09 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | -0.01 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.29 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.42 | 0.00 |
Correlation
The correlation between OAKEX and MECIX is 0.48, 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
OAKEX vs. MECIX - Dividend Comparison
OAKEX's dividend yield for the trailing twelve months is around 5.71%, while MECIX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OAKEX Oakmark International Small Cap Fund | 5.71% | 5.24% | 6.38% | 1.83% | 1.89% | 0.61% | 1.87% | 0.21% | 8.93% | 3.64% | 3.09% | 5.06% |
MECIX AMG GW&K International Small Cap Fund | 0.00% | 0.00% | 2.06% | 1.51% | 1.34% | 0.68% | 0.00% | 0.02% | 9.02% | 0.00% | 0.00% | 0.00% |
Drawdowns
OAKEX vs. MECIX - Drawdown Comparison
The maximum OAKEX drawdown since its inception was -70.12%, roughly equal to the maximum MECIX drawdown of -68.42%. Use the drawdown chart below to compare losses from any high point for OAKEX and MECIX.
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Drawdown Indicators
| OAKEX | MECIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.12% | -68.42% | -1.70% |
Max Drawdown (1Y)Largest decline over 1 year | -17.18% | -10.60% | -6.58% |
Max Drawdown (5Y)Largest decline over 5 years | -38.40% | -37.38% | -1.02% |
Max Drawdown (10Y)Largest decline over 10 years | -49.61% | -51.20% | +1.59% |
Current DrawdownCurrent decline from peak | -12.85% | -9.56% | -3.29% |
Average DrawdownAverage peak-to-trough decline | -13.53% | -14.27% | +0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.98% | 3.10% | +1.88% |
Volatility
OAKEX vs. MECIX - Volatility Comparison
Oakmark International Small Cap Fund (OAKEX) and AMG GW&K International Small Cap Fund (MECIX) have volatilities of 6.45% and 6.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OAKEX | MECIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.45% | 6.22% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 10.96% | 10.76% | +0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.66% | 15.34% | +1.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.61% | 14.75% | +2.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.60% | 19.30% | -0.70% |