OAKEX vs. OAKGX
Compare and contrast key facts about Oakmark International Small Cap Fund (OAKEX) and Oakmark Global Fund (OAKGX).
OAKEX is managed by Oakmark. It was launched on Oct 31, 1995. OAKGX is managed by Oakmark. It was launched on Aug 3, 1999.
Performance
OAKEX vs. OAKGX - Performance Comparison
Loading graphics...
OAKEX vs. OAKGX - 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% |
OAKGX Oakmark Global Fund | -5.60% | 21.19% | 2.53% | 17.36% | -16.86% | 30.47% | 9.00% | 29.66% | -19.02% | 27.05% |
Returns By Period
In the year-to-date period, OAKEX achieves a -8.12% return, which is significantly lower than OAKGX's -5.60% return. Over the past 10 years, OAKEX has underperformed OAKGX with an annualized return of 7.23%, while OAKGX has yielded a comparatively higher 9.49% 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%
OAKGX
- 1D
- 2.36%
- 1M
- -7.40%
- YTD
- -5.60%
- 6M
- -1.64%
- 1Y
- 9.66%
- 3Y*
- 7.59%
- 5Y*
- 5.85%
- 10Y*
- 9.49%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
OAKEX vs. OAKGX - Expense Ratio Comparison
OAKEX has a 1.34% expense ratio, which is higher than OAKGX's 1.11% expense ratio.
Return for Risk
OAKEX vs. OAKGX — Risk / Return Rank
OAKEX
OAKGX
OAKEX vs. OAKGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oakmark International Small Cap Fund (OAKEX) 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.
| OAKEX | OAKGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 0.54 | +0.06 |
Sortino ratioReturn per unit of downside risk | 0.91 | 0.88 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.12 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.45 | 0.72 | -0.27 |
Martin ratioReturn relative to average drawdown | 1.55 | 2.62 | -1.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| OAKEX | OAKGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 0.54 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.32 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.46 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.47 | -0.05 |
Correlation
The correlation between OAKEX and OAKGX is 0.77, 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
OAKEX vs. OAKGX - Dividend Comparison
OAKEX's dividend yield for the trailing twelve months is around 5.71%, more than OAKGX's 1.17% yield.
| 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% |
OAKGX Oakmark Global Fund | 1.17% | 1.11% | 1.19% | 4.35% | 0.75% | 17.98% | 0.16% | 3.71% | 14.80% | 7.50% | 1.07% | 2.87% |
Drawdowns
OAKEX vs. OAKGX - Drawdown Comparison
The maximum OAKEX drawdown since its inception was -70.12%, which is greater than OAKGX's maximum drawdown of -60.43%. Use the drawdown chart below to compare losses from any high point for OAKEX and OAKGX.
Loading graphics...
Drawdown Indicators
| OAKEX | OAKGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.12% | -60.43% | -9.69% |
Max Drawdown (1Y)Largest decline over 1 year | -17.18% | -12.76% | -4.42% |
Max Drawdown (5Y)Largest decline over 5 years | -38.40% | -31.54% | -6.86% |
Max Drawdown (10Y)Largest decline over 10 years | -49.61% | -45.14% | -4.47% |
Current DrawdownCurrent decline from peak | -12.85% | -9.49% | -3.36% |
Average DrawdownAverage peak-to-trough decline | -13.53% | -9.41% | -4.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.98% | 3.51% | +1.47% |
Volatility
OAKEX vs. OAKGX - Volatility Comparison
Oakmark International Small Cap Fund (OAKEX) has a higher volatility of 6.45% compared to Oakmark Global Fund (OAKGX) at 5.25%. This indicates that OAKEX'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.
Loading graphics...
Volatility by Period
| OAKEX | OAKGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.45% | 5.25% | +1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 10.96% | 9.86% | +1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.66% | 17.80% | -1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.61% | 18.51% | -0.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.60% | 20.67% | -2.07% |