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OAKEX vs. VB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OAKEX and VB is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

OAKEX vs. VB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oakmark International Small Cap Fund (OAKEX) and Vanguard Small-Cap ETF (VB). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

OAKEX:

10.72%

VB:

16.21%

Max Drawdown

OAKEX:

-0.53%

VB:

-0.76%

Current Drawdown

OAKEX:

0.00%

VB:

-0.10%

Returns By Period


OAKEX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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OAKEX vs. VB - Expense Ratio Comparison

OAKEX has a 1.34% expense ratio, which is higher than VB's 0.05% expense ratio.


Risk-Adjusted Performance

OAKEX vs. VB — Risk-Adjusted Performance Rank

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

OAKEX
The Risk-Adjusted Performance Rank of OAKEX is 5252
Overall Rank
The Sharpe Ratio Rank of OAKEX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of OAKEX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of OAKEX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of OAKEX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of OAKEX is 4444
Martin Ratio Rank

VB
The Risk-Adjusted Performance Rank of VB is 2525
Overall Rank
The Sharpe Ratio Rank of VB is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of VB is 2626
Sortino Ratio Rank
The Omega Ratio Rank of VB is 2525
Omega Ratio Rank
The Calmar Ratio Rank of VB is 2525
Calmar Ratio Rank
The Martin Ratio Rank of VB is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

OAKEX vs. VB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Oakmark International Small Cap Fund (OAKEX) and Vanguard Small-Cap ETF (VB). 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.



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Dividends

OAKEX vs. VB - Dividend Comparison

OAKEX's dividend yield for the trailing twelve months is around 1.86%, more than VB's 1.51% yield.


TTM20242023202220212020201920182017201620152014
OAKEX
Oakmark International Small Cap Fund
1.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VB
Vanguard Small-Cap ETF
1.51%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

OAKEX vs. VB - Drawdown Comparison

The maximum OAKEX drawdown since its inception was -0.53%, smaller than the maximum VB drawdown of -0.76%. Use the drawdown chart below to compare losses from any high point for OAKEX and VB. For additional features, visit the drawdowns tool.


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Volatility

OAKEX vs. VB - Volatility Comparison


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