OAKEX vs. VB
Compare and contrast key facts about Oakmark International Small Cap Fund (OAKEX) and Vanguard Small-Cap ETF (VB).
OAKEX is managed by Oakmark. It was launched on Oct 31, 1995. VB is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OAKEX or VB.
Key characteristics
| OAKEX | VB | |
|---|---|---|
| YTD Return | 8.26% | 12.20% |
| 1Y Return | 18.87% | 25.16% |
| 3Y Return (Ann) | 3.01% | 4.39% |
| 5Y Return (Ann) | 8.60% | 10.34% |
| 10Y Return (Ann) | 5.90% | 9.40% |
| Sharpe Ratio | 1.32 | 1.33 |
| Daily Std Dev | 14.48% | 18.22% |
| Max Drawdown | -65.86% | -59.58% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between OAKEX and VB is 0.60, 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.
Performance
OAKEX vs. VB - Performance Comparison
In the year-to-date period, OAKEX achieves a 8.26% return, which is significantly lower than VB's 12.20% return. Over the past 10 years, OAKEX has underperformed VB with an annualized return of 5.90%, while VB has yielded a comparatively higher 9.40% annualized return. 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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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 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.
Dividends
OAKEX vs. VB - Dividend Comparison
OAKEX's dividend yield for the trailing twelve months is around 1.69%, more than VB's 1.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OAKEX Oakmark International Small Cap Fund | 1.69% | 1.83% | 1.89% | 0.61% | 1.87% | 0.21% | 9.39% | 3.81% | 3.31% | 5.23% | 7.95% | 3.29% |
VB Vanguard Small-Cap ETF | 1.40% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% | 1.31% |
Drawdowns
OAKEX vs. VB - Drawdown Comparison
The maximum OAKEX drawdown since its inception was -65.86%, which is greater than VB's maximum drawdown of -59.58%. Use the drawdown chart below to compare losses from any high point for OAKEX and VB. For additional features, visit the drawdowns tool.
Volatility
OAKEX vs. VB - Volatility Comparison
The current volatility for Oakmark International Small Cap Fund (OAKEX) is 3.99%, while Vanguard Small-Cap ETF (VB) has a volatility of 5.23%. This indicates that OAKEX experiences smaller price fluctuations and is considered to be less risky than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.