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OAKGX vs. IHF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OAKGX and IHF is 0.66, 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

OAKGX vs. IHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oakmark Global Fund (OAKGX) and iShares U.S. Healthcare Providers ETF (IHF). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%December2025FebruaryMarchAprilMay
62.44%
481.81%
OAKGX
IHF

Key characteristics

Sharpe Ratio

OAKGX:

0.22

IHF:

-0.18

Sortino Ratio

OAKGX:

0.48

IHF:

-0.07

Omega Ratio

OAKGX:

1.07

IHF:

0.99

Calmar Ratio

OAKGX:

0.22

IHF:

-0.16

Martin Ratio

OAKGX:

1.05

IHF:

-0.33

Ulcer Index

OAKGX:

4.23%

IHF:

9.06%

Daily Std Dev

OAKGX:

17.58%

IHF:

19.83%

Max Drawdown

OAKGX:

-63.18%

IHF:

-58.82%

Current Drawdown

OAKGX:

-9.25%

IHF:

-14.09%

Returns By Period

The year-to-date returns for both investments are quite close, with OAKGX having a 4.48% return and IHF slightly higher at 4.49%. Over the past 10 years, OAKGX has underperformed IHF with an annualized return of 2.24%, while IHF has yielded a comparatively higher 7.74% annualized return.


OAKGX

YTD

4.48%

1M

14.29%

6M

-1.12%

1Y

3.86%

5Y*

10.90%

10Y*

2.24%

IHF

YTD

4.49%

1M

-3.97%

6M

-8.13%

1Y

-3.46%

5Y*

6.56%

10Y*

7.74%

*Annualized

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OAKGX vs. IHF - Expense Ratio Comparison

OAKGX has a 1.11% expense ratio, which is higher than IHF's 0.43% expense ratio.


Risk-Adjusted Performance

OAKGX vs. IHF — Risk-Adjusted Performance Rank

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

OAKGX
The Risk-Adjusted Performance Rank of OAKGX is 3838
Overall Rank
The Sharpe Ratio Rank of OAKGX is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of OAKGX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of OAKGX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of OAKGX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of OAKGX is 4242
Martin Ratio Rank

IHF
The Risk-Adjusted Performance Rank of IHF is 1313
Overall Rank
The Sharpe Ratio Rank of IHF is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of IHF is 1414
Sortino Ratio Rank
The Omega Ratio Rank of IHF is 1414
Omega Ratio Rank
The Calmar Ratio Rank of IHF is 1212
Calmar Ratio Rank
The Martin Ratio Rank of IHF is 1414
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.

OAKGX vs. IHF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Oakmark Global Fund (OAKGX) and iShares U.S. Healthcare Providers ETF (IHF). 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.


The current OAKGX Sharpe Ratio is 0.22, which is higher than the IHF Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of OAKGX and IHF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00December2025FebruaryMarchAprilMay
0.22
-0.18
OAKGX
IHF

Dividends

OAKGX vs. IHF - Dividend Comparison

OAKGX's dividend yield for the trailing twelve months is around 1.14%, more than IHF's 0.83% yield.


TTM20242023202220212020201920182017201620152014
OAKGX
Oakmark Global Fund
1.14%1.19%1.65%0.75%0.97%0.16%1.38%1.24%0.92%1.07%1.14%1.21%
IHF
iShares U.S. Healthcare Providers ETF
0.83%0.86%1.18%1.27%0.56%0.53%0.58%4.01%0.19%0.25%0.20%0.18%

Drawdowns

OAKGX vs. IHF - Drawdown Comparison

The maximum OAKGX drawdown since its inception was -63.18%, which is greater than IHF's maximum drawdown of -58.82%. Use the drawdown chart below to compare losses from any high point for OAKGX and IHF. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%December2025FebruaryMarchAprilMay
-9.25%
-14.09%
OAKGX
IHF

Volatility

OAKGX vs. IHF - Volatility Comparison

The current volatility for Oakmark Global Fund (OAKGX) is 9.03%, while iShares U.S. Healthcare Providers ETF (IHF) has a volatility of 10.25%. This indicates that OAKGX experiences smaller price fluctuations and is considered to be less risky than IHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
9.03%
10.25%
OAKGX
IHF