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OAKGX vs. OAKIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OAKGX vs. OAKIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oakmark Global Fund (OAKGX) and Oakmark International Fund (OAKIX). The values are adjusted to include any dividend payments, if applicable.

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OAKGX vs. OAKIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OAKGX
Oakmark Global Fund
-5.09%21.19%2.53%17.36%-16.86%30.47%9.00%29.66%-19.02%27.05%
OAKIX
Oakmark International Fund
-5.63%32.40%-4.60%18.86%-15.72%9.04%4.92%24.24%-23.41%29.73%

Returns By Period

In the year-to-date period, OAKGX achieves a -5.09% return, which is significantly higher than OAKIX's -5.63% return. Over the past 10 years, OAKGX has outperformed OAKIX with an annualized return of 9.55%, while OAKIX has yielded a comparatively lower 6.70% annualized return.


OAKGX

1D
0.54%
1M
-4.92%
YTD
-5.09%
6M
-1.50%
1Y
9.77%
3Y*
7.78%
5Y*
5.96%
10Y*
9.55%

OAKIX

1D
0.85%
1M
-4.31%
YTD
-5.63%
6M
-2.38%
1Y
15.52%
3Y*
7.54%
5Y*
3.38%
10Y*
6.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OAKGX vs. OAKIX - Expense Ratio Comparison

OAKGX has a 1.11% expense ratio, which is higher than OAKIX's 1.04% expense ratio.


Return for Risk

OAKGX vs. OAKIX — Risk / Return Rank

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

OAKGX
OAKGX Risk / Return Rank: 1717
Overall Rank
OAKGX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
OAKGX Sortino Ratio Rank: 1717
Sortino Ratio Rank
OAKGX Omega Ratio Rank: 1616
Omega Ratio Rank
OAKGX Calmar Ratio Rank: 1818
Calmar Ratio Rank
OAKGX Martin Ratio Rank: 1919
Martin Ratio Rank

OAKIX
OAKIX Risk / Return Rank: 3232
Overall Rank
OAKIX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
OAKIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
OAKIX Omega Ratio Rank: 3232
Omega Ratio Rank
OAKIX Calmar Ratio Rank: 2929
Calmar Ratio Rank
OAKIX Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OAKGX vs. OAKIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oakmark Global Fund (OAKGX) and Oakmark International Fund (OAKIX). 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.


OAKGXOAKIXDifference

Sharpe ratio

Return per unit of total volatility

0.58

0.90

-0.32

Sortino ratio

Return per unit of downside risk

0.93

1.34

-0.41

Omega ratio

Gain probability vs. loss probability

1.13

1.19

-0.06

Calmar ratio

Return relative to maximum drawdown

0.80

1.10

-0.30

Martin ratio

Return relative to average drawdown

2.87

4.11

-1.24

OAKGX vs. OAKIX - Sharpe Ratio Comparison

The current OAKGX Sharpe Ratio is 0.58, which is lower than the OAKIX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of OAKGX and OAKIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OAKGXOAKIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

0.90

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.18

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.31

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.41

+0.06

Correlation

The correlation between OAKGX and OAKIX is 0.88, 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

OAKGX vs. OAKIX - Dividend Comparison

OAKGX's dividend yield for the trailing twelve months is around 1.17%, less than OAKIX's 1.95% yield.


TTM20252024202320222021202020192018201720162015
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%
OAKIX
Oakmark International Fund
1.95%1.84%2.46%1.85%2.97%1.23%0.33%1.81%7.15%3.04%1.48%5.06%

Drawdowns

OAKGX vs. OAKIX - Drawdown Comparison

The maximum OAKGX drawdown since its inception was -60.43%, smaller than the maximum OAKIX drawdown of -65.18%. Use the drawdown chart below to compare losses from any high point for OAKGX and OAKIX.


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Drawdown Indicators


OAKGXOAKIXDifference

Max Drawdown

Largest peak-to-trough decline

-60.43%

-65.18%

+4.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.58%

-14.35%

+2.77%

Max Drawdown (5Y)

Largest decline over 5 years

-31.54%

-38.00%

+6.46%

Max Drawdown (10Y)

Largest decline over 10 years

-45.14%

-53.05%

+7.91%

Current Drawdown

Current decline from peak

-9.00%

-10.89%

+1.89%

Average Drawdown

Average peak-to-trough decline

-9.41%

-11.74%

+2.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

3.85%

-0.29%

Volatility

OAKGX vs. OAKIX - Volatility Comparison

The current volatility for Oakmark Global Fund (OAKGX) is 4.99%, while Oakmark International Fund (OAKIX) has a volatility of 5.73%. This indicates that OAKGX experiences smaller price fluctuations and is considered to be less risky than OAKIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OAKGXOAKIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

5.73%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

9.88%

10.49%

-0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

17.80%

17.57%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.51%

19.07%

-0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.66%

21.34%

-0.68%