OAKGX vs. SSGLX
Compare and contrast key facts about Oakmark Global Fund (OAKGX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
OAKGX is managed by Oakmark. It was launched on Aug 3, 1999. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
OAKGX vs. SSGLX - Performance Comparison
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OAKGX vs. SSGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OAKGX Oakmark Global Fund | -5.09% | 21.19% | 2.53% | 17.36% | -16.86% | 30.47% | 9.00% | 29.66% | -19.02% | 27.05% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 3.16% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, OAKGX achieves a -5.09% return, which is significantly lower than SSGLX's 3.16% return. Over the past 10 years, OAKGX has outperformed SSGLX with an annualized return of 9.55%, while SSGLX has yielded a comparatively lower 8.99% 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%
SSGLX
- 1D
- 1.85%
- 1M
- -2.37%
- YTD
- 3.16%
- 6M
- 7.15%
- 1Y
- 29.06%
- 3Y*
- 15.84%
- 5Y*
- 7.45%
- 10Y*
- 8.99%
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OAKGX vs. SSGLX - Expense Ratio Comparison
OAKGX has a 1.11% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
OAKGX vs. SSGLX — Risk / Return Rank
OAKGX
SSGLX
OAKGX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oakmark Global Fund (OAKGX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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.
| OAKGX | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 1.87 | -1.29 |
Sortino ratioReturn per unit of downside risk | 0.93 | 2.51 | -1.58 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.39 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 0.80 | 2.64 | -1.84 |
Martin ratioReturn relative to average drawdown | 2.87 | 10.19 | -7.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OAKGX | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 1.87 | -1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.52 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.56 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.39 | +0.08 |
Correlation
The correlation between OAKGX and SSGLX is 0.81, 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. SSGLX - Dividend Comparison
OAKGX's dividend yield for the trailing twelve months is around 1.17%, less than SSGLX's 4.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.28% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
OAKGX vs. SSGLX - Drawdown Comparison
The maximum OAKGX drawdown since its inception was -60.43%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for OAKGX and SSGLX.
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Drawdown Indicators
| OAKGX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.43% | -35.88% | -24.55% |
Max Drawdown (1Y)Largest decline over 1 year | -11.58% | -11.22% | -0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -31.54% | -30.08% | -1.46% |
Max Drawdown (10Y)Largest decline over 10 years | -45.14% | -35.88% | -9.26% |
Current DrawdownCurrent decline from peak | -9.00% | -7.47% | -1.53% |
Average DrawdownAverage peak-to-trough decline | -9.41% | -8.32% | -1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 2.91% | +0.65% |
Volatility
OAKGX vs. SSGLX - Volatility Comparison
The current volatility for Oakmark Global Fund (OAKGX) is 4.99%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.24%. This indicates that OAKGX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OAKGX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.99% | 6.24% | -1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 9.88% | 10.32% | -0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.80% | 15.64% | +2.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.51% | 14.52% | +3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.66% | 16.15% | +4.51% |