OAKGX vs. VHGEX
Compare and contrast key facts about Oakmark Global Fund (OAKGX) and Vanguard Global Equity Fund (VHGEX).
OAKGX is managed by Oakmark. It was launched on Aug 3, 1999. VHGEX is managed by Vanguard. It was launched on Aug 14, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OAKGX or VHGEX.
Key characteristics
| OAKGX | VHGEX | |
|---|---|---|
| YTD Return | 6.68% | 15.07% |
| 1Y Return | 11.50% | 26.18% |
| 3Y Return (Ann) | 6.32% | 3.72% |
| 5Y Return (Ann) | 9.96% | 10.59% |
| 10Y Return (Ann) | 7.27% | 9.14% |
| Sharpe Ratio | 0.76 | 1.74 |
| Daily Std Dev | 14.64% | 14.46% |
| Max Drawdown | -58.38% | -64.62% |
| Current Drawdown | -0.25% | 0.00% |
Correlation
The correlation between OAKGX and VHGEX is 0.86, 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.
Performance
OAKGX vs. VHGEX - Performance Comparison
In the year-to-date period, OAKGX achieves a 6.68% return, which is significantly lower than VHGEX's 15.07% return. Over the past 10 years, OAKGX has underperformed VHGEX with an annualized return of 7.27%, while VHGEX has yielded a comparatively higher 9.14% 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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OAKGX vs. VHGEX - Expense Ratio Comparison
OAKGX has a 1.11% expense ratio, which is higher than VHGEX's 0.45% expense ratio.
Risk-Adjusted Performance
OAKGX vs. VHGEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Oakmark Global Fund (OAKGX) and Vanguard Global Equity Fund (VHGEX). 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
OAKGX vs. VHGEX - Dividend Comparison
OAKGX's dividend yield for the trailing twelve months is around 4.07%, more than VHGEX's 1.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OAKGX Oakmark Global Fund | 4.07% | 4.35% | 0.75% | 17.98% | 0.16% | 3.71% | 14.96% | 7.60% | 1.21% | 2.97% | 7.25% | 4.35% |
VHGEX Vanguard Global Equity Fund | 1.00% | 1.15% | 11.32% | 10.90% | 2.88% | 6.20% | 8.45% | 1.29% | 1.51% | 1.71% | 1.56% | 1.53% |
Drawdowns
OAKGX vs. VHGEX - Drawdown Comparison
The maximum OAKGX drawdown since its inception was -58.38%, smaller than the maximum VHGEX drawdown of -64.62%. Use the drawdown chart below to compare losses from any high point for OAKGX and VHGEX. For additional features, visit the drawdowns tool.
Volatility
OAKGX vs. VHGEX - Volatility Comparison
The current volatility for Oakmark Global Fund (OAKGX) is 4.02%, while Vanguard Global Equity Fund (VHGEX) has a volatility of 4.80%. This indicates that OAKGX experiences smaller price fluctuations and is considered to be less risky than VHGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.