Correlation
The correlation between OAKGX and VOO is 0.80, 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.
OAKGX vs. VOO
Compare and contrast key facts about Oakmark Global Fund (OAKGX) and Vanguard S&P 500 ETF (VOO).
OAKGX is managed by Oakmark. It was launched on Aug 3, 1999. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OAKGX or VOO.
Performance
OAKGX vs. VOO - Performance Comparison
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Key characteristics
OAKGX:
0.45
VOO:
0.74
OAKGX:
0.60
VOO:
1.04
OAKGX:
1.08
VOO:
1.15
OAKGX:
0.29
VOO:
0.68
OAKGX:
1.51
VOO:
2.58
OAKGX:
3.96%
VOO:
4.93%
OAKGX:
17.85%
VOO:
19.54%
OAKGX:
-63.18%
VOO:
-33.99%
OAKGX:
-6.88%
VOO:
-3.55%
Returns By Period
In the year-to-date period, OAKGX achieves a 7.21% return, which is significantly higher than VOO's 0.90% return. Over the past 10 years, OAKGX has underperformed VOO with an annualized return of 2.52%, while VOO has yielded a comparatively higher 12.81% annualized return.
OAKGX
7.21%
4.61%
3.70%
8.04%
5.33%
10.20%
2.52%
VOO
0.90%
6.28%
-1.46%
14.27%
14.31%
15.89%
12.81%
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OAKGX vs. VOO - Expense Ratio Comparison
OAKGX has a 1.11% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
OAKGX vs. VOO — Risk-Adjusted Performance Rank
OAKGX
VOO
OAKGX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Oakmark Global Fund (OAKGX) and Vanguard S&P 500 ETF (VOO). 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.
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Dividends
OAKGX vs. VOO - Dividend Comparison
OAKGX's dividend yield for the trailing twelve months is around 1.11%, less than VOO's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OAKGX Oakmark Global Fund | 1.11% | 1.19% | 4.35% | 0.75% | 9.25% | 0.16% | 3.71% | 14.80% | 7.50% | 1.07% | 2.87% | 7.18% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
OAKGX vs. VOO - Drawdown Comparison
The maximum OAKGX drawdown since its inception was -63.18%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for OAKGX and VOO.
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Volatility
OAKGX vs. VOO - Volatility Comparison
The current volatility for Oakmark Global Fund (OAKGX) is 4.27%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.84%. This indicates that OAKGX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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