OAKGX vs. VOOV
Compare and contrast key facts about Oakmark Global Fund (OAKGX) and Vanguard S&P 500 Value ETF (VOOV).
OAKGX is managed by Oakmark. It was launched on Aug 3, 1999. VOOV is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Value 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 VOOV.
Key characteristics
| OAKGX | VOOV | |
|---|---|---|
| YTD Return | 4.97% | 13.51% |
| 1Y Return | 9.34% | 24.08% |
| 3Y Return (Ann) | 4.84% | 11.98% |
| 5Y Return (Ann) | 9.61% | 12.78% |
| 10Y Return (Ann) | 7.00% | 10.30% |
| Sharpe Ratio | 0.64 | 2.16 |
| Daily Std Dev | 14.56% | 10.97% |
| Max Drawdown | -58.38% | -37.31% |
| Current Drawdown | -1.85% | -0.48% |
Correlation
The correlation between OAKGX and VOOV is 0.82, 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. VOOV - Performance Comparison
In the year-to-date period, OAKGX achieves a 4.97% return, which is significantly lower than VOOV's 13.51% return. Over the past 10 years, OAKGX has underperformed VOOV with an annualized return of 7.00%, while VOOV has yielded a comparatively higher 10.30% 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. VOOV - Expense Ratio Comparison
OAKGX has a 1.11% expense ratio, which is higher than VOOV's 0.10% expense ratio.
Risk-Adjusted Performance
OAKGX vs. VOOV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Oakmark Global Fund (OAKGX) and Vanguard S&P 500 Value ETF (VOOV). 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. VOOV - Dividend Comparison
OAKGX's dividend yield for the trailing twelve months is around 4.14%, more than VOOV's 1.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OAKGX Oakmark Global Fund | 4.14% | 4.35% | 0.75% | 17.98% | 0.16% | 3.71% | 14.96% | 7.60% | 1.21% | 2.97% | 7.25% | 4.35% |
VOOV Vanguard S&P 500 Value ETF | 1.78% | 1.69% | 2.19% | 1.87% | 2.45% | 2.10% | 2.65% | 2.13% | 2.24% | 2.36% | 1.98% | 1.97% |
Drawdowns
OAKGX vs. VOOV - Drawdown Comparison
The maximum OAKGX drawdown since its inception was -58.38%, which is greater than VOOV's maximum drawdown of -37.31%. Use the drawdown chart below to compare losses from any high point for OAKGX and VOOV. For additional features, visit the drawdowns tool.
Volatility
OAKGX vs. VOOV - Volatility Comparison
Oakmark Global Fund (OAKGX) has a higher volatility of 3.72% compared to Vanguard S&P 500 Value ETF (VOOV) at 2.70%. This indicates that OAKGX's price experiences larger fluctuations and is considered to be riskier than VOOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.