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.
Performance
OAKGX vs. VOOV - Performance Comparison
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OAKGX vs. VOOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OAKGX Oakmark Global Fund | -5.60% | 21.19% | 2.53% | 17.36% | -16.86% | 30.47% | 9.00% | 29.66% | -19.02% | 27.05% |
VOOV Vanguard S&P 500 Value ETF | 0.14% | 13.10% | 12.21% | 22.15% | -5.37% | 24.87% | 1.23% | 31.75% | -9.09% | 15.26% |
Returns By Period
In the year-to-date period, OAKGX achieves a -5.60% return, which is significantly lower than VOOV's 0.14% return. Over the past 10 years, OAKGX has underperformed VOOV with an annualized return of 9.49%, while VOOV has yielded a comparatively higher 11.36% annualized return.
OAKGX
- 1D
- 2.36%
- 1M
- -7.40%
- YTD
- -5.60%
- 6M
- -1.64%
- 1Y
- 9.66%
- 3Y*
- 7.59%
- 5Y*
- 5.85%
- 10Y*
- 9.49%
VOOV
- 1D
- 0.20%
- 1M
- -4.34%
- YTD
- 0.14%
- 6M
- 3.03%
- 1Y
- 13.11%
- 3Y*
- 13.86%
- 5Y*
- 10.44%
- 10Y*
- 11.36%
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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.
Return for Risk
OAKGX vs. VOOV — Risk / Return Rank
OAKGX
VOOV
OAKGX vs. VOOV - Risk-Adjusted Trends 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.
| OAKGX | VOOV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 0.84 | -0.30 |
Sortino ratioReturn per unit of downside risk | 0.88 | 1.27 | -0.39 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.19 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.72 | 1.08 | -0.36 |
Martin ratioReturn relative to average drawdown | 2.62 | 5.03 | -2.40 |
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 | VOOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 0.84 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.72 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.67 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.72 | -0.25 |
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.
Dividends
OAKGX vs. VOOV - Dividend Comparison
OAKGX's dividend yield for the trailing twelve months is around 1.17%, less than VOOV's 1.80% 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% |
VOOV Vanguard S&P 500 Value ETF | 1.80% | 1.76% | 2.10% | 1.69% | 2.19% | 1.87% | 2.45% | 2.10% | 2.65% | 2.13% | 2.24% | 2.36% |
Drawdowns
OAKGX vs. VOOV - Drawdown Comparison
The maximum OAKGX drawdown since its inception was -60.43%, 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.
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Drawdown Indicators
| OAKGX | VOOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.43% | -37.31% | -23.12% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -11.99% | -0.77% |
Max Drawdown (5Y)Largest decline over 5 years | -31.54% | -18.10% | -13.44% |
Max Drawdown (10Y)Largest decline over 10 years | -45.14% | -37.31% | -7.83% |
Current DrawdownCurrent decline from peak | -9.49% | -4.48% | -5.01% |
Average DrawdownAverage peak-to-trough decline | -9.41% | -3.88% | -5.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 2.57% | +0.94% |
Volatility
OAKGX vs. VOOV - Volatility Comparison
Oakmark Global Fund (OAKGX) has a higher volatility of 5.25% compared to Vanguard S&P 500 Value ETF (VOOV) at 3.82%. 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.
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Volatility by Period
| OAKGX | VOOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.25% | 3.82% | +1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 7.77% | +2.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.80% | 15.59% | +2.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.51% | 14.50% | +4.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.67% | 16.96% | +3.71% |