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OAKLX vs. AAUTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OAKLX vs. AAUTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oakmark Select Fund (OAKLX) and Thrivent Large Cap Value Fund (AAUTX). The values are adjusted to include any dividend payments, if applicable.

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OAKLX vs. AAUTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OAKLX
Oakmark Select Fund
-7.99%14.26%14.15%43.02%-22.51%34.62%10.76%27.70%-24.90%15.69%
AAUTX
Thrivent Large Cap Value Fund
2.50%19.31%21.28%12.63%-4.89%31.65%4.31%23.66%-8.82%12.59%

Returns By Period

In the year-to-date period, OAKLX achieves a -7.99% return, which is significantly lower than AAUTX's 2.50% return. Over the past 10 years, OAKLX has underperformed AAUTX with an annualized return of 10.32%, while AAUTX has yielded a comparatively higher 12.04% annualized return.


OAKLX

1D
1.55%
1M
-4.48%
YTD
-7.99%
6M
-0.69%
1Y
6.27%
3Y*
15.67%
5Y*
8.74%
10Y*
10.32%

AAUTX

1D
1.87%
1M
-4.68%
YTD
2.50%
6M
7.42%
1Y
20.15%
3Y*
18.59%
5Y*
12.77%
10Y*
12.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OAKLX vs. AAUTX - Expense Ratio Comparison

OAKLX has a 0.98% expense ratio, which is higher than AAUTX's 0.86% expense ratio.


Return for Risk

OAKLX vs. AAUTX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OAKLX
OAKLX Risk / Return Rank: 1313
Overall Rank
OAKLX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
OAKLX Sortino Ratio Rank: 1212
Sortino Ratio Rank
OAKLX Omega Ratio Rank: 1212
Omega Ratio Rank
OAKLX Calmar Ratio Rank: 1616
Calmar Ratio Rank
OAKLX Martin Ratio Rank: 1515
Martin Ratio Rank

AAUTX
AAUTX Risk / Return Rank: 7070
Overall Rank
AAUTX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
AAUTX Sortino Ratio Rank: 6767
Sortino Ratio Rank
AAUTX Omega Ratio Rank: 6868
Omega Ratio Rank
AAUTX Calmar Ratio Rank: 7171
Calmar Ratio Rank
AAUTX Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OAKLX vs. AAUTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oakmark Select Fund (OAKLX) and Thrivent Large Cap Value Fund (AAUTX). 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.


OAKLXAAUTXDifference

Sharpe ratio

Return per unit of total volatility

0.31

1.26

-0.95

Sortino ratio

Return per unit of downside risk

0.59

1.79

-1.20

Omega ratio

Gain probability vs. loss probability

1.08

1.27

-0.19

Calmar ratio

Return relative to maximum drawdown

0.52

1.80

-1.28

Martin ratio

Return relative to average drawdown

1.55

8.16

-6.61

OAKLX vs. AAUTX - Sharpe Ratio Comparison

The current OAKLX Sharpe Ratio is 0.31, which is lower than the AAUTX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of OAKLX and AAUTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OAKLXAAUTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

1.26

-0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.81

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.68

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.43

+0.14

Correlation

The correlation between OAKLX and AAUTX 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.


Dividends

OAKLX vs. AAUTX - Dividend Comparison

OAKLX's dividend yield for the trailing twelve months is around 0.42%, less than AAUTX's 5.15% yield.


TTM20252024202320222021202020192018201720162015
OAKLX
Oakmark Select Fund
0.42%0.39%0.31%0.51%0.62%0.70%0.00%0.67%5.04%4.20%4.88%0.30%
AAUTX
Thrivent Large Cap Value Fund
5.15%5.28%16.25%3.22%6.12%7.62%6.33%1.52%7.44%1.08%1.18%0.00%

Drawdowns

OAKLX vs. AAUTX - Drawdown Comparison

The maximum OAKLX drawdown since its inception was -61.15%, which is greater than AAUTX's maximum drawdown of -54.34%. Use the drawdown chart below to compare losses from any high point for OAKLX and AAUTX.


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Drawdown Indicators


OAKLXAAUTXDifference

Max Drawdown

Largest peak-to-trough decline

-61.15%

-54.34%

-6.81%

Max Drawdown (1Y)

Largest decline over 1 year

-13.72%

-11.71%

-2.01%

Max Drawdown (5Y)

Largest decline over 5 years

-27.87%

-18.71%

-9.16%

Max Drawdown (10Y)

Largest decline over 10 years

-48.42%

-38.88%

-9.54%

Current Drawdown

Current decline from peak

-10.32%

-4.70%

-5.62%

Average Drawdown

Average peak-to-trough decline

-9.00%

-8.03%

-0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

2.58%

+2.00%

Volatility

OAKLX vs. AAUTX - Volatility Comparison

Oakmark Select Fund (OAKLX) has a higher volatility of 4.77% compared to Thrivent Large Cap Value Fund (AAUTX) at 4.21%. This indicates that OAKLX's price experiences larger fluctuations and is considered to be riskier than AAUTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OAKLXAAUTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

4.21%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

11.20%

8.59%

+2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

20.32%

15.90%

+4.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.59%

15.91%

+3.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.58%

17.82%

+3.76%