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OAKLX vs. INDEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OAKLX and INDEX is 0.88, 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.


-0.50.00.51.00.9

Performance

OAKLX vs. INDEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oakmark Select Fund (OAKLX) and Index Funds S&P 500 Equal Weight (INDEX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
8.41%
4.71%
OAKLX
INDEX

Key characteristics

Sharpe Ratio

OAKLX:

1.18

INDEX:

1.26

Sortino Ratio

OAKLX:

1.73

INDEX:

1.74

Omega Ratio

OAKLX:

1.22

INDEX:

1.23

Calmar Ratio

OAKLX:

2.03

INDEX:

1.93

Martin Ratio

OAKLX:

4.70

INDEX:

7.53

Ulcer Index

OAKLX:

3.52%

INDEX:

2.15%

Daily Std Dev

OAKLX:

14.01%

INDEX:

12.84%

Max Drawdown

OAKLX:

-65.99%

INDEX:

-38.82%

Current Drawdown

OAKLX:

-3.72%

INDEX:

-4.57%

Returns By Period

In the year-to-date period, OAKLX achieves a 2.03% return, which is significantly higher than INDEX's -0.20% return.


OAKLX

YTD

2.03%

1M

-2.89%

6M

8.41%

1Y

16.06%

5Y*

16.29%

10Y*

7.41%

INDEX

YTD

-0.20%

1M

-3.32%

6M

4.71%

1Y

16.17%

5Y*

13.89%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Oakmark Select Fund

Index Funds S&P 500 Equal Weight

OAKLX vs. INDEX - Expense Ratio Comparison

OAKLX has a 0.98% expense ratio, which is higher than INDEX's 0.25% expense ratio.


Expense ratio chart for OAKLX: current value at 0.98% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.98%
Expense ratio chart for INDEX: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

OAKLX vs. INDEX — Risk-Adjusted Performance Rank

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

OAKLX
The Risk-Adjusted Performance Rank of OAKLX is 7272
Overall Rank
The Sharpe Ratio Rank of OAKLX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of OAKLX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of OAKLX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of OAKLX is 8787
Calmar Ratio Rank
The Martin Ratio Rank of OAKLX is 6767
Martin Ratio Rank

INDEX
The Risk-Adjusted Performance Rank of INDEX is 7777
Overall Rank
The Sharpe Ratio Rank of INDEX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of INDEX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of INDEX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of INDEX is 8686
Calmar Ratio Rank
The Martin Ratio Rank of INDEX is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

OAKLX vs. INDEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Oakmark Select Fund (OAKLX) and Index Funds S&P 500 Equal Weight (INDEX). 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.


The chart of Sharpe ratio for OAKLX, currently valued at 1.18, compared to the broader market-1.000.001.002.003.004.001.181.26
The chart of Sortino ratio for OAKLX, currently valued at 1.73, compared to the broader market0.002.004.006.008.0010.0012.001.731.74
The chart of Omega ratio for OAKLX, currently valued at 1.22, compared to the broader market1.002.003.004.001.221.23
The chart of Calmar ratio for OAKLX, currently valued at 2.03, compared to the broader market0.005.0010.0015.002.031.93
The chart of Martin ratio for OAKLX, currently valued at 4.70, compared to the broader market0.0020.0040.0060.0080.004.707.53
OAKLX
INDEX

The current OAKLX Sharpe Ratio is 1.18, which is comparable to the INDEX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of OAKLX and INDEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.18
1.26
OAKLX
INDEX

Dividends

OAKLX vs. INDEX - Dividend Comparison

OAKLX's dividend yield for the trailing twelve months is around 0.30%, less than INDEX's 1.34% yield.


TTM2024202320222021202020192018201720162015
OAKLX
Oakmark Select Fund
0.30%0.31%0.51%0.31%0.04%0.00%0.67%0.18%0.28%0.94%0.30%
INDEX
Index Funds S&P 500 Equal Weight
1.34%1.34%1.56%1.21%1.09%1.53%1.61%1.82%1.15%1.15%1.19%

Drawdowns

OAKLX vs. INDEX - Drawdown Comparison

The maximum OAKLX drawdown since its inception was -65.99%, which is greater than INDEX's maximum drawdown of -38.82%. Use the drawdown chart below to compare losses from any high point for OAKLX and INDEX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.72%
-4.57%
OAKLX
INDEX

Volatility

OAKLX vs. INDEX - Volatility Comparison

Oakmark Select Fund (OAKLX) and Index Funds S&P 500 Equal Weight (INDEX) have volatilities of 3.15% and 3.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.15%
3.30%
OAKLX
INDEX

User Portfolios with OAKLX or INDEX


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Recent discussions

Start and end date for portfolio performance & analysis

Hi All

This is an amazing tool! The only feature that I can't see is the option to add a start and end date (month or year) for portfolio calculations (for example: from December 2024 to January 2025). Is that something I'm missing?

Thanks,

John

John Harrison

February 14, 25 Posted in general
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Basis of calculations: historical or modelled?

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I am new to Portfolioslab. I cannot find any statement describing whether returns and heat maps of users' and lazy's portfolios are based on actual historical data, or are simply modelled on the basis of current portfolio composition.

I would greatly appreciate a clarification.

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