OAKLX vs. IVV

In the year-to-date period, OAKLX achieves a 0.94% return, which is significantly higher than IVV's -0.20% return. Over the past 10 years, OAKLX has underperformed IVV with an annualized return of 7.13%, while IVV has yielded a comparatively higher 12.58% annualized return.

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OAKLX has a 0.98% expense ratio, which is higher than IVV's 0.03% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Oakmark Select Fund (OAKLX) and iShares Core S&P 500 ETF (IVV). 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 current OAKLX Sharpe Ratio is 0.54, which is comparable to the IVV Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of OAKLX and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

OAKLX's dividend yield for the trailing twelve months is around 0.30%, less than IVV's 1.32% yield.

The maximum OAKLX drawdown since its inception was -65.99%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for OAKLX and IVV. For additional features, visit the drawdowns tool.

Oakmark Select Fund (OAKLX) has a higher volatility of 5.14% compared to iShares Core S&P 500 ETF (IVV) at 4.78%. This indicates that OAKLX's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.