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

Correlation

The correlation between OAKLX and OAKMX is 0.92, 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. OAKMX - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
15.26%
8.32%
OAKLX
OAKMX

Key characteristics

Sharpe Ratio

OAKLX:

1.04

OAKMX:

1.21

Sortino Ratio

OAKLX:

1.55

OAKMX:

1.76

Omega Ratio

OAKLX:

1.19

OAKMX:

1.22

Calmar Ratio

OAKLX:

1.86

OAKMX:

1.91

Martin Ratio

OAKLX:

4.43

OAKMX:

5.70

Ulcer Index

OAKLX:

3.43%

OAKMX:

2.72%

Daily Std Dev

OAKLX:

14.56%

OAKMX:

12.86%

Max Drawdown

OAKLX:

-65.99%

OAKMX:

-56.19%

Current Drawdown

OAKLX:

-5.14%

OAKMX:

-6.69%

Returns By Period

The year-to-date returns for both investments are quite close, with OAKLX having a 14.34% return and OAKMX slightly higher at 14.89%. Over the past 10 years, OAKLX has underperformed OAKMX with an annualized return of 7.25%, while OAKMX has yielded a comparatively higher 11.61% annualized return.


OAKLX

YTD

14.34%

1M

-4.29%

6M

15.26%

1Y

14.95%

5Y*

13.38%

10Y*

7.25%

OAKMX

YTD

14.89%

1M

-5.71%

6M

8.32%

1Y

15.27%

5Y*

14.72%

10Y*

11.61%

Compare stocks, funds, or ETFs

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


OAKLX vs. OAKMX - Expense Ratio Comparison

OAKLX has a 0.98% expense ratio, which is higher than OAKMX's 0.91% expense ratio.


OAKLX
Oakmark Select Fund
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 OAKMX: current value at 0.91% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.91%

Risk-Adjusted Performance

OAKLX vs. OAKMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Oakmark Select Fund (OAKLX) and Oakmark Fund Investor Class (OAKMX). 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.


Sharpe ratio
The chart of Sharpe ratio for OAKLX, currently valued at 1.04, compared to the broader market-1.000.001.002.003.004.001.041.21
The chart of Sortino ratio for OAKLX, currently valued at 1.55, compared to the broader market-2.000.002.004.006.008.0010.001.551.76
The chart of Omega ratio for OAKLX, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.003.501.191.22
The chart of Calmar ratio for OAKLX, currently valued at 1.86, compared to the broader market0.002.004.006.008.0010.0012.0014.001.861.91
The chart of Martin ratio for OAKLX, currently valued at 4.43, compared to the broader market0.0020.0040.0060.004.435.70
OAKLX
OAKMX

The current OAKLX Sharpe Ratio is 1.04, which is comparable to the OAKMX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of OAKLX and OAKMX, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.04
1.21
OAKLX
OAKMX

Dividends

OAKLX vs. OAKMX - Dividend Comparison

Neither OAKLX nor OAKMX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
OAKLX
Oakmark Select Fund
0.00%0.51%0.31%0.04%0.00%0.67%0.18%0.28%0.94%0.30%0.00%0.10%
OAKMX
Oakmark Fund Investor Class
0.00%1.02%0.92%0.52%0.17%0.81%0.73%0.47%1.06%0.95%0.64%0.50%

Drawdowns

OAKLX vs. OAKMX - Drawdown Comparison

The maximum OAKLX drawdown since its inception was -65.99%, which is greater than OAKMX's maximum drawdown of -56.19%. Use the drawdown chart below to compare losses from any high point for OAKLX and OAKMX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.14%
-6.69%
OAKLX
OAKMX

Volatility

OAKLX vs. OAKMX - Volatility Comparison

Oakmark Select Fund (OAKLX) has a higher volatility of 4.67% compared to Oakmark Fund Investor Class (OAKMX) at 3.85%. This indicates that OAKLX's price experiences larger fluctuations and is considered to be riskier than OAKMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.67%
3.85%
OAKLX
OAKMX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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