OAKLX vs. OFVIX
Compare and contrast key facts about Oakmark Select Fund (OAKLX) and O'Shaughnessy Market Leaders Value Fund (OFVIX).
OAKLX is managed by Oakmark. It was launched on Nov 1, 1996. OFVIX is managed by O'Shaughnessy Mutual Funds. It was launched on Feb 26, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OAKLX or OFVIX.
Key characteristics
| OAKLX | OFVIX | |
|---|---|---|
| YTD Return | 16.72% | 29.38% |
| 1Y Return | 36.30% | 45.95% |
| 3Y Return (Ann) | 7.99% | 13.08% |
| 5Y Return (Ann) | 14.55% | 14.14% |
| Sharpe Ratio | 2.29 | 3.40 |
| Sortino Ratio | 3.30 | 4.75 |
| Omega Ratio | 1.41 | 1.65 |
| Calmar Ratio | 4.06 | 6.50 |
| Martin Ratio | 10.39 | 22.56 |
| Ulcer Index | 3.32% | 1.99% |
| Daily Std Dev | 15.07% | 13.22% |
| Max Drawdown | -65.99% | -41.88% |
| Current Drawdown | -0.77% | 0.00% |
Correlation
The correlation between OAKLX and OFVIX 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.
Performance
OAKLX vs. OFVIX - Performance Comparison
In the year-to-date period, OAKLX achieves a 16.72% return, which is significantly lower than OFVIX's 29.38% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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OAKLX vs. OFVIX - Expense Ratio Comparison
OAKLX has a 0.98% expense ratio, which is higher than OFVIX's 0.56% expense ratio.
Risk-Adjusted Performance
OAKLX vs. OFVIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Oakmark Select Fund (OAKLX) and O'Shaughnessy Market Leaders Value Fund (OFVIX). 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.
Dividends
OAKLX vs. OFVIX - Dividend Comparison
OAKLX's dividend yield for the trailing twelve months is around 0.43%, less than OFVIX's 1.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OAKLX Oakmark Select Fund | 0.43% | 0.51% | 0.31% | 0.04% | 0.00% | 0.67% | 0.18% | 0.28% | 0.94% | 0.30% | 0.00% | 0.10% |
OFVIX O'Shaughnessy Market Leaders Value Fund | 1.71% | 2.22% | 2.17% | 1.81% | 2.15% | 2.69% | 1.05% | 1.25% | 1.06% | 0.00% | 0.00% | 0.00% |
Drawdowns
OAKLX vs. OFVIX - Drawdown Comparison
The maximum OAKLX drawdown since its inception was -65.99%, which is greater than OFVIX's maximum drawdown of -41.88%. Use the drawdown chart below to compare losses from any high point for OAKLX and OFVIX. For additional features, visit the drawdowns tool.
Volatility
OAKLX vs. OFVIX - Volatility Comparison
Oakmark Select Fund (OAKLX) has a higher volatility of 5.18% compared to O'Shaughnessy Market Leaders Value Fund (OFVIX) at 4.56%. This indicates that OAKLX's price experiences larger fluctuations and is considered to be riskier than OFVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.