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

Correlation

The correlation between OAKLX and PRWCX is 0.80, 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.


-0.50.00.51.00.8

Performance

OAKLX vs. PRWCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oakmark Select Fund (OAKLX) and T. Rowe Price Capital Appreciation Fund (PRWCX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
15.26%
6.03%
OAKLX
PRWCX

Key characteristics

Sharpe Ratio

OAKLX:

1.04

PRWCX:

1.86

Sortino Ratio

OAKLX:

1.55

PRWCX:

2.53

Omega Ratio

OAKLX:

1.19

PRWCX:

1.34

Calmar Ratio

OAKLX:

1.86

PRWCX:

1.09

Martin Ratio

OAKLX:

4.43

PRWCX:

14.12

Ulcer Index

OAKLX:

3.43%

PRWCX:

1.01%

Daily Std Dev

OAKLX:

14.56%

PRWCX:

7.65%

Max Drawdown

OAKLX:

-65.99%

PRWCX:

-45.33%

Current Drawdown

OAKLX:

-5.14%

PRWCX:

-2.07%

Returns By Period

In the year-to-date period, OAKLX achieves a 14.34% return, which is significantly higher than PRWCX's 13.38% return. Over the past 10 years, OAKLX has outperformed PRWCX with an annualized return of 7.25%, while PRWCX has yielded a comparatively lower 5.28% annualized return.


OAKLX

YTD

14.34%

1M

-4.29%

6M

15.26%

1Y

14.95%

5Y*

13.38%

10Y*

7.25%

PRWCX

YTD

13.38%

1M

-0.55%

6M

6.03%

1Y

13.91%

5Y*

5.43%

10Y*

5.28%

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. PRWCX - Expense Ratio Comparison

OAKLX has a 0.98% expense ratio, which is higher than PRWCX's 0.68% 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 PRWCX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%

Risk-Adjusted Performance

OAKLX vs. PRWCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Oakmark Select Fund (OAKLX) and T. Rowe Price Capital Appreciation Fund (PRWCX). 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-1.000.001.002.003.004.001.041.86
The chart of Sortino ratio for OAKLX, currently valued at 1.55, compared to the broader market-2.000.002.004.006.008.0010.001.552.53
The chart of Omega ratio for OAKLX, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.003.501.191.34
The chart of Calmar ratio for OAKLX, currently valued at 1.86, compared to the broader market0.002.004.006.008.0010.0012.0014.001.861.09
The chart of Martin ratio for OAKLX, currently valued at 4.43, compared to the broader market0.0020.0040.0060.004.4314.12
OAKLX
PRWCX

The current OAKLX Sharpe Ratio is 1.04, which is lower than the PRWCX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of OAKLX and PRWCX, 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
1.86
OAKLX
PRWCX

Dividends

OAKLX vs. PRWCX - Dividend Comparison

OAKLX has not paid dividends to shareholders, while PRWCX's dividend yield for the trailing twelve months is around 10.30%.


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%
PRWCX
T. Rowe Price Capital Appreciation Fund
10.30%2.11%1.57%0.95%1.17%1.54%2.53%1.31%1.57%1.52%1.42%1.13%

Drawdowns

OAKLX vs. PRWCX - Drawdown Comparison

The maximum OAKLX drawdown since its inception was -65.99%, which is greater than PRWCX's maximum drawdown of -45.33%. Use the drawdown chart below to compare losses from any high point for OAKLX and PRWCX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.14%
-2.07%
OAKLX
PRWCX

Volatility

OAKLX vs. PRWCX - Volatility Comparison

Oakmark Select Fund (OAKLX) has a higher volatility of 4.67% compared to T. Rowe Price Capital Appreciation Fund (PRWCX) at 2.31%. This indicates that OAKLX's price experiences larger fluctuations and is considered to be riskier than PRWCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.67%
2.31%
OAKLX
PRWCX
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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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