OAKM vs. MFVL

Last updated Jun 23, 2026

OAKM (Oakmark U.S. Large Cap ETF) and MFVL (Motley Fool Value Factor ETF) are both Large Cap Value Equities funds. Both are actively managed. A 0.78 correlation means they provide meaningful diversification when combined. OAKM charges 0.59%/yr vs 0.50%/yr for MFVL.

Performance

OAKM vs. MFVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oakmark U.S. Large Cap ETF (OAKM) and Motley Fool Value Factor ETF (MFVL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, OAKM achieves a -2.05% return, which is significantly higher than MFVL's -3.12% return.

OAKM

• 1D: 0.11%
• 1M: -1.24%
• YTD: -2.05%
• 6M: -2.46%
• 1Y: 11.79%
• 3Y*: —
• 5Y*: —
• 10Y*: —

MFVL

• 1D: -0.73%
• 1M: -3.38%
• YTD: -3.12%
• 6M: -3.51%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

OAKM vs. MFVL - Yearly Performance Comparison

	2026 (YTD)	2025
OAKM Oakmark U.S. Large Cap ETF	-2.05%	2.68%
MFVL Motley Fool Value Factor ETF	-3.12%	1.22%

Correlation

The correlation between OAKM and MFVL is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 9, 2025	0.78

Return for Risk

OAKM vs. MFVL — Risk / Return Rank

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

OAKM

OAKM Risk / Return Rank: 28
OAKM Sharpe Ratio Rank: 26
OAKM Sortino Ratio Rank: 25
OAKM Omega Ratio Rank: 24
OAKM Calmar Ratio Rank: 34
OAKM Martin Ratio Rank: 30

MFVL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OAKM vs. MFVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oakmark U.S. Large Cap ETF (OAKM) and Motley Fool Value Factor ETF (MFVL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	OAKM	MFVL	Difference
Sharpe ratio: Return per unit of total volatility	0.90	—	—
Sortino ratio: Return per unit of downside risk	1.36	—	—
Omega ratio: Gain probability vs. loss probability	1.16	—	—
Calmar ratio: Return relative to maximum drawdown	1.65	—	—
Martin ratio: Return relative to average drawdown	4.13	—	—

Drawdowns

OAKM vs. MFVL - Drawdown Comparison

The maximum OAKM drawdown since its inception was -15.24%, which is greater than MFVL's maximum drawdown of -7.03%. Use the drawdown chart below to compare losses from any high point for OAKM and MFVL.

Drawdown Indicators

	OAKM	MFVL	Difference
Max Drawdown Largest peak-to-trough decline	-15.24%	-7.03%	-8.21%
Max Drawdown (1Y) Largest decline over 1 year	-7.19%	—	—
Current Drawdown Current decline from peak	-4.47%	-6.67%	+2.20%
Average Drawdown Average peak-to-trough decline	-2.81%	-2.57%	-0.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.86%	—	—

Volatility

Volatility by Period

	OAKM	MFVL	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.83%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.37%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.14%	12.15%	+0.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.44%	12.15%	+4.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.44%	12.15%	+4.29%

OAKM vs. MFVL - Expense Ratio Comparison

OAKM has a 0.59% expense ratio, which is higher than MFVL's 0.50% expense ratio.

Dividends

OAKM vs. MFVL - Dividend Comparison

OAKM's dividend yield for the trailing twelve months is around 0.68%, while MFVL has not paid dividends to shareholders.

Position	TTM	2025	2024
MFVL Motley Fool Value Factor ETF	0.00%	0.00%	0.00%
OAKM Oakmark U.S. Large Cap ETF	0.68%	0.67%	0.04%

Frequently Asked Questions

Can I hold both OAKM and MFVL in my portfolio?

OAKM and MFVL have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, OAKM or MFVL?

On fees, MFVL is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, OAKM or MFVL?

MFVL is cheaper with a 0.50% expense ratio, compared with 0.59% for OAKM.

Which ETF pays a higher dividend yield, OAKM or MFVL?

OAKM has the higher dividend yield at 0.68%, compared with 0.00% for MFVL.

What is the main difference between OAKM and MFVL?

They also come from different issuers: Oakmark and Motley Fool. Their fees differ too: 0.59% for OAKM and 0.50% for MFVL.