OAKM vs. VTV

Last updated Jun 23, 2026

OAKM (Oakmark U.S. Large Cap ETF) and VTV (Vanguard Value ETF) are both Large Cap Value Equities funds. OAKM is actively managed, while VTV is passively managed. Over the past year, OAKM returned 11.79% vs 28.84% for VTV. A 0.79 correlation means they provide meaningful diversification when combined. OAKM charges 0.59%/yr vs 0.04%/yr for VTV.

Performance

OAKM vs. VTV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oakmark U.S. Large Cap ETF (OAKM) and Vanguard Value ETF (VTV). 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 lower than VTV's 15.12% return.

OAKM

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

VTV

• 1D: 0.99%
• 1M: 3.67%
• YTD: 15.12%
• 6M: 14.64%
• 1Y: 28.84%
• 3Y*: 18.88%
• 5Y*: 12.52%
• 10Y*: 13.01%

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

OAKM vs. VTV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
OAKM Oakmark U.S. Large Cap ETF	-2.05%	21.46%	-5.20%
VTV Vanguard Value ETF	15.12%	15.27%	-5.75%

Correlation

The correlation between OAKM and VTV is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.73
Correlation (All Time) Calculated using the full available price history since Dec 3, 2024	0.79

The correlation between OAKM and VTV has been stable across timeframes, ranging from 0.73 to 0.79 - a consistent structural relationship.

Return for Risk

OAKM vs. VTV — 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

VTV

VTV Risk / Return Rank: 87
VTV Sharpe Ratio Rank: 88
VTV Sortino Ratio Rank: 90
VTV Omega Ratio Rank: 86
VTV Calmar Ratio Rank: 86
VTV Martin Ratio Rank: 86

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. VTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oakmark U.S. Large Cap ETF (OAKM) and Vanguard Value ETF (VTV). 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	VTV	Difference
Sharpe ratio: Return per unit of total volatility	0.90	2.79	-1.89
Sortino ratio: Return per unit of downside risk	1.36	3.97	-2.60
Omega ratio: Gain probability vs. loss probability	1.16	1.50	-0.34
Calmar ratio: Return relative to maximum drawdown	1.65	4.56	-2.91
Martin ratio: Return relative to average drawdown	4.13	17.20	-13.07

OAKM vs. VTV - Sharpe Ratio Comparison

The current OAKM Sharpe Ratio is 0.90, which is lower than the VTV Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of OAKM and VTV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

OAKM vs. VTV - Drawdown Comparison

The maximum OAKM drawdown since its inception was -15.24%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for OAKM and VTV.

Drawdown Indicators

	OAKM	VTV	Difference
Max Drawdown Largest peak-to-trough decline	-15.24%	-59.27%	+44.03%
Max Drawdown (1Y) Largest decline over 1 year	-7.19%	-6.35%	-0.84%
Max Drawdown (3Y) Largest decline over 3 years	—	-14.52%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-17.04%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.78%	—
Current Drawdown Current decline from peak	-4.47%	0.00%	-4.47%
Average Drawdown Average peak-to-trough decline	-2.81%	-7.85%	+5.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.86%	1.68%	+1.18%

Volatility

OAKM vs. VTV - Volatility Comparison

Oakmark U.S. Large Cap ETF (OAKM) has a higher volatility of 3.83% compared to Vanguard Value ETF (VTV) at 3.32%. This indicates that OAKM's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OAKM	VTV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.83%	3.32%	+0.51%
Volatility (6M) Calculated over the trailing 6-month period	9.37%	7.82%	+1.55%
Volatility (1Y) Calculated over the trailing 1-year period	13.14%	10.39%	+2.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.44%	13.88%	+2.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.44%	16.69%	-0.25%

OAKM vs. VTV - Expense Ratio Comparison

OAKM has a 0.59% expense ratio, which is higher than VTV's 0.04% expense ratio.

Dividends

OAKM vs. VTV - Dividend Comparison

OAKM's dividend yield for the trailing twelve months is around 0.68%, less than VTV's 1.82% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
OAKM Oakmark U.S. Large Cap ETF	0.68%	0.67%	0.04%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTV Vanguard Value ETF	1.82%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%

Frequently Asked Questions

Can I hold both OAKM and VTV in my portfolio?

OAKM and VTV have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, OAKM or VTV?

OAKM has higher volatility (3.83%) compared to VTV (3.32%). In terms of maximum drawdown, OAKM dropped -15.24% vs VTV's -59.27%.

Which ETF is better, OAKM or VTV?

On 1-year performance, VTV leads with 28.84% vs 11.79% for OAKM. On fees, VTV is cheaper at 0.04% per year. On volatility, VTV has been the lower-risk option at 3.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, OAKM or VTV?

Over the 1-year period, VTV has performed better with a 28.84% return vs 11.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, OAKM or VTV?

VTV is cheaper with a 0.04% expense ratio, compared with 0.59% for OAKM.

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

VTV has the higher dividend yield at 1.82%, compared with 0.68% for OAKM.

What is the main difference between OAKM and VTV?

They also come from different issuers: Oakmark and Vanguard. Their fees differ too: 0.59% for OAKM and 0.04% for VTV.

Which has better risk-adjusted returns?

VTV currently has the higher Sharpe Ratio (2.79 vs 0.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.