OAKMX vs. AVEMX
Compare and contrast key facts about Oakmark Fund Investor Class (OAKMX) and Ave Maria Value Fund (AVEMX).
OAKMX is managed by Oakmark. It was launched on Aug 5, 1991. AVEMX is managed by Ave Maria Mutual Funds. It was launched on May 1, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OAKMX or AVEMX.
Performance
OAKMX vs. AVEMX - Performance Comparison
Returns By Period
In the year-to-date period, OAKMX achieves a 18.88% return, which is significantly lower than AVEMX's 31.07% return. Over the past 10 years, OAKMX has outperformed AVEMX with an annualized return of 12.14%, while AVEMX has yielded a comparatively lower 3.93% annualized return.
OAKMX
18.88%
3.41%
10.28%
30.02%
16.36%
12.14%
AVEMX
31.07%
6.87%
24.10%
31.05%
9.94%
3.93%
Key characteristics
| OAKMX | AVEMX | |
|---|---|---|
| Sharpe Ratio | 2.28 | 2.00 |
| Sortino Ratio | 3.23 | 2.76 |
| Omega Ratio | 1.40 | 1.37 |
| Calmar Ratio | 4.32 | 3.14 |
| Martin Ratio | 11.92 | 8.59 |
| Ulcer Index | 2.47% | 3.60% |
| Daily Std Dev | 12.89% | 15.46% |
| Max Drawdown | -56.19% | -60.09% |
| Current Drawdown | -1.82% | -0.92% |
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OAKMX vs. AVEMX - Expense Ratio Comparison
OAKMX has a 0.91% expense ratio, which is lower than AVEMX's 0.97% expense ratio.
Correlation
The correlation between OAKMX and AVEMX 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.
Risk-Adjusted Performance
OAKMX vs. AVEMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Oakmark Fund Investor Class (OAKMX) and Ave Maria Value Fund (AVEMX). 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
OAKMX vs. AVEMX - Dividend Comparison
OAKMX's dividend yield for the trailing twelve months is around 0.86%, more than AVEMX's 0.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OAKMX Oakmark Fund Investor Class | 0.86% | 1.02% | 0.92% | 0.52% | 0.17% | 0.81% | 0.73% | 0.47% | 1.06% | 0.95% | 0.64% | 0.50% |
AVEMX Ave Maria Value Fund | 0.62% | 0.82% | 1.15% | 0.27% | 0.47% | 0.04% | 0.00% | 0.00% | 0.00% | 0.07% | 0.00% | 0.00% |
Drawdowns
OAKMX vs. AVEMX - Drawdown Comparison
The maximum OAKMX drawdown since its inception was -56.19%, smaller than the maximum AVEMX drawdown of -60.09%. Use the drawdown chart below to compare losses from any high point for OAKMX and AVEMX. For additional features, visit the drawdowns tool.
Volatility
OAKMX vs. AVEMX - Volatility Comparison
The current volatility for Oakmark Fund Investor Class (OAKMX) is 4.77%, while Ave Maria Value Fund (AVEMX) has a volatility of 5.08%. This indicates that OAKMX experiences smaller price fluctuations and is considered to be less risky than AVEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.