OAKMX vs. BSTZ
Compare and contrast key facts about Oakmark Fund Investor Class (OAKMX) and BlackRock Science and Technology Trust II (BSTZ).
OAKMX is managed by Oakmark. It was launched on Aug 5, 1991.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OAKMX or BSTZ.
Performance
OAKMX vs. BSTZ - Performance Comparison
Returns By Period
In the year-to-date period, OAKMX achieves a 20.66% return, which is significantly lower than BSTZ's 37.70% return.
OAKMX
20.66%
4.72%
13.54%
31.29%
16.69%
12.25%
BSTZ
37.70%
6.84%
18.69%
37.54%
10.50%
N/A
Key characteristics
| OAKMX | BSTZ | |
|---|---|---|
| Sharpe Ratio | 2.47 | 1.90 |
| Sortino Ratio | 3.47 | 2.58 |
| Omega Ratio | 1.44 | 1.32 |
| Calmar Ratio | 4.69 | 0.73 |
| Martin Ratio | 12.94 | 7.62 |
| Ulcer Index | 2.47% | 4.95% |
| Daily Std Dev | 12.92% | 19.83% |
| Max Drawdown | -56.19% | -59.31% |
| Current Drawdown | -0.35% | -32.19% |
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Correlation
The correlation between OAKMX and BSTZ is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
OAKMX vs. BSTZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Oakmark Fund Investor Class (OAKMX) and BlackRock Science and Technology Trust II (BSTZ). 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. BSTZ - Dividend Comparison
OAKMX's dividend yield for the trailing twelve months is around 0.84%, less than BSTZ's 9.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OAKMX Oakmark Fund Investor Class | 0.84% | 1.02% | 0.92% | 0.52% | 0.17% | 0.81% | 0.73% | 0.47% | 1.06% | 0.95% | 0.64% | 0.50% |
BSTZ BlackRock Science and Technology Trust II | 9.08% | 10.89% | 14.73% | 7.92% | 3.42% | 2.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
OAKMX vs. BSTZ - Drawdown Comparison
The maximum OAKMX drawdown since its inception was -56.19%, smaller than the maximum BSTZ drawdown of -59.31%. Use the drawdown chart below to compare losses from any high point for OAKMX and BSTZ. For additional features, visit the drawdowns tool.
Volatility
OAKMX vs. BSTZ - Volatility Comparison
Oakmark Fund Investor Class (OAKMX) and BlackRock Science and Technology Trust II (BSTZ) have volatilities of 4.86% and 4.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.