OAKMX vs. SCHD
Compare and contrast key facts about Oakmark Fund Investor Class (OAKMX) and Schwab US Dividend Equity ETF (SCHD).
OAKMX is managed by Oakmark. It was launched on Aug 5, 1991. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OAKMX or SCHD.
Performance
OAKMX vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, OAKMX achieves a 20.66% return, which is significantly higher than SCHD's 17.35% return. Over the past 10 years, OAKMX has outperformed SCHD with an annualized return of 12.25%, while SCHD has yielded a comparatively lower 11.54% annualized return.
OAKMX
20.66%
4.72%
13.54%
31.29%
16.69%
12.25%
SCHD
17.35%
2.29%
13.68%
26.18%
12.87%
11.54%
Key characteristics
| OAKMX | SCHD | |
|---|---|---|
| Sharpe Ratio | 2.47 | 2.40 |
| Sortino Ratio | 3.47 | 3.44 |
| Omega Ratio | 1.44 | 1.42 |
| Calmar Ratio | 4.69 | 3.63 |
| Martin Ratio | 12.94 | 12.99 |
| Ulcer Index | 2.47% | 2.05% |
| Daily Std Dev | 12.92% | 11.09% |
| Max Drawdown | -56.19% | -33.37% |
| Current Drawdown | -0.35% | -0.62% |
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OAKMX vs. SCHD - Expense Ratio Comparison
OAKMX has a 0.91% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between OAKMX and SCHD is 0.87, 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. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Oakmark Fund Investor Class (OAKMX) and Schwab US Dividend Equity ETF (SCHD). 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. SCHD - Dividend Comparison
OAKMX's dividend yield for the trailing twelve months is around 0.84%, less than SCHD's 3.37% 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% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
OAKMX vs. SCHD - Drawdown Comparison
The maximum OAKMX drawdown since its inception was -56.19%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for OAKMX and SCHD. For additional features, visit the drawdowns tool.
Volatility
OAKMX vs. SCHD - Volatility Comparison
Oakmark Fund Investor Class (OAKMX) has a higher volatility of 4.86% compared to Schwab US Dividend Equity ETF (SCHD) at 3.48%. This indicates that OAKMX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.