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OAKWX vs. FGIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OAKWX vs. FGIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oakmark Global Select Fund (OAKWX) and Nuveen Global Infrastructure Fund Class A (FGIAX). The values are adjusted to include any dividend payments, if applicable.

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OAKWX vs. FGIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OAKWX
Oakmark Global Select Fund
-8.12%20.73%4.68%22.72%-22.48%25.99%13.04%29.82%-21.20%21.15%
FGIAX
Nuveen Global Infrastructure Fund Class A
10.36%17.73%10.70%8.51%-6.23%14.51%-2.76%29.32%-7.91%19.40%

Returns By Period

In the year-to-date period, OAKWX achieves a -8.12% return, which is significantly lower than FGIAX's 10.36% return. Both investments have delivered pretty close results over the past 10 years, with OAKWX having a 8.41% annualized return and FGIAX not far ahead at 8.78%.


OAKWX

1D
2.20%
1M
-7.63%
YTD
-8.12%
6M
-6.66%
1Y
2.20%
3Y*
9.31%
5Y*
4.42%
10Y*
8.41%

FGIAX

1D
0.76%
1M
-2.77%
YTD
10.36%
6M
10.94%
1Y
21.22%
3Y*
14.32%
5Y*
10.46%
10Y*
8.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OAKWX vs. FGIAX - Expense Ratio Comparison

OAKWX has a 1.10% expense ratio, which is lower than FGIAX's 1.21% expense ratio.


Return for Risk

OAKWX vs. FGIAX — Risk / Return Rank

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

OAKWX
OAKWX Risk / Return Rank: 77
Overall Rank
OAKWX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
OAKWX Sortino Ratio Rank: 66
Sortino Ratio Rank
OAKWX Omega Ratio Rank: 66
Omega Ratio Rank
OAKWX Calmar Ratio Rank: 77
Calmar Ratio Rank
OAKWX Martin Ratio Rank: 88
Martin Ratio Rank

FGIAX
FGIAX Risk / Return Rank: 8787
Overall Rank
FGIAX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FGIAX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FGIAX Omega Ratio Rank: 8383
Omega Ratio Rank
FGIAX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FGIAX Martin Ratio Rank: 9393
Martin Ratio Rank
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.

OAKWX vs. FGIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oakmark Global Select Fund (OAKWX) and Nuveen Global Infrastructure Fund Class A (FGIAX). 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.


OAKWXFGIAXDifference

Sharpe ratio

Return per unit of total volatility

0.14

1.79

-1.65

Sortino ratio

Return per unit of downside risk

0.31

2.30

-1.99

Omega ratio

Gain probability vs. loss probability

1.04

1.36

-0.32

Calmar ratio

Return relative to maximum drawdown

0.16

2.73

-2.57

Martin ratio

Return relative to average drawdown

0.58

12.62

-12.04

OAKWX vs. FGIAX - Sharpe Ratio Comparison

The current OAKWX Sharpe Ratio is 0.14, which is lower than the FGIAX Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of OAKWX and FGIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OAKWXFGIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

1.79

-1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.80

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.58

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.42

-0.04

Correlation

The correlation between OAKWX and FGIAX is 0.70, 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.


Dividends

OAKWX vs. FGIAX - Dividend Comparison

OAKWX's dividend yield for the trailing twelve months is around 1.56%, less than FGIAX's 9.05% yield.


TTM20252024202320222021202020192018201720162015
OAKWX
Oakmark Global Select Fund
1.56%1.43%1.17%0.83%0.33%14.91%0.00%1.17%5.28%5.48%1.00%5.60%
FGIAX
Nuveen Global Infrastructure Fund Class A
9.05%9.99%7.46%2.27%6.11%7.20%1.38%7.06%6.32%5.83%8.23%3.05%

Drawdowns

OAKWX vs. FGIAX - Drawdown Comparison

The maximum OAKWX drawdown since its inception was -54.43%, which is greater than FGIAX's maximum drawdown of -49.35%. Use the drawdown chart below to compare losses from any high point for OAKWX and FGIAX.


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Drawdown Indicators


OAKWXFGIAXDifference

Max Drawdown

Largest peak-to-trough decline

-54.43%

-49.35%

-5.08%

Max Drawdown (1Y)

Largest decline over 1 year

-14.26%

-8.29%

-5.97%

Max Drawdown (5Y)

Largest decline over 5 years

-32.79%

-21.08%

-11.71%

Max Drawdown (10Y)

Largest decline over 10 years

-42.07%

-38.02%

-4.05%

Current Drawdown

Current decline from peak

-12.38%

-3.06%

-9.32%

Average Drawdown

Average peak-to-trough decline

-9.45%

-7.22%

-2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

1.79%

+2.23%

Volatility

OAKWX vs. FGIAX - Volatility Comparison

Oakmark Global Select Fund (OAKWX) has a higher volatility of 4.73% compared to Nuveen Global Infrastructure Fund Class A (FGIAX) at 4.15%. This indicates that OAKWX's price experiences larger fluctuations and is considered to be riskier than FGIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OAKWXFGIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

4.15%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

9.32%

7.07%

+2.25%

Volatility (1Y)

Calculated over the trailing 1-year period

15.86%

12.28%

+3.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.91%

13.08%

+3.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.15%

15.17%

+3.98%