OAKWX vs. SSGLX
Compare and contrast key facts about Oakmark Global Select Fund (OAKWX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
OAKWX is managed by Oakmark. It was launched on Oct 1, 2006. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
OAKWX vs. SSGLX - Performance Comparison
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OAKWX vs. SSGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 1.29% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, OAKWX achieves a -8.12% return, which is significantly lower than SSGLX's 1.29% return. Both investments have delivered pretty close results over the past 10 years, with OAKWX having a 8.41% annualized return and SSGLX not far ahead at 8.79%.
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%
SSGLX
- 1D
- 1.94%
- 1M
- -7.37%
- YTD
- 1.29%
- 6M
- 5.27%
- 1Y
- 26.80%
- 3Y*
- 15.14%
- 5Y*
- 7.06%
- 10Y*
- 8.79%
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OAKWX vs. SSGLX - Expense Ratio Comparison
OAKWX has a 1.10% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
OAKWX vs. SSGLX — Risk / Return Rank
OAKWX
SSGLX
OAKWX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oakmark Global Select Fund (OAKWX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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.
| OAKWX | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.14 | 1.76 | -1.62 |
Sortino ratioReturn per unit of downside risk | 0.31 | 2.37 | -2.06 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.36 | -0.32 |
Calmar ratioReturn relative to maximum drawdown | 0.16 | 2.35 | -2.19 |
Martin ratioReturn relative to average drawdown | 0.58 | 9.17 | -8.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OAKWX | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 1.76 | -1.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.49 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.55 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.38 | 0.00 |
Correlation
The correlation between OAKWX and SSGLX is 0.80, 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. SSGLX - Dividend Comparison
OAKWX's dividend yield for the trailing twelve months is around 1.56%, less than SSGLX's 4.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.36% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
OAKWX vs. SSGLX - Drawdown Comparison
The maximum OAKWX drawdown since its inception was -54.43%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for OAKWX and SSGLX.
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Drawdown Indicators
| OAKWX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.43% | -35.88% | -18.55% |
Max Drawdown (1Y)Largest decline over 1 year | -14.26% | -11.22% | -3.04% |
Max Drawdown (5Y)Largest decline over 5 years | -32.79% | -30.08% | -2.71% |
Max Drawdown (10Y)Largest decline over 10 years | -42.07% | -35.88% | -6.19% |
Current DrawdownCurrent decline from peak | -12.38% | -9.15% | -3.23% |
Average DrawdownAverage peak-to-trough decline | -9.45% | -8.32% | -1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.02% | 2.87% | +1.15% |
Volatility
OAKWX vs. SSGLX - Volatility Comparison
The current volatility for Oakmark Global Select Fund (OAKWX) is 4.73%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.71%. This indicates that OAKWX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OAKWX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 6.71% | -1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 9.32% | 10.18% | -0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.86% | 15.57% | +0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 14.51% | +2.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.15% | 16.15% | +3.00% |