OAKWX vs. VGPMX
Compare and contrast key facts about Oakmark Global Select Fund (OAKWX) and Vanguard Global Capital Cycles Fund (VGPMX).
OAKWX is managed by Oakmark. It was launched on Oct 1, 2006. VGPMX is managed by Vanguard. It was launched on May 23, 1984.
Performance
OAKWX vs. VGPMX - Performance Comparison
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OAKWX vs. VGPMX - 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% |
VGPMX Vanguard Global Capital Cycles Fund | 7.85% | 65.96% | 5.78% | 10.06% | 7.34% | 19.50% | 17.21% | 20.67% | -32.26% | 13.75% |
Returns By Period
In the year-to-date period, OAKWX achieves a -8.12% return, which is significantly lower than VGPMX's 7.85% return. Over the past 10 years, OAKWX has underperformed VGPMX with an annualized return of 8.41%, while VGPMX has yielded a comparatively higher 12.75% annualized return.
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%
VGPMX
- 1D
- 3.18%
- 1M
- -6.80%
- YTD
- 7.85%
- 6M
- 20.12%
- 1Y
- 61.74%
- 3Y*
- 25.56%
- 5Y*
- 19.42%
- 10Y*
- 12.75%
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OAKWX vs. VGPMX - Expense Ratio Comparison
OAKWX has a 1.10% expense ratio, which is higher than VGPMX's 0.36% expense ratio.
Return for Risk
OAKWX vs. VGPMX — Risk / Return Rank
OAKWX
VGPMX
OAKWX vs. VGPMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oakmark Global Select Fund (OAKWX) and Vanguard Global Capital Cycles Fund (VGPMX). 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 | VGPMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.14 | 3.21 | -3.07 |
Sortino ratioReturn per unit of downside risk | 0.31 | 3.80 | -3.49 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.61 | -0.57 |
Calmar ratioReturn relative to maximum drawdown | 0.16 | 4.79 | -4.62 |
Martin ratioReturn relative to average drawdown | 0.58 | 19.71 | -19.13 |
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 | VGPMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 3.21 | -3.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 1.14 | -0.87 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.59 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.25 | +0.12 |
Correlation
The correlation between OAKWX and VGPMX is 0.59, 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.
Dividends
OAKWX vs. VGPMX - Dividend Comparison
OAKWX's dividend yield for the trailing twelve months is around 1.56%, less than VGPMX's 3.62% 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% |
VGPMX Vanguard Global Capital Cycles Fund | 3.62% | 2.59% | 2.68% | 3.22% | 3.27% | 3.26% | 2.03% | 2.39% | 3.02% | 0.02% | 1.72% | 2.32% |
Drawdowns
OAKWX vs. VGPMX - Drawdown Comparison
The maximum OAKWX drawdown since its inception was -54.43%, smaller than the maximum VGPMX drawdown of -78.85%. Use the drawdown chart below to compare losses from any high point for OAKWX and VGPMX.
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Drawdown Indicators
| OAKWX | VGPMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.43% | -78.85% | +24.42% |
Max Drawdown (1Y)Largest decline over 1 year | -14.26% | -12.80% | -1.46% |
Max Drawdown (5Y)Largest decline over 5 years | -32.79% | -22.71% | -10.08% |
Max Drawdown (10Y)Largest decline over 10 years | -42.07% | -54.59% | +12.52% |
Current DrawdownCurrent decline from peak | -12.38% | -7.89% | -4.49% |
Average DrawdownAverage peak-to-trough decline | -9.45% | -34.68% | +25.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.02% | 3.11% | +0.91% |
Volatility
OAKWX vs. VGPMX - Volatility Comparison
The current volatility for Oakmark Global Select Fund (OAKWX) is 4.73%, while Vanguard Global Capital Cycles Fund (VGPMX) has a volatility of 8.37%. This indicates that OAKWX experiences smaller price fluctuations and is considered to be less risky than VGPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OAKWX | VGPMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 8.37% | -3.64% |
Volatility (6M)Calculated over the trailing 6-month period | 9.32% | 13.47% | -4.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.86% | 19.47% | -3.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 17.21% | -0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.15% | 21.67% | -2.52% |