OAKWX vs. VMVFX
Compare and contrast key facts about Oakmark Global Select Fund (OAKWX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX).
OAKWX is managed by Oakmark. It was launched on Oct 1, 2006. VMVFX is managed by Vanguard. It was launched on Dec 12, 2013.
Performance
OAKWX vs. VMVFX - Performance Comparison
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OAKWX vs. VMVFX - 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% |
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 2.85% | 12.74% | 13.38% | 7.82% | -4.48% | 23.74% | -3.99% | 23.28% | -1.79% | 15.93% |
Returns By Period
In the year-to-date period, OAKWX achieves a -8.12% return, which is significantly lower than VMVFX's 2.85% return. Over the past 10 years, OAKWX has underperformed VMVFX with an annualized return of 8.41%, while VMVFX has yielded a comparatively higher 9.14% 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%
VMVFX
- 1D
- 1.12%
- 1M
- -4.98%
- YTD
- 2.85%
- 6M
- 4.18%
- 1Y
- 9.22%
- 3Y*
- 11.81%
- 5Y*
- 10.02%
- 10Y*
- 9.14%
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OAKWX vs. VMVFX - Expense Ratio Comparison
OAKWX has a 1.10% expense ratio, which is higher than VMVFX's 0.21% expense ratio.
Return for Risk
OAKWX vs. VMVFX — Risk / Return Rank
OAKWX
VMVFX
OAKWX vs. VMVFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oakmark Global Select Fund (OAKWX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX). 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 | VMVFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.14 | 0.93 | -0.79 |
Sortino ratioReturn per unit of downside risk | 0.31 | 1.34 | -1.02 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.20 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.16 | 1.29 | -1.12 |
Martin ratioReturn relative to average drawdown | 0.58 | 6.16 | -5.58 |
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 | VMVFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 0.93 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.94 | -0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.73 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.79 | -0.41 |
Correlation
The correlation between OAKWX and VMVFX is 0.71, 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. VMVFX - Dividend Comparison
OAKWX's dividend yield for the trailing twelve months is around 1.56%, less than VMVFX's 9.70% 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% |
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 9.70% | 9.98% | 3.77% | 3.05% | 4.96% | 12.73% | 2.02% | 5.12% | 7.27% | 2.30% | 2.71% | 3.22% |
Drawdowns
OAKWX vs. VMVFX - Drawdown Comparison
The maximum OAKWX drawdown since its inception was -54.43%, which is greater than VMVFX's maximum drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for OAKWX and VMVFX.
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Drawdown Indicators
| OAKWX | VMVFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.43% | -33.09% | -21.34% |
Max Drawdown (1Y)Largest decline over 1 year | -14.26% | -7.96% | -6.30% |
Max Drawdown (5Y)Largest decline over 5 years | -32.79% | -13.02% | -19.77% |
Max Drawdown (10Y)Largest decline over 10 years | -42.07% | -33.09% | -8.98% |
Current DrawdownCurrent decline from peak | -12.38% | -4.98% | -7.40% |
Average DrawdownAverage peak-to-trough decline | -9.45% | -2.84% | -6.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.02% | 1.66% | +2.36% |
Volatility
OAKWX vs. VMVFX - Volatility Comparison
Oakmark Global Select Fund (OAKWX) has a higher volatility of 4.73% compared to Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) at 2.93%. This indicates that OAKWX's price experiences larger fluctuations and is considered to be riskier than VMVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OAKWX | VMVFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 2.93% | +1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 9.32% | 4.99% | +4.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.86% | 10.06% | +5.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 10.76% | +6.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.15% | 12.49% | +6.66% |