PortfoliosLab logoPortfoliosLab logo
OANIX vs. OAZMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OANIX vs. OAZMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oakmark International Fund Institutional Class (OANIX) and Oakmark Fund R6 Class (OAZMX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, OANIX achieves a 7.01% return, which is significantly higher than OAZMX's 6.56% return.


OANIX

1D
0.73%
1M
3.68%
6M
4.43%
YTD
7.01%
1Y
19.27%
3Y*
9.73%
5Y*
6.00%
10Y*
ALL TIME*
6.99%

OAZMX

1D
-0.32%
1M
3.41%
6M
6.49%
YTD
6.56%
1Y
17.17%
3Y*
14.58%
5Y*
11.39%
10Y*
ALL TIME*
15.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

OANIX vs. OAZMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
OANIX
Oakmark International Fund Institutional Class
7.01%32.74%-4.38%19.18%-15.52%9.28%2.60%
OAZMX
Oakmark Fund R6 Class
6.56%14.45%16.33%31.29%-13.16%34.59%1.81%

Correlation

The correlation between OANIX and OAZMX is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.56

Correlation (3Y)
Balances recent behavior with more history.

0.57

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.67

Correlation (All Time)
Calculated using the full available price history since Dec 23, 2020

0.68

The correlation between OANIX and OAZMX shifts across timeframes, from 0.56 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

OANIX vs. OAZMX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

OANIX
OANIX Risk / Return Rank: 2828
Overall Rank
OANIX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
OANIX Sortino Ratio Rank: 3131
Sortino Ratio Rank
OANIX Omega Ratio Rank: 3232
Omega Ratio Rank
OANIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
OANIX Martin Ratio Rank: 2424
Martin Ratio Rank

OAZMX
OAZMX Risk / Return Rank: 3535
Overall Rank
OAZMX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
OAZMX Sortino Ratio Rank: 3131
Sortino Ratio Rank
OAZMX Omega Ratio Rank: 2929
Omega Ratio Rank
OAZMX Calmar Ratio Rank: 5555
Calmar Ratio Rank
OAZMX Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

OANIX vs. OAZMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oakmark International Fund Institutional Class (OANIX) and Oakmark Fund R6 Class (OAZMX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


OANIXOAZMXDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.21

1.18

+0.02

Calmar ratioReturn relative to maximum drawdown

1.15

2.00

-0.84

Martin ratioReturn relative to average drawdown

3.55

4.99

-1.44

OANIX vs. OAZMX - Sharpe Ratio Comparison

The current OANIX Sharpe Ratio is 1.11, which is comparable to the OAZMX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of OANIX and OAZMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

OANIX vs. OAZMX - Drawdown Comparison

The maximum OANIX drawdown since its inception was -52.85%, which is greater than OAZMX's maximum drawdown of -23.54%. Use the drawdown chart below to compare losses from any high point for OANIX and OAZMX.


Loading charts...

Drawdown Indicators


OANIXOAZMXDifference

Max Drawdown

Largest peak-to-trough decline

-52.85%

-23.54%

-29.31%

Max Drawdown (1Y)

Largest decline over 1 year

-14.34%

-6.93%

-7.41%

Max Drawdown (3Y)

Largest decline over 3 years

-17.00%

-17.01%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-35.50%

-23.54%

-11.96%

Current Drawdown

Current decline from peak

0.00%

-0.45%

+0.45%

Average Drawdown

Average peak-to-trough decline

-12.43%

-4.65%

-7.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.66%

2.78%

+1.88%

Volatility

OANIX vs. OAZMX - Volatility Comparison

The current volatility for Oakmark International Fund Institutional Class (OANIX) is 3.93%, while Oakmark Fund R6 Class (OAZMX) has a volatility of 4.55%. This indicates that OANIX experiences smaller price fluctuations and is considered to be less risky than OAZMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


OANIXOAZMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.93%

4.55%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

12.13%

9.77%

+2.36%

Volatility (1Y)

Calculated over the trailing 1-year period

15.00%

13.56%

+1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.10%

18.23%

+0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.25%

18.09%

+3.16%

OANIX vs. OAZMX - Expense Ratio Comparison

OANIX has a 0.82% expense ratio, which is higher than OAZMX's 0.62% expense ratio.


Dividends

OANIX vs. OAZMX - Dividend Comparison

OANIX's dividend yield for the trailing twelve months is around 1.98%, more than OAZMX's 1.12% yield.


PositionTTM202520242023202220212020201920182017
OANIX
Oakmark International Fund Institutional Class
1.98%2.12%2.78%2.11%3.31%1.51%0.54%2.01%7.49%1.52%
OAZMX
Oakmark Fund R6 Class
1.12%1.20%1.38%1.26%1.22%1.72%0.00%0.00%0.00%0.00%

Frequently Asked Questions


OANIX and OAZMX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OAZMX has higher volatility (4.55%) compared to OANIX (3.93%). In terms of maximum drawdown, OANIX dropped -52.85% vs OAZMX's -23.54%.

OANIX currently has the higher Sharpe Ratio (1.11 vs 1.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for OANIX and OAZMX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer