OANMX vs. FXAIX
Compare and contrast key facts about Oakmark Fund Institutional Class (OANMX) and Fidelity 500 Index Fund (FXAIX).
OANMX is managed by Oakmark. It was launched on Nov 30, 2016. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OANMX or FXAIX.
Key characteristics
| OANMX | FXAIX | |
|---|---|---|
| YTD Return | 20.50% | 26.96% |
| 1Y Return | 32.85% | 35.01% |
| 3Y Return (Ann) | 10.41% | 10.23% |
| 5Y Return (Ann) | 16.87% | 15.78% |
| Sharpe Ratio | 2.74 | 3.06 |
| Sortino Ratio | 3.89 | 4.07 |
| Omega Ratio | 1.49 | 1.58 |
| Calmar Ratio | 5.33 | 4.45 |
| Martin Ratio | 14.87 | 20.17 |
| Ulcer Index | 2.44% | 1.86% |
| Daily Std Dev | 13.23% | 12.27% |
| Max Drawdown | -42.36% | -33.79% |
| Current Drawdown | -0.68% | -0.25% |
Correlation
The correlation between OANMX and FXAIX is 0.86, 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.
Performance
OANMX vs. FXAIX - Performance Comparison
In the year-to-date period, OANMX achieves a 20.50% return, which is significantly lower than FXAIX's 26.96% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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OANMX vs. FXAIX - Expense Ratio Comparison
OANMX has a 0.68% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
OANMX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Oakmark Fund Institutional Class (OANMX) and Fidelity 500 Index Fund (FXAIX). 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.
Dividends
OANMX vs. FXAIX - Dividend Comparison
OANMX's dividend yield for the trailing twelve months is around 1.01%, less than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OANMX Oakmark Fund Institutional Class | 1.01% | 1.22% | 1.17% | 0.76% | 0.33% | 1.00% | 0.96% | 0.66% | 0.00% | 0.00% | 0.00% | 0.00% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
OANMX vs. FXAIX - Drawdown Comparison
The maximum OANMX drawdown since its inception was -42.36%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for OANMX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
OANMX vs. FXAIX - Volatility Comparison
Oakmark Fund Institutional Class (OANMX) has a higher volatility of 4.86% compared to Fidelity 500 Index Fund (FXAIX) at 3.74%. This indicates that OANMX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.