OANMX vs. IVV
Compare and contrast key facts about Oakmark Fund Institutional Class (OANMX) and iShares Core S&P 500 ETF (IVV).
OANMX is managed by Oakmark. It was launched on Nov 30, 2016. IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OANMX or IVV.
Key characteristics
| OANMX | IVV | |
|---|---|---|
| YTD Return | 21.33% | 27.23% |
| 1Y Return | 37.07% | 37.83% |
| 3Y Return (Ann) | 10.70% | 10.34% |
| 5Y Return (Ann) | 17.22% | 16.03% |
| Sharpe Ratio | 2.93 | 3.26 |
| Sortino Ratio | 4.13 | 4.32 |
| Omega Ratio | 1.53 | 1.61 |
| Calmar Ratio | 5.70 | 4.75 |
| Martin Ratio | 15.90 | 21.54 |
| Ulcer Index | 2.44% | 1.86% |
| Daily Std Dev | 13.23% | 12.22% |
| Max Drawdown | -42.36% | -55.25% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between OANMX and IVV 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. IVV - Performance Comparison
In the year-to-date period, OANMX achieves a 21.33% return, which is significantly lower than IVV's 27.23% 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. IVV - Expense Ratio Comparison
OANMX has a 0.68% expense ratio, which is higher than IVV's 0.03% expense ratio.
Risk-Adjusted Performance
OANMX vs. IVV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Oakmark Fund Institutional Class (OANMX) and iShares Core S&P 500 ETF (IVV). 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. IVV - Dividend Comparison
OANMX's dividend yield for the trailing twelve months is around 1.00%, less than IVV's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OANMX Oakmark Fund Institutional Class | 1.00% | 1.22% | 1.17% | 0.76% | 0.33% | 1.00% | 0.96% | 0.66% | 0.00% | 0.00% | 0.00% | 0.00% |
IVV iShares Core S&P 500 ETF | 1.24% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% | 1.80% |
Drawdowns
OANMX vs. IVV - Drawdown Comparison
The maximum OANMX drawdown since its inception was -42.36%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for OANMX and IVV. For additional features, visit the drawdowns tool.
Volatility
OANMX vs. IVV - Volatility Comparison
Oakmark Fund Institutional Class (OANMX) has a higher volatility of 4.86% compared to iShares Core S&P 500 ETF (IVV) at 3.93%. This indicates that OANMX's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.