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OANMX vs. VSPVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OANMX vs. VSPVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oakmark Fund Institutional Class (OANMX) and Vanguard S&P 500 Value Index Fund Institutional Shares (VSPVX). The values are adjusted to include any dividend payments, if applicable.

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OANMX vs. VSPVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OANMX
Oakmark Fund Institutional Class
-2.41%14.38%16.28%31.21%-13.18%34.87%13.09%27.35%-12.62%15.96%
VSPVX
Vanguard S&P 500 Value Index Fund Institutional Shares
0.02%12.62%11.99%22.39%-5.33%24.80%1.23%31.84%-9.02%14.23%

Returns By Period

In the year-to-date period, OANMX achieves a -2.41% return, which is significantly lower than VSPVX's 0.02% return.


OANMX

1D
1.76%
1M
-3.55%
YTD
-2.41%
6M
2.42%
1Y
10.38%
3Y*
16.34%
5Y*
11.18%
10Y*

VSPVX

1D
1.73%
1M
-4.47%
YTD
0.02%
6M
2.93%
1Y
12.95%
3Y*
13.66%
5Y*
10.32%
10Y*
11.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OANMX vs. VSPVX - Expense Ratio Comparison

OANMX has a 0.68% expense ratio, which is higher than VSPVX's 0.08% expense ratio.


Return for Risk

OANMX vs. VSPVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OANMX
OANMX Risk / Return Rank: 2323
Overall Rank
OANMX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
OANMX Sortino Ratio Rank: 1919
Sortino Ratio Rank
OANMX Omega Ratio Rank: 2020
Omega Ratio Rank
OANMX Calmar Ratio Rank: 2727
Calmar Ratio Rank
OANMX Martin Ratio Rank: 2929
Martin Ratio Rank

VSPVX
VSPVX Risk / Return Rank: 4141
Overall Rank
VSPVX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VSPVX Sortino Ratio Rank: 3636
Sortino Ratio Rank
VSPVX Omega Ratio Rank: 3939
Omega Ratio Rank
VSPVX Calmar Ratio Rank: 4242
Calmar Ratio Rank
VSPVX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OANMX vs. VSPVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oakmark Fund Institutional Class (OANMX) and Vanguard S&P 500 Value Index Fund Institutional Shares (VSPVX). 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.


OANMXVSPVXDifference

Sharpe ratio

Return per unit of total volatility

0.55

0.83

-0.28

Sortino ratio

Return per unit of downside risk

0.89

1.25

-0.36

Omega ratio

Gain probability vs. loss probability

1.13

1.19

-0.06

Calmar ratio

Return relative to maximum drawdown

0.84

1.15

-0.31

Martin ratio

Return relative to average drawdown

3.34

5.43

-2.09

OANMX vs. VSPVX - Sharpe Ratio Comparison

The current OANMX Sharpe Ratio is 0.55, which is lower than the VSPVX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of OANMX and VSPVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OANMXVSPVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.83

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.72

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.60

-0.01

Correlation

The correlation between OANMX and VSPVX is 0.92, 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

OANMX vs. VSPVX - Dividend Comparison

OANMX's dividend yield for the trailing twelve months is around 1.17%, less than VSPVX's 1.82% yield.


TTM20252024202320222021202020192018201720162015
OANMX
Oakmark Fund Institutional Class
1.17%1.14%1.34%1.22%1.17%1.94%0.33%8.53%8.37%0.66%0.00%0.00%
VSPVX
Vanguard S&P 500 Value Index Fund Institutional Shares
1.82%1.35%2.12%1.70%2.21%1.88%2.46%2.12%2.73%2.18%2.30%2.47%

Drawdowns

OANMX vs. VSPVX - Drawdown Comparison

The maximum OANMX drawdown since its inception was -40.08%, which is greater than VSPVX's maximum drawdown of -37.05%. Use the drawdown chart below to compare losses from any high point for OANMX and VSPVX.


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Drawdown Indicators


OANMXVSPVXDifference

Max Drawdown

Largest peak-to-trough decline

-40.08%

-37.05%

-3.03%

Max Drawdown (1Y)

Largest decline over 1 year

-13.46%

-12.10%

-1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-23.55%

-18.00%

-5.55%

Max Drawdown (10Y)

Largest decline over 10 years

-37.05%

Current Drawdown

Current decline from peak

-4.92%

-4.58%

-0.34%

Average Drawdown

Average peak-to-trough decline

-5.62%

-4.11%

-1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

2.56%

+0.81%

Volatility

OANMX vs. VSPVX - Volatility Comparison

Oakmark Fund Institutional Class (OANMX) has a higher volatility of 4.20% compared to Vanguard S&P 500 Value Index Fund Institutional Shares (VSPVX) at 3.84%. This indicates that OANMX's price experiences larger fluctuations and is considered to be riskier than VSPVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OANMXVSPVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

3.84%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

10.34%

7.71%

+2.63%

Volatility (1Y)

Calculated over the trailing 1-year period

18.77%

15.57%

+3.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.36%

14.49%

+3.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.79%

17.09%

+3.70%