OANMX vs. VSPVX
Compare and contrast key facts about Oakmark Fund Institutional Class (OANMX) and Vanguard S&P 500 Value Index Fund Institutional Shares (VSPVX).
OANMX is managed by Oakmark. It was launched on Nov 30, 2016. VSPVX is managed by Vanguard. It was launched on Mar 3, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OANMX or VSPVX.
Key characteristics
| OANMX | VSPVX | |
|---|---|---|
| YTD Return | 21.33% | 18.39% |
| 1Y Return | 37.07% | 30.78% |
| 3Y Return (Ann) | 10.70% | 11.85% |
| 5Y Return (Ann) | 17.22% | 12.54% |
| Sharpe Ratio | 2.93 | 3.19 |
| Sortino Ratio | 4.13 | 4.50 |
| Omega Ratio | 1.53 | 1.59 |
| Calmar Ratio | 5.70 | 5.99 |
| Martin Ratio | 15.90 | 19.25 |
| Ulcer Index | 2.44% | 1.70% |
| Daily Std Dev | 13.23% | 10.16% |
| Max Drawdown | -42.36% | -37.05% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between OANMX and VSPVX is 0.93, 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. VSPVX - Performance Comparison
In the year-to-date period, OANMX achieves a 21.33% return, which is significantly higher than VSPVX's 18.39% 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. VSPVX - Expense Ratio Comparison
OANMX has a 0.68% expense ratio, which is higher than VSPVX's 0.08% expense ratio.
Risk-Adjusted Performance
OANMX vs. VSPVX - Risk-Adjusted Performance 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.
Dividends
OANMX vs. VSPVX - Dividend Comparison
OANMX's dividend yield for the trailing twelve months is around 1.00%, less than VSPVX's 1.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VSPVX Vanguard S&P 500 Value Index Fund Institutional Shares | 1.92% | 1.71% | 2.21% | 1.88% | 2.46% | 2.11% | 2.73% | 2.18% | 2.30% | 2.47% |
Drawdowns
OANMX vs. VSPVX - Drawdown Comparison
The maximum OANMX drawdown since its inception was -42.36%, 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. For additional features, visit the drawdowns tool.
Volatility
OANMX vs. VSPVX - Volatility Comparison
Oakmark Fund Institutional Class (OANMX) has a higher volatility of 4.86% compared to Vanguard S&P 500 Value Index Fund Institutional Shares (VSPVX) at 3.39%. 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.