OANMX vs. VTV
Compare and contrast key facts about Oakmark Fund Institutional Class (OANMX) and Vanguard Value ETF (VTV).
OANMX is managed by Oakmark. It was launched on Nov 30, 2016. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OANMX or VTV.
Key characteristics
| OANMX | VTV | |
|---|---|---|
| YTD Return | 20.38% | 21.06% |
| 1Y Return | 36.18% | 32.50% |
| 3Y Return (Ann) | 10.39% | 9.73% |
| 5Y Return (Ann) | 17.03% | 11.82% |
| Sharpe Ratio | 2.72 | 3.16 |
| Sortino Ratio | 3.86 | 4.44 |
| Omega Ratio | 1.49 | 1.58 |
| Calmar Ratio | 5.29 | 5.45 |
| Martin Ratio | 14.75 | 20.53 |
| Ulcer Index | 2.44% | 1.58% |
| Daily Std Dev | 13.23% | 10.27% |
| Max Drawdown | -42.36% | -59.27% |
| Current Drawdown | -0.78% | -0.78% |
Correlation
The correlation between OANMX and VTV is 0.91, 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. VTV - Performance Comparison
The year-to-date returns for both investments are quite close, with OANMX having a 20.38% return and VTV slightly higher at 21.06%. 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. VTV - Expense Ratio Comparison
OANMX has a 0.68% expense ratio, which is higher than VTV's 0.04% expense ratio.
Risk-Adjusted Performance
OANMX vs. VTV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Oakmark Fund Institutional Class (OANMX) and Vanguard Value ETF (VTV). 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. VTV - Dividend Comparison
OANMX's dividend yield for the trailing twelve months is around 1.01%, less than VTV's 2.23% 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% |
VTV Vanguard Value ETF | 2.23% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
OANMX vs. VTV - Drawdown Comparison
The maximum OANMX drawdown since its inception was -42.36%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for OANMX and VTV. For additional features, visit the drawdowns tool.
Volatility
OANMX vs. VTV - Volatility Comparison
Oakmark Fund Institutional Class (OANMX) has a higher volatility of 4.93% compared to Vanguard Value ETF (VTV) at 3.69%. This indicates that OANMX's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.