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OAYLX vs. OAKEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OAYLX vs. OAKEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oakmark Select Fund Advisor Class (OAYLX) and Oakmark International Small Cap Fund (OAKEX). The values are adjusted to include any dividend payments, if applicable.

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OAYLX vs. OAKEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OAYLX
Oakmark Select Fund Advisor Class
-7.97%14.42%14.30%43.21%-22.66%34.60%10.90%27.84%-24.76%10.37%
OAKEX
Oakmark International Small Cap Fund
-8.12%29.51%-3.00%19.59%-14.50%17.90%5.00%31.91%-23.71%25.51%

Returns By Period

The year-to-date returns for both stocks are quite close, with OAYLX having a -7.97% return and OAKEX slightly lower at -8.12%.


OAYLX

1D
1.55%
1M
-4.47%
YTD
-7.97%
6M
-0.63%
1Y
6.42%
3Y*
15.81%
5Y*
8.78%
10Y*

OAKEX

1D
2.49%
1M
-8.66%
YTD
-8.12%
6M
-6.97%
1Y
9.88%
3Y*
9.01%
5Y*
4.30%
10Y*
7.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OAYLX vs. OAKEX - Expense Ratio Comparison

OAYLX has a 0.87% expense ratio, which is lower than OAKEX's 1.34% expense ratio.


Return for Risk

OAYLX vs. OAKEX — Risk / Return Rank

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

OAYLX
OAYLX Risk / Return Rank: 1010
Overall Rank
OAYLX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
OAYLX Sortino Ratio Rank: 99
Sortino Ratio Rank
OAYLX Omega Ratio Rank: 99
Omega Ratio Rank
OAYLX Calmar Ratio Rank: 1212
Calmar Ratio Rank
OAYLX Martin Ratio Rank: 1111
Martin Ratio Rank

OAKEX
OAKEX Risk / Return Rank: 1717
Overall Rank
OAKEX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
OAKEX Sortino Ratio Rank: 1919
Sortino Ratio Rank
OAKEX Omega Ratio Rank: 1818
Omega Ratio Rank
OAKEX Calmar Ratio Rank: 1414
Calmar Ratio Rank
OAKEX Martin Ratio Rank: 1414
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.

OAYLX vs. OAKEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oakmark Select Fund Advisor Class (OAYLX) and Oakmark International Small Cap Fund (OAKEX). 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.


OAYLXOAKEXDifference

Sharpe ratio

Return per unit of total volatility

0.32

0.60

-0.28

Sortino ratio

Return per unit of downside risk

0.60

0.91

-0.32

Omega ratio

Gain probability vs. loss probability

1.08

1.12

-0.04

Calmar ratio

Return relative to maximum drawdown

0.53

0.45

+0.08

Martin ratio

Return relative to average drawdown

1.58

1.55

+0.04

OAYLX vs. OAKEX - Sharpe Ratio Comparison

The current OAYLX Sharpe Ratio is 0.32, which is lower than the OAKEX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of OAYLX and OAKEX, 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


OAYLXOAKEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

0.60

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.25

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.42

-0.03

Correlation

The correlation between OAYLX and OAKEX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

OAYLX vs. OAKEX - Dividend Comparison

OAYLX's dividend yield for the trailing twelve months is around 0.57%, less than OAKEX's 5.71% yield.


TTM20252024202320222021202020192018201720162015
OAYLX
Oakmark Select Fund Advisor Class
0.57%0.52%0.44%0.62%0.46%0.70%0.25%0.81%5.29%0.44%0.00%0.00%
OAKEX
Oakmark International Small Cap Fund
5.71%5.24%6.38%1.83%1.89%0.61%1.87%0.21%8.93%3.64%3.09%5.06%

Drawdowns

OAYLX vs. OAKEX - Drawdown Comparison

The maximum OAYLX drawdown since its inception was -47.35%, smaller than the maximum OAKEX drawdown of -70.12%. Use the drawdown chart below to compare losses from any high point for OAYLX and OAKEX.


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Drawdown Indicators


OAYLXOAKEXDifference

Max Drawdown

Largest peak-to-trough decline

-47.35%

-70.12%

+22.77%

Max Drawdown (1Y)

Largest decline over 1 year

-13.72%

-17.18%

+3.46%

Max Drawdown (5Y)

Largest decline over 5 years

-27.82%

-38.40%

+10.58%

Max Drawdown (10Y)

Largest decline over 10 years

-49.61%

Current Drawdown

Current decline from peak

-10.29%

-12.85%

+2.56%

Average Drawdown

Average peak-to-trough decline

-9.76%

-13.53%

+3.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.57%

4.98%

-0.41%

Volatility

OAYLX vs. OAKEX - Volatility Comparison

The current volatility for Oakmark Select Fund Advisor Class (OAYLX) is 4.78%, while Oakmark International Small Cap Fund (OAKEX) has a volatility of 6.45%. This indicates that OAYLX experiences smaller price fluctuations and is considered to be less risky than OAKEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OAYLXOAKEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

6.45%

-1.67%

Volatility (6M)

Calculated over the trailing 6-month period

11.20%

10.96%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

20.31%

16.66%

+3.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.60%

17.61%

+1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.97%

18.60%

+3.37%