OFVIX vs. OAKLX
Compare and contrast key facts about O'Shaughnessy Market Leaders Value Fund (OFVIX) and Oakmark Select Fund (OAKLX).
OFVIX is managed by O'Shaughnessy Mutual Funds. It was launched on Feb 26, 2016. OAKLX is managed by Oakmark. It was launched on Nov 1, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OFVIX or OAKLX.
Key characteristics
| OFVIX | OAKLX | |
|---|---|---|
| YTD Return | 30.27% | 17.36% |
| 1Y Return | 45.03% | 35.46% |
| 3Y Return (Ann) | 13.19% | 8.17% |
| 5Y Return (Ann) | 14.48% | 14.97% |
| Sharpe Ratio | 3.40 | 2.33 |
| Sortino Ratio | 4.75 | 3.36 |
| Omega Ratio | 1.65 | 1.42 |
| Calmar Ratio | 7.79 | 4.30 |
| Martin Ratio | 22.49 | 10.55 |
| Ulcer Index | 1.99% | 3.32% |
| Daily Std Dev | 13.17% | 15.04% |
| Max Drawdown | -41.88% | -65.99% |
| Current Drawdown | -0.43% | -0.94% |
Correlation
The correlation between OFVIX and OAKLX is 0.88, 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
OFVIX vs. OAKLX - Performance Comparison
In the year-to-date period, OFVIX achieves a 30.27% return, which is significantly higher than OAKLX's 17.36% 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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OFVIX vs. OAKLX - Expense Ratio Comparison
OFVIX has a 0.56% expense ratio, which is lower than OAKLX's 0.98% expense ratio.
Risk-Adjusted Performance
OFVIX vs. OAKLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for O'Shaughnessy Market Leaders Value Fund (OFVIX) and Oakmark Select Fund (OAKLX). 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
OFVIX vs. OAKLX - Dividend Comparison
OFVIX's dividend yield for the trailing twelve months is around 1.70%, more than OAKLX's 0.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OFVIX O'Shaughnessy Market Leaders Value Fund | 1.70% | 2.22% | 2.17% | 1.81% | 2.15% | 2.69% | 1.05% | 1.25% | 1.06% | 0.00% | 0.00% | 0.00% |
OAKLX Oakmark Select Fund | 0.43% | 0.51% | 0.31% | 0.04% | 0.00% | 0.67% | 0.18% | 0.28% | 0.94% | 0.30% | 0.00% | 0.10% |
Drawdowns
OFVIX vs. OAKLX - Drawdown Comparison
The maximum OFVIX drawdown since its inception was -41.88%, smaller than the maximum OAKLX drawdown of -65.99%. Use the drawdown chart below to compare losses from any high point for OFVIX and OAKLX. For additional features, visit the drawdowns tool.
Volatility
OFVIX vs. OAKLX - Volatility Comparison
The current volatility for O'Shaughnessy Market Leaders Value Fund (OFVIX) is 4.65%, while Oakmark Select Fund (OAKLX) has a volatility of 5.44%. This indicates that OFVIX experiences smaller price fluctuations and is considered to be less risky than OAKLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.