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POSKX vs. OAKMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between POSKX and OAKMX 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.


-0.50.00.51.00.9

Performance

POSKX vs. OAKMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PrimeCap Odyssey Stock Fund (POSKX) and Oakmark Fund Investor Class (OAKMX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-13.46%
8.32%
POSKX
OAKMX

Key characteristics

Sharpe Ratio

POSKX:

-0.11

OAKMX:

1.21

Sortino Ratio

POSKX:

-0.01

OAKMX:

1.76

Omega Ratio

POSKX:

1.00

OAKMX:

1.22

Calmar Ratio

POSKX:

-0.12

OAKMX:

1.91

Martin Ratio

POSKX:

-0.57

OAKMX:

5.70

Ulcer Index

POSKX:

3.96%

OAKMX:

2.72%

Daily Std Dev

POSKX:

20.29%

OAKMX:

12.86%

Max Drawdown

POSKX:

-50.18%

OAKMX:

-56.19%

Current Drawdown

POSKX:

-18.06%

OAKMX:

-6.69%

Returns By Period

In the year-to-date period, POSKX achieves a -3.25% return, which is significantly lower than OAKMX's 14.89% return. Over the past 10 years, POSKX has underperformed OAKMX with an annualized return of 9.27%, while OAKMX has yielded a comparatively higher 11.61% annualized return.


POSKX

YTD

-3.25%

1M

-16.51%

6M

-13.46%

1Y

-2.61%

5Y*

7.52%

10Y*

9.27%

OAKMX

YTD

14.89%

1M

-5.71%

6M

8.32%

1Y

15.27%

5Y*

14.72%

10Y*

11.61%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


POSKX vs. OAKMX - Expense Ratio Comparison

POSKX has a 0.65% expense ratio, which is lower than OAKMX's 0.91% expense ratio.


OAKMX
Oakmark Fund Investor Class
Expense ratio chart for OAKMX: current value at 0.91% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.91%
Expense ratio chart for POSKX: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Risk-Adjusted Performance

POSKX vs. OAKMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PrimeCap Odyssey Stock Fund (POSKX) and Oakmark Fund Investor Class (OAKMX). 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.


Sharpe ratio
The chart of Sharpe ratio for POSKX, currently valued at -0.11, compared to the broader market-1.000.001.002.003.004.00-0.111.21
The chart of Sortino ratio for POSKX, currently valued at -0.01, compared to the broader market-2.000.002.004.006.008.0010.00-0.011.76
The chart of Omega ratio for POSKX, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.003.501.001.22
The chart of Calmar ratio for POSKX, currently valued at -0.12, compared to the broader market0.002.004.006.008.0010.0012.00-0.121.91
The chart of Martin ratio for POSKX, currently valued at -0.57, compared to the broader market0.0020.0040.0060.00-0.575.70
POSKX
OAKMX

The current POSKX Sharpe Ratio is -0.11, which is lower than the OAKMX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of POSKX and OAKMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
-0.11
1.21
POSKX
OAKMX

Dividends

POSKX vs. OAKMX - Dividend Comparison

Neither POSKX nor OAKMX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
POSKX
PrimeCap Odyssey Stock Fund
0.00%1.21%1.29%0.70%1.37%1.36%1.19%0.96%1.18%1.03%1.31%1.14%
OAKMX
Oakmark Fund Investor Class
0.00%1.02%0.92%0.52%0.17%0.81%0.73%0.47%1.06%0.95%0.64%0.50%

Drawdowns

POSKX vs. OAKMX - Drawdown Comparison

The maximum POSKX drawdown since its inception was -50.18%, smaller than the maximum OAKMX drawdown of -56.19%. Use the drawdown chart below to compare losses from any high point for POSKX and OAKMX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.06%
-6.69%
POSKX
OAKMX

Volatility

POSKX vs. OAKMX - Volatility Comparison

PrimeCap Odyssey Stock Fund (POSKX) has a higher volatility of 16.95% compared to Oakmark Fund Investor Class (OAKMX) at 3.85%. This indicates that POSKX's price experiences larger fluctuations and is considered to be riskier than OAKMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
16.95%
3.85%
POSKX
OAKMX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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