SMVLX vs. OAKMX
Compare and contrast key facts about Smead Value Fund (SMVLX) and Oakmark Fund Investor Class (OAKMX).
SMVLX is managed by Smead Funds. It was launched on Jan 2, 2008. OAKMX is managed by Oakmark. It was launched on Aug 5, 1991.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SMVLX or OAKMX.
Key characteristics
| SMVLX | OAKMX | |
|---|---|---|
| YTD Return | 10.59% | 19.74% |
| 1Y Return | 22.90% | 31.13% |
| 3Y Return (Ann) | 5.38% | 10.12% |
| 5Y Return (Ann) | 11.64% | 16.56% |
| 10Y Return (Ann) | 8.32% | 12.35% |
| Sharpe Ratio | 1.62 | 2.48 |
| Sortino Ratio | 2.31 | 3.47 |
| Omega Ratio | 1.28 | 1.44 |
| Calmar Ratio | 3.26 | 4.69 |
| Martin Ratio | 8.36 | 12.99 |
| Ulcer Index | 2.85% | 2.46% |
| Daily Std Dev | 14.74% | 12.91% |
| Max Drawdown | -55.61% | -56.19% |
| Current Drawdown | -2.44% | -1.11% |
Correlation
The correlation between SMVLX and OAKMX is 0.90, 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
SMVLX vs. OAKMX - Performance Comparison
In the year-to-date period, SMVLX achieves a 10.59% return, which is significantly lower than OAKMX's 19.74% return. Over the past 10 years, SMVLX has underperformed OAKMX with an annualized return of 8.32%, while OAKMX has yielded a comparatively higher 12.35% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SMVLX vs. OAKMX - Expense Ratio Comparison
SMVLX has a 1.26% expense ratio, which is higher than OAKMX's 0.91% expense ratio.
Risk-Adjusted Performance
SMVLX vs. OAKMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Smead Value Fund (SMVLX) 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.
Dividends
SMVLX vs. OAKMX - Dividend Comparison
SMVLX's dividend yield for the trailing twelve months is around 1.21%, more than OAKMX's 0.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMVLX Smead Value Fund | 1.21% | 1.34% | 0.71% | 0.22% | 0.69% | 0.70% | 0.00% | 0.22% | 0.49% | 0.53% | 0.41% | 0.32% |
OAKMX Oakmark Fund Investor Class | 0.85% | 1.02% | 0.92% | 0.52% | 0.17% | 0.81% | 0.73% | 0.47% | 1.06% | 0.95% | 0.64% | 0.50% |
Drawdowns
SMVLX vs. OAKMX - Drawdown Comparison
The maximum SMVLX drawdown since its inception was -55.61%, roughly equal to the maximum OAKMX drawdown of -56.19%. Use the drawdown chart below to compare losses from any high point for SMVLX and OAKMX. For additional features, visit the drawdowns tool.
Volatility
SMVLX vs. OAKMX - Volatility Comparison
The current volatility for Smead Value Fund (SMVLX) is 4.11%, while Oakmark Fund Investor Class (OAKMX) has a volatility of 4.83%. This indicates that SMVLX experiences smaller price fluctuations and is considered to be less risky than OAKMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.