SPVM vs. OAKMX
Compare and contrast key facts about Invesco S&P 500 Value with Momentum ETF (SPVM) and Oakmark Fund Investor Class (OAKMX).
SPVM is a passively managed fund by Invesco that tracks the performance of the S&P 500 High Momentum Value Index. It was launched on Jun 16, 2011. OAKMX is managed by Oakmark. It was launched on Aug 5, 1991.
Performance
SPVM vs. OAKMX - Performance Comparison
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SPVM vs. OAKMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPVM Invesco S&P 500 Value with Momentum ETF | 2.48% | 20.47% | 15.64% | 5.53% | -2.10% | 28.86% | -3.18% | 29.33% | -9.17% | 14.70% |
OAKMX Oakmark Fund Investor Class | -2.47% | 14.13% | 16.02% | 30.92% | -13.38% | 34.85% | 12.90% | 27.14% | -12.76% | 21.12% |
Returns By Period
In the year-to-date period, SPVM achieves a 2.48% return, which is significantly higher than OAKMX's -2.47% return. Over the past 10 years, SPVM has underperformed OAKMX with an annualized return of 11.62%, while OAKMX has yielded a comparatively higher 13.51% annualized return.
SPVM
- 1D
- 0.28%
- 1M
- -3.84%
- YTD
- 2.48%
- 6M
- 6.70%
- 1Y
- 23.16%
- 3Y*
- 15.82%
- 5Y*
- 10.59%
- 10Y*
- 11.62%
OAKMX
- 1D
- 1.76%
- 1M
- -3.56%
- YTD
- -2.47%
- 6M
- 2.30%
- 1Y
- 10.13%
- 3Y*
- 16.07%
- 5Y*
- 10.98%
- 10Y*
- 13.51%
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SPVM vs. OAKMX - Expense Ratio Comparison
SPVM has a 0.39% expense ratio, which is lower than OAKMX's 0.91% expense ratio.
Return for Risk
SPVM vs. OAKMX — Risk / Return Rank
SPVM
OAKMX
SPVM vs. OAKMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Value with Momentum ETF (SPVM) 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.
| SPVM | OAKMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.40 | 0.54 | +0.86 |
Sortino ratioReturn per unit of downside risk | 1.97 | 0.87 | +1.11 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.13 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 0.82 | +1.04 |
Martin ratioReturn relative to average drawdown | 8.70 | 3.26 | +5.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPVM | OAKMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | 0.54 | +0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.60 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.66 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.71 | -0.10 |
Correlation
The correlation between SPVM and OAKMX is 0.83, 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.
Dividends
SPVM vs. OAKMX - Dividend Comparison
SPVM's dividend yield for the trailing twelve months is around 2.02%, more than OAKMX's 0.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPVM Invesco S&P 500 Value with Momentum ETF | 2.02% | 2.02% | 1.91% | 2.45% | 2.33% | 1.41% | 2.11% | 2.40% | 3.10% | 1.68% | 2.80% | 2.67% |
OAKMX Oakmark Fund Investor Class | 0.94% | 0.92% | 1.12% | 1.02% | 0.92% | 1.94% | 0.17% | 8.33% | 8.13% | 4.06% | 2.58% | 1.43% |
Drawdowns
SPVM vs. OAKMX - Drawdown Comparison
The maximum SPVM drawdown since its inception was -45.35%, smaller than the maximum OAKMX drawdown of -56.19%. Use the drawdown chart below to compare losses from any high point for SPVM and OAKMX.
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Drawdown Indicators
| SPVM | OAKMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.35% | -56.19% | +10.84% |
Max Drawdown (1Y)Largest decline over 1 year | -12.37% | -13.46% | +1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -19.48% | -23.68% | +4.20% |
Max Drawdown (10Y)Largest decline over 10 years | -45.35% | -41.43% | -3.92% |
Current DrawdownCurrent decline from peak | -4.08% | -4.97% | +0.89% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -6.41% | +1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 3.39% | -0.74% |
Volatility
SPVM vs. OAKMX - Volatility Comparison
The current volatility for Invesco S&P 500 Value with Momentum ETF (SPVM) is 3.49%, while Oakmark Fund Investor Class (OAKMX) has a volatility of 4.20%. This indicates that SPVM 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.
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Volatility by Period
| SPVM | OAKMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 4.20% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 8.54% | 10.34% | -1.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.65% | 18.77% | -2.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.85% | 18.35% | -1.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.58% | 20.43% | -0.85% |