THOPX vs. OAKBX
THOPX (Thompson Bond Fund) and OAKBX (Oakmark Equity and Income Fund) are both mutual funds - THOPX is a Short-Term Bond fund managed by Thompson IM, while OAKBX is a Diversified Portfolio fund managed by Oakmark. Over the past 10 years, THOPX returned 3.82%/yr vs 9.32%/yr for OAKBX. Their 0.07 correlation means their historical movements had little consistent relationship. THOPX charges 0.71%/yr vs 0.83%/yr for OAKBX.
Performance
THOPX vs. OAKBX - Performance Comparison
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Returns By Period
In the year-to-date period, THOPX achieves a 1.43% return, which is significantly lower than OAKBX's 5.41% return. Over the past 10 years, THOPX has underperformed OAKBX with an annualized return of 3.82%, while OAKBX has yielded a comparatively higher 9.32% annualized return.
THOPX
- 1D
- 0.19%
- 1M
- 0.09%
- 6M
- 0.95%
- YTD
- 1.43%
- 1Y
- 4.34%
- 3Y*
- 8.47%
- 5Y*
- 3.92%
- 10Y*
- 3.82%
- ALL TIME*
- 4.35%
OAKBX
- 1D
- 0.62%
- 1M
- 2.55%
- 6M
- 5.33%
- YTD
- 5.41%
- 1Y
- 12.74%
- 3Y*
- 10.29%
- 5Y*
- 7.50%
- 10Y*
- 9.32%
- ALL TIME*
- 9.82%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
THOPX Thompson Bond Fund | $0.00 | $0.00 | $0.00 |
THOPX vs. OAKBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
THOPX Thompson Bond Fund | 1.43% | 7.98% | 11.54% | 6.98% | -7.28% | 5.75% | -1.71% | 5.56% | 1.80% | 4.75% |
OAKBX Oakmark Equity and Income Fund | 5.41% | 11.05% | 8.73% | 17.39% | -12.94% | 29.12% | 8.68% | 19.39% | -8.38% | 14.43% |
Correlation
The correlation between THOPX and OAKBX is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.31 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.26 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.19 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 1995 | 0.07 |
Over the past year, THOPX and OAKBX have become more correlated (0.38) than their long-term average of 0.07, meaning their price movements have been converging.
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Return for Risk
THOPX vs. OAKBX — Risk / Return Rank
THOPX
OAKBX
THOPX vs. OAKBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Thompson Bond Fund (THOPX) and Oakmark Equity and Income Fund (OAKBX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| THOPX | OAKBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.79 | ||
| Sortino ratioReturn per unit of downside risk | +1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.27 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.01 | 1.96 | +1.05 |
| Martin ratioReturn relative to average drawdown | 11.60 | 6.39 | +5.21 |
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Drawdowns
THOPX vs. OAKBX - Drawdown Comparison
The maximum THOPX drawdown since its inception was -19.45%, smaller than the maximum OAKBX drawdown of -31.31%. Use the drawdown chart below to compare losses from any high point for THOPX and OAKBX.
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Drawdown Indicators
| THOPX | OAKBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.45% | -31.31% | +11.86% |
Max Drawdown (1Y)Largest decline over 1 year | -1.48% | -6.90% | +5.42% |
Max Drawdown (3Y)Largest decline over 3 years | -1.61% | -10.91% | +9.30% |
Max Drawdown (5Y)Largest decline over 5 years | -8.00% | -20.41% | +12.41% |
Max Drawdown (10Y)Largest decline over 10 years | -11.74% | -30.19% | +18.45% |
Current DrawdownCurrent decline from peak | -0.09% | 0.00% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -1.85% | -3.75% | +1.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.38% | 2.11% | -1.73% |
Volatility
THOPX vs. OAKBX - Volatility Comparison
The current volatility for Thompson Bond Fund (THOPX) is 0.58%, while Oakmark Equity and Income Fund (OAKBX) has a volatility of 3.07%. This indicates that THOPX experiences smaller price fluctuations and is considered to be less risky than OAKBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| THOPX | OAKBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.58% | 3.07% | -2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 1.59% | 6.77% | -5.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.95% | 8.99% | -7.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.19% | 12.12% | -9.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.20% | 12.99% | -10.79% |
THOPX vs. OAKBX - Expense Ratio Comparison
THOPX has a 0.71% expense ratio, which is lower than OAKBX's 0.83% expense ratio.
Dividends
THOPX vs. OAKBX - Dividend Comparison
THOPX's dividend yield for the trailing twelve months is around 5.15%, more than OAKBX's 2.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OAKBX Oakmark Equity and Income Fund | 2.11% | 2.16% | 2.05% | 2.28% | 1.44% | 14.26% | 4.17% | 9.07% | 10.05% | 8.09% | 4.13% | 6.53% |
THOPX Thompson Bond Fund | 5.15% | 4.90% | 5.34% | 5.88% | 3.93% | 3.59% | 5.16% | 3.48% | 3.07% | 3.06% | 4.24% | 4.58% |
Frequently Asked Questions
THOPX and OAKBX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OAKBX has higher volatility (3.07%) compared to THOPX (0.58%). In terms of maximum drawdown, THOPX dropped -19.45% vs OAKBX's -31.31%.
THOPX currently has the higher Sharpe Ratio (2.30 vs 1.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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