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Oakmark FundsQuarterly31 Dec 2015Source: oakmark.com

Bill Nygren Market Commentary | 4Q15

Oakmark is the mutual fund family launched in 1991 by Harris Associates, the Chicago deep-value firm founded in 1976 (about $105bn AUM). Bill Nygren runs the flagship Oakmark Fund and David Herro the Oakmark International Fund, buying businesses at large discounts to intrinsic value and holding them like owners — publishing quarterly fund commentaries, market commentaries and insight articles.

Bill Nygren、David Herro · 1991 · 美国芝加哥Deep value / contrarian long-term

In plain words

This report argues that owning too many stocks in a fund can actually hurt your returns. Instead of spreading money across 100+ stocks, the author says it's better to focus on just 20 or so carefully chosen ones. This 'concentrated investing' can lead to higher long-term gains, even if it's more volatile in the short run. The key is to trust the fund manager's stock-picking skill. The report also notes that the fund managers themselves are buying more of their own funds, showing real confidence.

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An Oakmark research article examines the pros and cons of active management versus index investing, with the core argument that concentrating investments in a select few stocks can yield higher long-term returns. The article notes that in 2015, most active management funds underperformed, with 90% o

~8 min full read · 10 sections
Deep Analysis

Theme and Background

This chapter discusses whether concentrated investing can still generate excess returns against the backdrop of generally poor performance by active management funds in 2015. The report notes that most active management funds incurred losses in 2015, with 90% of such funds underperforming the S&P 500 in 2014, leading to accelerated investor redemptions and a shift toward index funds. Oakmark argues that markets are not always efficiently priced, and active management can still achieve long-term excess returns through careful selection of a small number of stocks.

Core Thesis

The author’s core investment argument is: Concentrating investments in a small number of carefully selected stocks (e.g., the Oakmark Select Fund holds only 20 stocks) can enhance long-term returns more than broad diversification, despite higher short-term volatility. Counterintuitive judgments include:

  • Over-diversification dilutes expected returns rather than reducing risk.
  • If stocks are mispriced, active management can generate excess returns through concentrated holdings, while index investing misses this opportunity.
  • Investors who achieve diversification by holding multiple funds actually weaken their overall portfolio’s ability to outperform the market.

Key Arguments and Data

1. Historical Performance Comparison: The Oakmark Select Fund outperformed the Oakmark Fund in 14 out of 19 calendar years, with significantly higher cumulative returns.

2. Differences in Concentrated vs. Diversified Holdings:

  • Typical mutual funds hold over 100 stocks.
  • Oakmark’s diversified funds (e.g., Oakmark, Oakmark International) typically hold 40–60 stocks.
  • Oakmark Select and Oakmark Global Select hold only about 20 stocks.

3. Theoretical Refutation: Academic theory views diversification as a “free lunch,” but this assumes all stocks are fairly priced. The author argues that if stocks are mispriced, diversification reduces expected returns.

4. Case Demonstration: If an investor allocates $90,000 equally among the top-ranked funds in Morningstar’s nine style boxes, the resulting portfolio holds over 1,000 stocks, with a printed list exceeding 30 feet in length—illustrating the absurdity of over-diversification.

Companies/Assets Involved

  • Oakmark Select Fund (founded 1996): A representative of concentrated investing, holding only 20 stocks, with higher short-term volatility but significantly better long-term returns than diversified funds.
  • Oakmark Global Select (founded 2006): Also adopts a concentrated investing strategy, holding only 20 stocks.
  • Oakmark Diversified Funds (Oakmark, Oakmark International, Oakmark Global, Oakmark Equity and Income, Oakmark International Small Cap): Hold 40–60 stocks, with lower volatility but also lower expected returns.
  • Berkshire Hathaway: Cites Warren Buffett’s 1991 letter to shareholders in support of concentrated investing.
  • John Maynard Keynes: Cites his 1934 letter emphasizing the importance of concentrating investments in businesses one understands and trusts.

Investment Implications

  • For active management investors: Choose funds with concentrated holdings (e.g., 20–40 stocks) rather than broadly diversified ones (over 100 stocks) to maximize excess returns from stock selection.
  • For portfolio construction: Concentrated funds (e.g., Oakmark Select) are suitable as complements to index holdings or multi-fund portfolios, rather than as “one-stop” allocations.
  • For risk perception: Accept higher short-term volatility in exchange for higher long-term returns; avoid shifting to index funds due to short-term underperformance.

Theme and Background

This chapter continues Oakmark’s in-depth exploration of concentrated active management strategies, focusing on how its flagship funds, Oakmark Select and Oakmark Global Select, have adjusted their concentration levels over long-term practice and why the firm adheres to this philosophy even during periods of short-term underperformance. The report challenges the market consensus that “diversification reduces risk” and directly addresses the struggles faced by active management funds in 2015 and early 2016, when they broadly underperformed their benchmarks.

Core Thesis

The author’s central investment argument is: When stock-picking ability is effective, concentrated investing amplifies excess returns; excessive diversification only dilutes value. Counterintuitive judgments include:

1. Concentration adjustments are not about reducing risk, but adapting to changes in market correlations: Oakmark Select reduced its top five holdings from 50% to 35% of assets, not because it lost faith in concentrated investing, but because rising correlations among stocks required a larger number of holdings (from 7–10 to 10–15) to achieve the same level of volatility reduction.

2. Tracking error is not risk; permanent capital loss is: The author explicitly states that the firm will not minimize tracking error to hug the index, as it is not considered a useful measure of risk.

3. Short-term losses are opportunities to add to positions, not reasons to abandon the strategy: Although most funds underperformed their benchmarks over the prior two years (2014–2015), every portfolio manager increased their personal stake in their respective funds over the past 12 months, demonstrating conviction through action.

Key Arguments and Data

The report supports its views with historical practice and specific data:

  • Logic behind concentration adjustments: When the Oakmark Select Fund was launched, volatility charts showed that holding 7–10 independent securities (with individual weights of 10–15%) captured most of the diversification benefit. Today, due to higher stock correlations, 10–15 securities are needed to achieve the same volatility reduction. Consequently, the maximum position limit was reduced from 10–15% to 7–10%, and the top five holdings fell from approximately 50% to about 35% of assets.
  • Evidence of concentrated investing’s effectiveness: Since its inception in 2006, the Oakmark Global Select Fund outperformed the average of Oakmark and Oakmark International in 6 out of the following 9 calendar years, achieving higher cumulative returns. The author concludes: “When stock-picking works, concentrated investing makes it work better.”
  • Portfolio managers “putting their money where their mouth is”: Over the past 12 months, every portfolio manager at Oakmark purchased additional shares of their own funds. This is viewed as the strongest signal of confidence in the strategy.

Comparative Data Table:

Metric At Inception Current (Post-Adjustment)
Number of securities needed for diversification 7–10 10–15
Maximum position weight limit 10–15% 7–10%
Top five holdings as % of total assets ~50% ~35%
Oakmark Global Select vs. peer performance (over 9 years) - Outperformed in 6 years, higher cumulative returns

Companies/Assets Involved

This chapter does not mention specific companies; it primarily discusses Oakmark’s fund products:

  • Oakmark Select Fund: The flagship concentrated strategy, holding approximately 20 stocks, with the top five representing 35% of assets.
  • Oakmark Global Select Fund: A globally concentrated portfolio of about 20 stocks, split roughly evenly between U.S. and non-U.S. holdings, with geographic allocation adjusted flexibly based on opportunity.
  • Other funds: Oakmark Equity & Income, Oakmark Global, Oakmark International, and Oakmark International Small Cap. The report notes that these funds also employ relatively concentrated strategies and highlights associated risks (e.g., small-cap volatility, foreign investment risks, and risks from below-investment-grade bonds).

Investment Implications

For investors, the key takeaways from this chapter are:

1. Do not equate “diversification” with “safety”: In a market environment with rising stock correlations, excessive diversification may merely reduce volatility while sacrificing the potential for excess returns. The true risk is permanent capital loss, not short-term volatility or tracking error.

2. Focus on portfolio managers’ “skin in the game”: When managers invest their own money alongside investors, their actions speak louder than words. The increased personal stakes of Oakmark’s portfolio managers over the past 12 months are a critical signal of their conviction in the strategy.

3. Accept the cyclical performance of active management: Concentrated strategies inevitably experience periods of short-term underperformance relative to benchmarks. Investors should assess their ability to tolerate such volatility and understand that these periods may represent windows for contrarian accumulation, not reasons to exit.