DGLIX vs. OBEGX

Last updated Aug 4, 2026

DGLIX (DFA Global Small Company Portfolio) and OBEGX (Oberweis Global Opportunities Fund) are both Global Equities funds. Over the past 5 years, DGLIX returned 8.16%/yr vs 4.55%/yr for OBEGX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. DGLIX charges 0.44%/yr vs 1.51%/yr for OBEGX.

Performance

DGLIX vs. OBEGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Global Small Company Portfolio (DGLIX) and Oberweis Global Opportunities Fund (OBEGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DGLIX achieves a 13.28% return, which is significantly lower than OBEGX's 19.62% return.

DGLIX

• 1D: -0.20%
• 1M: -0.75%
• 6M: 6.71%
• YTD: 13.28%
• 1Y: 24.42%
• 3Y*: 14.13%
• 5Y*: 8.16%
• 10Y*: —
• ALL TIME*: 9.23%

OBEGX

• 1D: -0.82%
• 1M: -4.42%
• 6M: 17.27%
• YTD: 19.62%
• 1Y: 29.14%
• 3Y*: 15.38%
• 5Y*: 4.55%
• 10Y*: 10.79%
• ALL TIME*: 6.06%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DGLIX DFA Global Small Company Portfolio	$0.00	$0.00	$0.00
OBEGX Oberweis Global Opportunities Fund	$0.00	$0.00	$0.00

DGLIX vs. OBEGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DGLIX DFA Global Small Company Portfolio	13.28%	15.76%	8.86%	16.71%	-14.60%	23.21%	11.01%	21.76%	-15.96%	16.09%
OBEGX Oberweis Global Opportunities Fund	19.62%	19.32%	10.72%	6.40%	-26.76%	20.80%	55.68%	25.67%	-25.62%	27.04%

Correlation

The correlation between DGLIX and OBEGX is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.75
Correlation (3Y) Balances recent behavior with more history.	0.79
Correlation (5Y) Shows whether the relationship held over a longer period.	0.83
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017	0.79

The correlation between DGLIX and OBEGX has been stable across timeframes, ranging from 0.75 to 0.83 - a consistent structural relationship.

Return for Risk

DGLIX vs. OBEGX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DGLIX

DGLIX Risk / Return Rank: 64
DGLIX Sharpe Ratio Rank: 62
DGLIX Sortino Ratio Rank: 65
DGLIX Omega Ratio Rank: 55
DGLIX Calmar Ratio Rank: 69
DGLIX Martin Ratio Rank: 67

OBEGX

OBEGX Risk / Return Rank: 44
OBEGX Sharpe Ratio Rank: 36
OBEGX Sortino Ratio Rank: 35
OBEGX Omega Ratio Rank: 33
OBEGX Calmar Ratio Rank: 65
OBEGX Martin Ratio Rank: 49

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DGLIX vs. OBEGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Global Small Company Portfolio (DGLIX) and Oberweis Global Opportunities Fund (OBEGX). 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.

	DGLIX	OBEGX	Difference
Sharpe ratio: Return per unit of total volatility	1.62	1.20	+0.41
Sortino ratio: Return per unit of downside risk	2.38	1.76	+0.63
Omega ratio: Gain probability vs. loss probability	1.29	1.21	+0.08
Calmar ratio: Return relative to maximum drawdown	2.41	2.31	+0.10
Martin ratio: Return relative to average drawdown	9.07	7.35	+1.71

DGLIX vs. OBEGX - Sharpe Ratio Comparison

The current DGLIX Sharpe Ratio is 1.62, which is higher than the OBEGX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of DGLIX and OBEGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DGLIX vs. OBEGX - Drawdown Comparison

The maximum DGLIX drawdown since its inception was -42.56%, smaller than the maximum OBEGX drawdown of -83.07%. Use the drawdown chart below to compare losses from any high point for DGLIX and OBEGX.

Drawdown Indicators

	DGLIX	OBEGX	Difference
Max Drawdown Largest peak-to-trough decline	-42.56%	-83.07%	+40.51%
Max Drawdown (1Y) Largest decline over 1 year	-9.60%	-11.92%	+2.32%
Max Drawdown (3Y) Largest decline over 3 years	-19.69%	-25.41%	+5.72%
Max Drawdown (5Y) Largest decline over 5 years	-26.16%	-39.68%	+13.52%
Max Drawdown (10Y) Largest decline over 10 years	—	-41.54%	—
Current Drawdown Current decline from peak	-1.44%	-9.04%	+7.60%
Average Drawdown Average peak-to-trough decline	-7.29%	-33.59%	+26.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.55%	3.74%	-1.19%

Volatility

DGLIX vs. OBEGX - Volatility Comparison

The current volatility for DFA Global Small Company Portfolio (DGLIX) is 3.45%, while Oberweis Global Opportunities Fund (OBEGX) has a volatility of 7.89%. This indicates that DGLIX experiences smaller price fluctuations and is considered to be less risky than OBEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGLIX	OBEGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.45%	7.89%	-4.44%
Volatility (6M) Calculated over the trailing 6-month period	10.88%	19.06%	-8.18%
Volatility (1Y) Calculated over the trailing 1-year period	14.37%	22.88%	-8.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.94%	23.55%	-6.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.27%	22.75%	-4.48%

DGLIX vs. OBEGX - Expense Ratio Comparison

DGLIX has a 0.44% expense ratio, which is lower than OBEGX's 1.51% expense ratio.

Dividends

DGLIX vs. OBEGX - Dividend Comparison

DGLIX's dividend yield for the trailing twelve months is around 1.46%, less than OBEGX's 10.58% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGLIX DFA Global Small Company Portfolio	1.46%	1.66%	2.69%	2.56%	1.27%	3.63%	1.33%	1.46%	1.10%	0.58%	0.00%	0.00%
OBEGX Oberweis Global Opportunities Fund	10.58%	12.66%	0.00%	0.00%	2.64%	25.09%	5.80%	0.00%	6.68%	13.37%	1.12%	14.32%

Frequently Asked Questions

Can I hold both DGLIX and OBEGX in my portfolio?

DGLIX and OBEGX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DGLIX or OBEGX?

OBEGX has higher volatility (7.89%) compared to DGLIX (3.45%). In terms of maximum drawdown, DGLIX dropped -42.56% vs OBEGX's -83.07%.

Which has better risk-adjusted returns?

DGLIX currently has the higher Sharpe Ratio (1.62 vs 1.20), 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.