DGSCX vs. OBEGX
DGSCX (Virtus Global Small-Cap Fund) and OBEGX (Oberweis Global Opportunities Fund) are both Global Equities funds. Over the past 10 years, DGSCX returned 7.55%/yr vs 10.79%/yr for OBEGX. Their 0.80 correlation means they have sometimes moved together and sometimes differently. DGSCX charges 1.28%/yr vs 1.51%/yr for OBEGX.
Performance
DGSCX vs. OBEGX - Performance Comparison
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Returns By Period
In the year-to-date period, DGSCX achieves a 5.97% return, which is significantly lower than OBEGX's 19.62% return. Over the past 10 years, DGSCX has underperformed OBEGX with an annualized return of 7.55%, while OBEGX has yielded a comparatively higher 10.79% annualized return.
DGSCX
- 1D
- -0.23%
- 1M
- 0.00%
- 6M
- 0.84%
- YTD
- 5.97%
- 1Y
- -0.62%
- 3Y*
- 7.12%
- 5Y*
- 1.58%
- 10Y*
- 7.55%
- ALL TIME*
- 8.15%
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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DGSCX vs. OBEGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGSCX Virtus Global Small-Cap Fund | 5.97% | -0.96% | 9.71% | 24.03% | -24.11% | 11.23% | 29.79% | 23.02% | -16.82% | 26.86% |
OBEGX Oberweis Global Opportunities Fund | 19.62% | 19.32% | 10.72% | 6.40% | -26.76% | 20.80% | 55.68% | 25.67% | -25.62% | 33.35% |
Correlation
The correlation between DGSCX and OBEGX is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.72 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1997 | 0.80 |
Over the past year, the correlation between DGSCX and OBEGX has dropped to 0.43 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
DGSCX vs. OBEGX — Risk / Return Rank
DGSCX
OBEGX
DGSCX vs. OBEGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Global Small-Cap Fund (DGSCX) 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.
| DGSCX | OBEGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.34 | ||
| Sortino ratioReturn per unit of downside risk | -1.87 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.21 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 2.31 | -2.41 |
| Martin ratioReturn relative to average drawdown | -0.22 | 7.35 | -7.57 |
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Drawdowns
DGSCX vs. OBEGX - Drawdown Comparison
The maximum DGSCX drawdown since its inception was -68.18%, smaller than the maximum OBEGX drawdown of -83.07%. Use the drawdown chart below to compare losses from any high point for DGSCX and OBEGX.
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Drawdown Indicators
| DGSCX | OBEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.18% | -83.07% | +14.89% |
Max Drawdown (1Y)Largest decline over 1 year | -16.85% | -11.92% | -4.93% |
Max Drawdown (3Y)Largest decline over 3 years | -18.04% | -25.41% | +7.37% |
Max Drawdown (5Y)Largest decline over 5 years | -37.49% | -39.68% | +2.19% |
Max Drawdown (10Y)Largest decline over 10 years | -40.29% | -41.54% | +1.25% |
Current DrawdownCurrent decline from peak | -5.45% | -9.04% | +3.59% |
Average DrawdownAverage peak-to-trough decline | -19.61% | -33.59% | +13.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.93% | 3.74% | +4.19% |
Volatility
DGSCX vs. OBEGX - Volatility Comparison
The current volatility for Virtus Global Small-Cap Fund (DGSCX) is 2.94%, while Oberweis Global Opportunities Fund (OBEGX) has a volatility of 7.89%. This indicates that DGSCX 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.
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Volatility by Period
| DGSCX | OBEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 7.89% | -4.95% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 19.06% | -9.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.53% | 22.88% | -10.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.88% | 23.55% | -5.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.13% | 22.75% | -3.62% |
DGSCX vs. OBEGX - Expense Ratio Comparison
DGSCX has a 1.28% expense ratio, which is lower than OBEGX's 1.51% expense ratio.
Dividends
DGSCX vs. OBEGX - Dividend Comparison
DGSCX's dividend yield for the trailing twelve months is around 4.35%, less than OBEGX's 10.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGSCX Virtus Global Small-Cap Fund | 4.35% | 4.61% | 14.50% | 0.84% | 2.64% | 30.56% | 4.16% | 7.03% | 21.96% | 7.99% | 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
DGSCX and OBEGX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OBEGX has higher volatility (7.89%) compared to DGSCX (2.94%). In terms of maximum drawdown, DGSCX dropped -68.18% vs OBEGX's -83.07%.
OBEGX currently has the higher Sharpe Ratio (1.20 vs -0.14), 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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