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HRSMX vs. OBMCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


HRSMXOBMCX
YTD Return43.60%28.00%
1Y Return69.08%50.16%
3Y Return (Ann)-0.38%1.85%
5Y Return (Ann)15.42%17.56%
10Y Return (Ann)10.46%9.83%
Sharpe Ratio3.092.18
Sortino Ratio3.922.94
Omega Ratio1.491.36
Calmar Ratio1.631.68
Martin Ratio20.9412.43
Ulcer Index3.32%4.07%
Daily Std Dev22.50%23.17%
Max Drawdown-65.94%-81.09%
Current Drawdown-3.09%-1.07%

Correlation

-0.50.00.51.00.9

The correlation between HRSMX and OBMCX is 0.88, 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.

Performance

HRSMX vs. OBMCX - Performance Comparison

In the year-to-date period, HRSMX achieves a 43.60% return, which is significantly higher than OBMCX's 28.00% return. Over the past 10 years, HRSMX has outperformed OBMCX with an annualized return of 10.46%, while OBMCX has yielded a comparatively lower 9.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
24.74%
21.23%
HRSMX
OBMCX

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HRSMX vs. OBMCX - Expense Ratio Comparison

HRSMX has a 1.09% expense ratio, which is lower than OBMCX's 1.48% expense ratio.


OBMCX
Oberweis Micro Cap Fund
Expense ratio chart for OBMCX: current value at 1.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.48%
Expense ratio chart for HRSMX: current value at 1.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.09%

Risk-Adjusted Performance

HRSMX vs. OBMCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hood River Small-Cap Growth Fund (HRSMX) and Oberweis Micro Cap Fund (OBMCX). 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.


HRSMX
Sharpe ratio
The chart of Sharpe ratio for HRSMX, currently valued at 3.09, compared to the broader market0.002.004.003.09
Sortino ratio
The chart of Sortino ratio for HRSMX, currently valued at 3.92, compared to the broader market0.005.0010.003.92
Omega ratio
The chart of Omega ratio for HRSMX, currently valued at 1.49, compared to the broader market1.002.003.004.001.49
Calmar ratio
The chart of Calmar ratio for HRSMX, currently valued at 1.63, compared to the broader market0.005.0010.0015.0020.001.63
Martin ratio
The chart of Martin ratio for HRSMX, currently valued at 20.94, compared to the broader market0.0020.0040.0060.0080.00100.0020.94
OBMCX
Sharpe ratio
The chart of Sharpe ratio for OBMCX, currently valued at 2.18, compared to the broader market0.002.004.002.18
Sortino ratio
The chart of Sortino ratio for OBMCX, currently valued at 2.94, compared to the broader market0.005.0010.002.94
Omega ratio
The chart of Omega ratio for OBMCX, currently valued at 1.36, compared to the broader market1.002.003.004.001.36
Calmar ratio
The chart of Calmar ratio for OBMCX, currently valued at 1.68, compared to the broader market0.005.0010.0015.0020.001.68
Martin ratio
The chart of Martin ratio for OBMCX, currently valued at 12.43, compared to the broader market0.0020.0040.0060.0080.00100.0012.43

HRSMX vs. OBMCX - Sharpe Ratio Comparison

The current HRSMX Sharpe Ratio is 3.09, which is higher than the OBMCX Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of HRSMX and OBMCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.09
2.18
HRSMX
OBMCX

Dividends

HRSMX vs. OBMCX - Dividend Comparison

Neither HRSMX nor OBMCX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HRSMX vs. OBMCX - Drawdown Comparison

The maximum HRSMX drawdown since its inception was -65.94%, smaller than the maximum OBMCX drawdown of -81.09%. Use the drawdown chart below to compare losses from any high point for HRSMX and OBMCX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.09%
-1.07%
HRSMX
OBMCX

Volatility

HRSMX vs. OBMCX - Volatility Comparison

Hood River Small-Cap Growth Fund (HRSMX) and Oberweis Micro Cap Fund (OBMCX) have volatilities of 6.59% and 6.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%11.00%JuneJulyAugustSeptemberOctoberNovember
6.59%
6.45%
HRSMX
OBMCX