ISGLX vs. OBMCX

Last updated Apr 1, 2026

Compare and contrast key facts about Columbia Integrated Small Cap Growth Fund (ISGLX) and Oberweis Micro Cap Fund (OBMCX).

ISGLX is managed by Columbia. It was launched on Jan 30, 2008. OBMCX is managed by Oberweis. It was launched on Dec 29, 1995.

Performance

ISGLX vs. OBMCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Integrated Small Cap Growth Fund (ISGLX) and Oberweis Micro Cap Fund (OBMCX). The values are adjusted to include any dividend payments, if applicable.

ISGLX vs. OBMCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
ISGLX Columbia Integrated Small Cap Growth Fund	0.00%	0.00%	20.26%	17.89%	-19.47%
OBMCX Oberweis Micro Cap Fund	8.96%	14.70%	22.82%	18.87%	-1.97%

Returns By Period

ISGLX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

OBMCX

• 1D: -3.56%
• 1M: -5.54%
• YTD: 8.96%
• 6M: 7.64%
• 1Y: 43.65%
• 3Y*: 18.71%
• 5Y*: 14.63%
• 10Y*: 18.72%

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

ISGLX vs. OBMCX - Expense Ratio Comparison

ISGLX has a 0.98% expense ratio, which is lower than OBMCX's 1.48% expense ratio.

OBMCX

Oberweis Micro Cap Fund

ISGLX

Columbia Integrated Small Cap Growth Fund

Return for Risk

ISGLX vs. OBMCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OBMCX

OBMCX Risk / Return Rank: 86
OBMCX Sharpe Ratio Rank: 84
OBMCX Sortino Ratio Rank: 84
OBMCX Omega Ratio Rank: 77
OBMCX Calmar Ratio Rank: 94
OBMCX Martin Ratio Rank: 92

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ISGLX vs. OBMCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Integrated Small Cap Growth Fund (ISGLX) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	ISGLX	OBMCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.57	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.56	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.73	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.41	—

Correlation

The correlation between ISGLX and OBMCX is 0.76, 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.

Dividends

ISGLX vs. OBMCX - Dividend Comparison

ISGLX has not paid dividends to shareholders, while OBMCX's dividend yield for the trailing twelve months is around 1.29%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ISGLX Columbia Integrated Small Cap Growth Fund	0.00%	0.00%	0.00%	0.00%	5.09%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
OBMCX Oberweis Micro Cap Fund	1.29%	1.41%	2.53%	0.00%	1.37%	24.35%	0.00%	0.00%	19.67%	11.76%	0.05%	3.07%

Drawdowns

Drawdown Indicators

	ISGLX	OBMCX	Difference
Max Drawdown Largest peak-to-trough decline	—	-68.24%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-12.68%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-28.11%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-50.04%	—
Current Drawdown Current decline from peak	—	-8.84%	—
Average Drawdown Average peak-to-trough decline	—	-16.51%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.53%	—

Volatility

Volatility by Period

	ISGLX	OBMCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	11.54%	—
Volatility (6M) Calculated over the trailing 6-month period	—	18.92%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	27.25%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	26.10%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	25.70%	—