LNGZX vs. OBCHX
LNGZX (Columbia Greater China Fund) and OBCHX (Oberweis China Opportunities Fund) are both China Equities funds. Over the past 10 years, LNGZX returned 3.90%/yr vs 11.31%/yr for OBCHX. Their correlation of 0.83 suggests significant overlap in exposure. LNGZX charges 1.25%/yr vs 2.03%/yr for OBCHX.
Performance
LNGZX vs. OBCHX - Performance Comparison
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Returns By Period
In the year-to-date period, LNGZX achieves a -9.19% return, which is significantly lower than OBCHX's 36.11% return. Over the past 10 years, LNGZX has underperformed OBCHX with an annualized return of 3.90%, while OBCHX has yielded a comparatively higher 11.31% annualized return.
LNGZX
- 1D
- 0.58%
- 1M
- -4.66%
- YTD
- -9.19%
- 6M
- -10.26%
- 1Y
- 3.04%
- 3Y*
- 3.37%
- 5Y*
- -10.92%
- 10Y*
- 3.90%
OBCHX
- 1D
- 2.43%
- 1M
- 6.51%
- YTD
- 36.11%
- 6M
- 36.07%
- 1Y
- 66.40%
- 3Y*
- 25.56%
- 5Y*
- 2.50%
- 10Y*
- 11.31%
LNGZX vs. OBCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LNGZX Columbia Greater China Fund | -9.19% | 27.49% | 12.29% | -18.70% | -28.42% | -25.21% | 46.04% | 32.95% | -20.01% | 59.90% |
OBCHX Oberweis China Opportunities Fund | 36.11% | 40.89% | 7.28% | -7.70% | -37.21% | -5.16% | 57.06% | 36.32% | -25.94% | 54.99% |
Correlation
The correlation between LNGZX and OBCHX is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2005 | 0.83 |
The correlation between LNGZX and OBCHX has been stable across timeframes, ranging from 0.76 to 0.83 - a consistent structural relationship.
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Return for Risk
LNGZX vs. OBCHX — Risk / Return Rank
LNGZX
OBCHX
LNGZX vs. OBCHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Greater China Fund (LNGZX) and Oberweis China Opportunities Fund (OBCHX). 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.
| LNGZX | OBCHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.59 | ||
| Sortino ratioReturn per unit of downside risk | -3.01 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.46 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | 0.12 | 6.55 | -6.43 |
| Martin ratioReturn relative to average drawdown | 0.25 | 16.28 | -16.03 |
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Drawdowns
LNGZX vs. OBCHX - Drawdown Comparison
The maximum LNGZX drawdown since its inception was -73.37%, roughly equal to the maximum OBCHX drawdown of -74.03%. Use the drawdown chart below to compare losses from any high point for LNGZX and OBCHX.
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Drawdown Indicators
| LNGZX | OBCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.37% | -74.03% | +0.66% |
Max Drawdown (1Y)Largest decline over 1 year | -19.13% | -9.59% | -9.54% |
Max Drawdown (3Y)Largest decline over 3 years | -26.71% | -23.88% | -2.83% |
Max Drawdown (5Y)Largest decline over 5 years | -63.73% | -52.17% | -11.56% |
Max Drawdown (10Y)Largest decline over 10 years | -67.94% | -59.47% | -8.47% |
Current DrawdownCurrent decline from peak | -52.64% | -9.27% | -43.37% |
Average DrawdownAverage peak-to-trough decline | -26.56% | -25.68% | -0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.32% | 3.86% | +5.46% |
Volatility
LNGZX vs. OBCHX - Volatility Comparison
The current volatility for Columbia Greater China Fund (LNGZX) is 6.30%, while Oberweis China Opportunities Fund (OBCHX) has a volatility of 10.04%. This indicates that LNGZX experiences smaller price fluctuations and is considered to be less risky than OBCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LNGZX | OBCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.30% | 10.04% | -3.74% |
Volatility (6M)Calculated over the trailing 6-month period | 15.68% | 17.58% | -1.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.03% | 23.26% | -2.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.00% | 26.96% | +3.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.56% | 25.23% | +1.33% |
LNGZX vs. OBCHX - Expense Ratio Comparison
LNGZX has a 1.25% expense ratio, which is lower than OBCHX's 2.03% expense ratio.
Dividends
LNGZX vs. OBCHX - Dividend Comparison
LNGZX's dividend yield for the trailing twelve months is around 2.07%, more than OBCHX's 0.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LNGZX Columbia Greater China Fund | 2.07% | 1.88% | 1.21% | 0.67% | 0.00% | 0.00% | 4.29% | 1.40% | 5.85% | 1.20% | 0.00% | 4.54% |
OBCHX Oberweis China Opportunities Fund | 0.74% | 1.01% | 2.16% | 0.46% | 1.22% | 41.65% | 11.50% | 3.37% | 26.11% | 6.26% | 0.81% | 11.05% |
Frequently Asked Questions
LNGZX and OBCHX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OBCHX has higher volatility (10.04%) compared to LNGZX (6.30%). In terms of maximum drawdown, LNGZX dropped -73.37% vs OBCHX's -74.03%.
OBCHX currently has the higher Sharpe Ratio (2.70 vs 0.11), 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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