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 2.95%/yr vs 9.39%/yr for OBCHX. Their correlation of 0.83 means they have usually moved in the same direction. 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 -10.99% return, which is significantly lower than OBCHX's 21.44% return. Over the past 10 years, LNGZX has underperformed OBCHX with an annualized return of 2.95%, while OBCHX has yielded a comparatively higher 9.39% annualized return.
LNGZX
- 1D
- 1.31%
- 1M
- 3.76%
- 6M
- -14.42%
- YTD
- -10.99%
- 1Y
- -2.31%
- 3Y*
- 1.74%
- 5Y*
- -8.49%
- 10Y*
- 2.95%
- ALL TIME*
- 7.28%
OBCHX
- 1D
- 1.13%
- 1M
- -8.25%
- 6M
- 9.37%
- YTD
- 21.44%
- 1Y
- 39.01%
- 3Y*
- 18.61%
- 5Y*
- -0.26%
- 10Y*
- 9.39%
- ALL TIME*
- 10.38%
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 |
LNGZX vs. OBCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LNGZX Columbia Greater China Fund | -10.99% | 27.49% | 12.29% | -18.70% | -28.42% | -25.21% | 46.04% | 32.95% | -20.01% | 59.90% |
OBCHX Oberweis China Opportunities Fund | 21.44% | 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 0.75, 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. | 0.80 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.78 |
Correlation (10Y) Provides a long-term view across more market conditions. | 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 0.75 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 | -1.61 | ||
| Sortino ratioReturn per unit of downside risk | -2.05 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.25 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.21 | 2.66 | -2.86 |
| Martin ratioReturn relative to average drawdown | -0.41 | 7.43 | -7.84 |
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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 | -23.54% | -12.84% | -10.70% |
Max Drawdown (3Y)Largest decline over 3 years | -23.98% | -23.88% | -0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -56.81% | -51.59% | -5.22% |
Max Drawdown (10Y)Largest decline over 10 years | -67.94% | -59.47% | -8.47% |
Current DrawdownCurrent decline from peak | -53.57% | -19.05% | -34.52% |
Average DrawdownAverage peak-to-trough decline | -26.67% | -25.62% | -1.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.71% | 4.59% | +7.12% |
Volatility
LNGZX vs. OBCHX - Volatility Comparison
The current volatility for Columbia Greater China Fund (LNGZX) is 6.62%, while Oberweis China Opportunities Fund (OBCHX) has a volatility of 8.28%. 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 | 6.62% | 8.28% | -1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 16.18% | 19.05% | -2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.84% | 24.62% | -2.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.57% | 26.83% | +2.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.61% | 25.37% | +1.24% |
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 2.11%, more than OBCHX's 0.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LNGZX Columbia Greater China Fund | 2.11% | 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 | 0.83% | 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 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OBCHX has higher volatility (8.28%) compared to LNGZX (6.62%). In terms of maximum drawdown, LNGZX dropped -73.37% vs OBCHX's -74.03%.
OBCHX currently has the higher Sharpe Ratio (1.39 vs -0.22), 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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