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OBCHX vs. GSAGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OBCHX vs. GSAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oberweis China Opportunities Fund (OBCHX) and Goldman Sachs China Equity Fund (GSAGX). The values are adjusted to include any dividend payments, if applicable.

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OBCHX vs. GSAGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OBCHX
Oberweis China Opportunities Fund
7.49%40.89%7.28%-7.70%-37.21%-5.16%57.06%36.32%-25.94%54.99%
GSAGX
Goldman Sachs China Equity Fund
-3.87%32.36%13.00%-18.78%-30.71%-14.26%48.21%26.22%-18.45%51.62%

Returns By Period

In the year-to-date period, OBCHX achieves a 7.49% return, which is significantly higher than GSAGX's -3.87% return. Over the past 10 years, OBCHX has outperformed GSAGX with an annualized return of 8.25%, while GSAGX has yielded a comparatively lower 4.74% annualized return.


OBCHX

1D
0.49%
1M
-6.43%
YTD
7.49%
6M
2.30%
1Y
31.92%
3Y*
15.28%
5Y*
-1.95%
10Y*
8.25%

GSAGX

1D
1.03%
1M
-7.17%
YTD
-3.87%
6M
-8.86%
1Y
14.23%
3Y*
5.18%
5Y*
-6.82%
10Y*
4.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OBCHX vs. GSAGX - Expense Ratio Comparison

OBCHX has a 2.03% expense ratio, which is higher than GSAGX's 1.47% expense ratio.


Return for Risk

OBCHX vs. GSAGX — Risk / Return Rank

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

OBCHX
OBCHX Risk / Return Rank: 6262
Overall Rank
OBCHX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
OBCHX Sortino Ratio Rank: 5858
Sortino Ratio Rank
OBCHX Omega Ratio Rank: 5858
Omega Ratio Rank
OBCHX Calmar Ratio Rank: 6464
Calmar Ratio Rank
OBCHX Martin Ratio Rank: 6262
Martin Ratio Rank

GSAGX
GSAGX Risk / Return Rank: 2121
Overall Rank
GSAGX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
GSAGX Sortino Ratio Rank: 2222
Sortino Ratio Rank
GSAGX Omega Ratio Rank: 2121
Omega Ratio Rank
GSAGX Calmar Ratio Rank: 2121
Calmar Ratio Rank
GSAGX Martin Ratio Rank: 1919
Martin Ratio Rank
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.

OBCHX vs. GSAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oberweis China Opportunities Fund (OBCHX) and Goldman Sachs China Equity Fund (GSAGX). 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.


OBCHXGSAGXDifference

Sharpe ratio

Return per unit of total volatility

1.30

0.73

+0.56

Sortino ratio

Return per unit of downside risk

1.69

1.07

+0.62

Omega ratio

Gain probability vs. loss probability

1.25

1.15

+0.10

Calmar ratio

Return relative to maximum drawdown

1.74

0.85

+0.89

Martin ratio

Return relative to average drawdown

6.92

2.70

+4.22

OBCHX vs. GSAGX - Sharpe Ratio Comparison

The current OBCHX Sharpe Ratio is 1.30, which is higher than the GSAGX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of OBCHX and GSAGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OBCHXGSAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

0.73

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

-0.27

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.21

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.14

+0.25

Correlation

The correlation between OBCHX and GSAGX is 0.82, 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

OBCHX vs. GSAGX - Dividend Comparison

OBCHX's dividend yield for the trailing twelve months is around 0.94%, less than GSAGX's 1.39% yield.


TTM20252024202320222021202020192018201720162015
OBCHX
Oberweis China Opportunities Fund
0.94%1.01%2.16%0.46%1.22%41.65%11.50%3.37%26.11%6.26%0.81%11.05%
GSAGX
Goldman Sachs China Equity Fund
1.39%1.34%1.40%0.89%0.00%6.78%5.02%0.57%6.92%1.35%0.00%0.00%

Drawdowns

OBCHX vs. GSAGX - Drawdown Comparison

The maximum OBCHX drawdown since its inception was -74.03%, roughly equal to the maximum GSAGX drawdown of -70.73%. Use the drawdown chart below to compare losses from any high point for OBCHX and GSAGX.


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Drawdown Indicators


OBCHXGSAGXDifference

Max Drawdown

Largest peak-to-trough decline

-74.03%

-70.73%

-3.30%

Max Drawdown (1Y)

Largest decline over 1 year

-18.27%

-13.49%

-4.78%

Max Drawdown (5Y)

Largest decline over 5 years

-52.17%

-58.97%

+6.80%

Max Drawdown (10Y)

Largest decline over 10 years

-59.47%

-63.98%

+4.51%

Current Drawdown

Current decline from peak

-28.35%

-42.27%

+13.92%

Average Drawdown

Average peak-to-trough decline

-25.77%

-28.55%

+2.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.66%

4.44%

+0.22%

Volatility

OBCHX vs. GSAGX - Volatility Comparison

Oberweis China Opportunities Fund (OBCHX) has a higher volatility of 7.51% compared to Goldman Sachs China Equity Fund (GSAGX) at 6.30%. This indicates that OBCHX's price experiences larger fluctuations and is considered to be riskier than GSAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OBCHXGSAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.51%

6.30%

+1.21%

Volatility (6M)

Calculated over the trailing 6-month period

16.25%

12.78%

+3.47%

Volatility (1Y)

Calculated over the trailing 1-year period

25.37%

19.70%

+5.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.53%

25.37%

+1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.98%

22.52%

+2.46%