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OBCHX vs. TDF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OBCHX vs. TDF - Performance Comparison

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

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Returns By Period

In the year-to-date period, OBCHX achieves a 21.44% return, which is significantly higher than TDF's -2.36% return. Over the past 10 years, OBCHX has outperformed TDF with an annualized return of 9.39%, while TDF has yielded a comparatively lower 4.30% annualized return.


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%

TDF

1D
0.37%
1M
0.09%
6M
-7.54%
YTD
-2.36%
1Y
10.76%
3Y*
5.69%
5Y*
-6.93%
10Y*
4.30%
ALL TIME*
8.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$630.12K$648.32K$744.32K

OBCHX vs. TDF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TDF
Templeton Dragon Fund Inc.
-2.36%37.70%5.44%-20.06%-32.93%-18.02%52.98%27.97%-11.80%42.09%

Correlation

The correlation between OBCHX and TDF is 0.62, 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.

0.62

Correlation (3Y)
Balances recent behavior with more history.

0.70

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.72

Correlation (10Y)
Provides a long-term view across more market conditions.

0.70

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2005

0.67

The correlation between OBCHX and TDF has been stable across timeframes, ranging from 0.62 to 0.72 - a consistent structural relationship.

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Return for Risk

OBCHX vs. TDF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

OBCHX
OBCHX Risk / Return Rank: 5757
Overall Rank
OBCHX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
OBCHX Sortino Ratio Rank: 4747
Sortino Ratio Rank
OBCHX Omega Ratio Rank: 4949
Omega Ratio Rank
OBCHX Calmar Ratio Rank: 8080
Calmar Ratio Rank
OBCHX Martin Ratio Rank: 5555
Martin Ratio Rank

TDF
TDF Risk / Return Rank: 1212
Overall Rank
TDF Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
TDF Sortino Ratio Rank: 1313
Sortino Ratio Rank
TDF Omega Ratio Rank: 1212
Omega Ratio Rank
TDF Calmar Ratio Rank: 1313
Calmar Ratio Rank
TDF Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

OBCHX vs. TDF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oberweis China Opportunities Fund (OBCHX) and Templeton Dragon Fund Inc. (TDF). 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.


OBCHXTDFDifference
Sharpe ratioReturn per unit of total volatility

+0.89

Sortino ratioReturn per unit of downside risk

+1.04

Omega ratioGain probability vs. loss probability

1.25

1.10

+0.15

Calmar ratioReturn relative to maximum drawdown

2.66

0.68

+1.98

Martin ratioReturn relative to average drawdown

7.43

1.51

+5.92

OBCHX vs. TDF - Sharpe Ratio Comparison

The current OBCHX Sharpe Ratio is 1.39, which is higher than the TDF Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of OBCHX and TDF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

OBCHX vs. TDF - Drawdown Comparison

The maximum OBCHX drawdown since its inception was -74.03%, which is greater than TDF's maximum drawdown of -68.15%. Use the drawdown chart below to compare losses from any high point for OBCHX and TDF.


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Drawdown Indicators


OBCHXTDFDifference

Max Drawdown

Largest peak-to-trough decline

-74.03%

-68.15%

-5.88%

Max Drawdown (1Y)

Largest decline over 1 year

-12.84%

-13.95%

+1.11%

Max Drawdown (3Y)

Largest decline over 3 years

-23.88%

-25.44%

+1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-51.59%

-58.24%

+6.65%

Max Drawdown (10Y)

Largest decline over 10 years

-59.47%

-66.87%

+7.40%

Current Drawdown

Current decline from peak

-19.05%

-46.99%

+27.94%

Average Drawdown

Average peak-to-trough decline

-25.62%

-22.69%

-2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.59%

6.29%

-1.70%

Volatility

OBCHX vs. TDF - Volatility Comparison

Oberweis China Opportunities Fund (OBCHX) has a higher volatility of 8.28% compared to Templeton Dragon Fund Inc. (TDF) at 5.61%. This indicates that OBCHX's price experiences larger fluctuations and is considered to be riskier than TDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OBCHXTDFDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.28%

5.61%

+2.67%

Volatility (6M)

Calculated over the trailing 6-month period

19.05%

13.83%

+5.22%

Volatility (1Y)

Calculated over the trailing 1-year period

24.62%

18.92%

+5.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.83%

26.94%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.37%

24.00%

+1.37%

Dividends

OBCHX vs. TDF - Dividend Comparison

OBCHX's dividend yield for the trailing twelve months is around 0.83%, less than TDF's 4.19% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
TDF
Templeton Dragon Fund Inc.
4.19%3.55%1.36%0.00%12.73%14.13%24.72%10.75%12.43%7.95%10.34%22.49%

Frequently Asked Questions


OBCHX and TDF have a correlation of 0.62, 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 TDF (5.61%). In terms of maximum drawdown, OBCHX dropped -74.03% vs TDF's -68.15%.

OBCHX currently has the higher Sharpe Ratio (1.39 vs 0.50), 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.

Portfolio Optimizer

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