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OBCHX vs. WCQGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OBCHX vs. WCQGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oberweis China Opportunities Fund (OBCHX) and WCM China Quality Growth Fund (WCQGX). 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 WCQGX's -6.65% 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%

WCQGX

1D
0.44%
1M
-15.15%
6M
-11.79%
YTD
-6.65%
1Y
-1.37%
3Y*
-1.75%
5Y*
-8.76%
10Y*
ALL TIME*
1.76%
*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
$0.00$0.00$0.00

OBCHX vs. WCQGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
OBCHX
Oberweis China Opportunities Fund
21.44%40.89%7.28%-7.70%-37.21%-5.16%73.22%
WCQGX
WCM China Quality Growth Fund
-6.65%20.97%-3.03%-18.49%-26.70%4.03%64.08%

Correlation

The correlation between OBCHX and WCQGX is 0.83, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.83

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

0.83

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

0.82

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2020

0.83

The correlation between OBCHX and WCQGX has been stable across timeframes, ranging from 0.82 to 0.83 - a consistent structural relationship.

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Return for Risk

OBCHX vs. WCQGX — 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

WCQGX
WCQGX Risk / Return Rank: 33
Overall Rank
WCQGX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
WCQGX Sortino Ratio Rank: 44
Sortino Ratio Rank
WCQGX Omega Ratio Rank: 44
Omega Ratio Rank
WCQGX Calmar Ratio Rank: 33
Calmar Ratio Rank
WCQGX Martin Ratio Rank: 33
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. WCQGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oberweis China Opportunities Fund (OBCHX) and WCM China Quality Growth Fund (WCQGX). 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.


OBCHXWCQGXDifference
Sharpe ratioReturn per unit of total volatility

+1.53

Sortino ratioReturn per unit of downside risk

+1.89

Omega ratioGain probability vs. loss probability

1.25

1.00

+0.25

Calmar ratioReturn relative to maximum drawdown

2.66

-0.18

+2.84

Martin ratioReturn relative to average drawdown

7.43

-0.51

+7.94

OBCHX vs. WCQGX - Sharpe Ratio Comparison

The current OBCHX Sharpe Ratio is 1.39, which is higher than the WCQGX Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of OBCHX and WCQGX, 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. WCQGX - Drawdown Comparison

The maximum OBCHX drawdown since its inception was -74.03%, which is greater than WCQGX's maximum drawdown of -59.28%. Use the drawdown chart below to compare losses from any high point for OBCHX and WCQGX.


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Drawdown Indicators


OBCHXWCQGXDifference

Max Drawdown

Largest peak-to-trough decline

-74.03%

-59.28%

-14.75%

Max Drawdown (1Y)

Largest decline over 1 year

-12.84%

-22.31%

+9.47%

Max Drawdown (3Y)

Largest decline over 3 years

-23.88%

-27.02%

+3.14%

Max Drawdown (5Y)

Largest decline over 5 years

-51.59%

-53.96%

+2.37%

Max Drawdown (10Y)

Largest decline over 10 years

-59.47%

Current Drawdown

Current decline from peak

-19.05%

-46.21%

+27.16%

Average Drawdown

Average peak-to-trough decline

-25.62%

-34.38%

+8.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.59%

7.89%

-3.30%

Volatility

OBCHX vs. WCQGX - Volatility Comparison

The current volatility for Oberweis China Opportunities Fund (OBCHX) is 8.28%, while WCM China Quality Growth Fund (WCQGX) has a volatility of 14.46%. This indicates that OBCHX experiences smaller price fluctuations and is considered to be less risky than WCQGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OBCHXWCQGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.28%

14.46%

-6.18%

Volatility (6M)

Calculated over the trailing 6-month period

19.05%

24.61%

-5.56%

Volatility (1Y)

Calculated over the trailing 1-year period

24.62%

28.71%

-4.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.83%

24.80%

+2.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.37%

24.82%

+0.55%

OBCHX vs. WCQGX - Expense Ratio Comparison

OBCHX has a 2.03% expense ratio, which is higher than WCQGX's 1.50% expense ratio.


Dividends

OBCHX vs. WCQGX - Dividend Comparison

OBCHX's dividend yield for the trailing twelve months is around 0.83%, less than WCQGX's 7.14% 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%
WCQGX
WCM China Quality Growth Fund
7.14%6.67%2.02%0.82%0.28%8.54%2.38%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


OBCHX and WCQGX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WCQGX has higher volatility (14.46%) compared to OBCHX (8.28%). In terms of maximum drawdown, OBCHX dropped -74.03% vs WCQGX's -59.28%.

OBCHX currently has the higher Sharpe Ratio (1.39 vs -0.14), 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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