OBEGX vs. DGSCX
OBEGX (Oberweis Global Opportunities Fund) and DGSCX (Virtus Global Small-Cap Fund) are both Global Equities funds. Over the past 10 years, OBEGX returned 10.82%/yr vs 7.45%/yr for DGSCX. Their 0.80 correlation means they have sometimes moved together and sometimes differently. OBEGX charges 1.51%/yr vs 1.28%/yr for DGSCX.
Performance
OBEGX vs. DGSCX - Performance Comparison
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Returns By Period
In the year-to-date period, OBEGX achieves a 20.61% return, which is significantly higher than DGSCX's 6.22% return. Over the past 10 years, OBEGX has outperformed DGSCX with an annualized return of 10.82%, while DGSCX has yielded a comparatively lower 7.45% annualized return.
OBEGX
- 1D
- 4.12%
- 1M
- -3.63%
- 6M
- 19.40%
- YTD
- 20.61%
- 1Y
- 30.21%
- 3Y*
- 15.39%
- 5Y*
- 4.72%
- 10Y*
- 10.82%
- ALL TIME*
- 6.08%
DGSCX
- 1D
- -0.26%
- 1M
- 0.23%
- 6M
- 1.93%
- YTD
- 6.22%
- 1Y
- -0.39%
- 3Y*
- 7.19%
- 5Y*
- 1.62%
- 10Y*
- 7.45%
- ALL TIME*
- 8.16%
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 |
OBEGX vs. DGSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OBEGX Oberweis Global Opportunities Fund | 20.61% | 19.32% | 10.72% | 6.40% | -26.76% | 20.80% | 55.68% | 25.67% | -25.62% | 33.35% |
DGSCX Virtus Global Small-Cap Fund | 6.22% | -0.96% | 9.71% | 24.03% | -24.11% | 11.23% | 29.79% | 23.02% | -16.82% | 26.86% |
Correlation
The correlation between OBEGX and DGSCX is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.72 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1997 | 0.80 |
Over the past year, the correlation between OBEGX and DGSCX has dropped to 0.43 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
OBEGX vs. DGSCX — Risk / Return Rank
OBEGX
DGSCX
OBEGX vs. DGSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oberweis Global Opportunities Fund (OBEGX) and Virtus Global Small-Cap Fund (DGSCX). 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.
| OBEGX | DGSCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.43 | ||
| Sortino ratioReturn per unit of downside risk | +1.97 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.99 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | -0.10 | +2.59 |
| Martin ratioReturn relative to average drawdown | 8.02 | -0.21 | +8.23 |
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Drawdowns
OBEGX vs. DGSCX - Drawdown Comparison
The maximum OBEGX drawdown since its inception was -83.07%, which is greater than DGSCX's maximum drawdown of -68.18%. Use the drawdown chart below to compare losses from any high point for OBEGX and DGSCX.
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Drawdown Indicators
| OBEGX | DGSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.07% | -68.18% | -14.89% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -16.85% | +4.93% |
Max Drawdown (3Y)Largest decline over 3 years | -25.41% | -18.04% | -7.37% |
Max Drawdown (5Y)Largest decline over 5 years | -39.68% | -37.49% | -2.19% |
Max Drawdown (10Y)Largest decline over 10 years | -41.54% | -40.29% | -1.25% |
Current DrawdownCurrent decline from peak | -8.30% | -5.23% | -3.07% |
Average DrawdownAverage peak-to-trough decline | -33.59% | -19.61% | -13.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.69% | 7.93% | -4.24% |
Volatility
OBEGX vs. DGSCX - Volatility Comparison
Oberweis Global Opportunities Fund (OBEGX) has a higher volatility of 7.96% compared to Virtus Global Small-Cap Fund (DGSCX) at 2.97%. This indicates that OBEGX's price experiences larger fluctuations and is considered to be riskier than DGSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OBEGX | DGSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.96% | 2.97% | +4.99% |
Volatility (6M)Calculated over the trailing 6-month period | 19.05% | 9.86% | +9.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.87% | 12.57% | +10.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.56% | 17.89% | +5.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.75% | 19.13% | +3.62% |
OBEGX vs. DGSCX - Expense Ratio Comparison
OBEGX has a 1.51% expense ratio, which is higher than DGSCX's 1.28% expense ratio.
Dividends
OBEGX vs. DGSCX - Dividend Comparison
OBEGX's dividend yield for the trailing twelve months is around 10.49%, more than DGSCX's 4.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGSCX Virtus Global Small-Cap Fund | 4.34% | 4.61% | 14.50% | 0.84% | 2.64% | 30.56% | 4.16% | 7.03% | 21.96% | 7.99% | 0.00% | 0.00% |
OBEGX Oberweis Global Opportunities Fund | 10.49% | 12.66% | 0.00% | 0.00% | 2.64% | 25.09% | 5.80% | 0.00% | 6.68% | 13.37% | 1.12% | 14.32% |
Frequently Asked Questions
OBEGX and DGSCX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OBEGX has higher volatility (7.96%) compared to DGSCX (2.97%). In terms of maximum drawdown, OBEGX dropped -83.07% vs DGSCX's -68.18%.
OBEGX currently has the higher Sharpe Ratio (1.30 vs -0.13), 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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