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OBEGX vs. MFWIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OBEGX vs. MFWIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oberweis Global Opportunities Fund (OBEGX) and MFS Global Total Return Fund Class I (MFWIX). The values are adjusted to include any dividend payments, if applicable.

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OBEGX vs. MFWIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OBEGX
Oberweis Global Opportunities Fund
-2.58%19.32%10.72%6.40%-26.76%20.80%55.68%25.67%-25.62%33.35%
MFWIX
MFS Global Total Return Fund Class I
-0.47%15.70%4.25%10.52%-10.62%8.59%9.63%18.49%-6.96%15.00%

Returns By Period

In the year-to-date period, OBEGX achieves a -2.58% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, OBEGX has outperformed MFWIX with an annualized return of 9.28%, while MFWIX has yielded a comparatively lower 6.19% annualized return.


OBEGX

1D
-2.45%
1M
-10.80%
YTD
-2.58%
6M
-0.36%
1Y
28.56%
3Y*
8.32%
5Y*
1.87%
10Y*
9.28%

MFWIX

1D
0.24%
1M
-6.50%
YTD
-0.47%
6M
2.00%
1Y
11.28%
3Y*
8.88%
5Y*
4.75%
10Y*
6.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OBEGX vs. MFWIX - Expense Ratio Comparison

OBEGX has a 1.51% expense ratio, which is higher than MFWIX's 0.84% expense ratio.


Return for Risk

OBEGX vs. MFWIX — Risk / Return Rank

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

OBEGX
OBEGX Risk / Return Rank: 7373
Overall Rank
OBEGX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
OBEGX Sortino Ratio Rank: 7171
Sortino Ratio Rank
OBEGX Omega Ratio Rank: 6363
Omega Ratio Rank
OBEGX Calmar Ratio Rank: 8686
Calmar Ratio Rank
OBEGX Martin Ratio Rank: 7979
Martin Ratio Rank

MFWIX
MFWIX Risk / Return Rank: 6969
Overall Rank
MFWIX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
MFWIX Sortino Ratio Rank: 7171
Sortino Ratio Rank
MFWIX Omega Ratio Rank: 6767
Omega Ratio Rank
MFWIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
MFWIX Martin Ratio Rank: 6666
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.

OBEGX vs. MFWIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oberweis Global Opportunities Fund (OBEGX) and MFS Global Total Return Fund Class I (MFWIX). 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.


OBEGXMFWIXDifference

Sharpe ratio

Return per unit of total volatility

1.24

1.29

-0.04

Sortino ratio

Return per unit of downside risk

1.78

1.77

+0.01

Omega ratio

Gain probability vs. loss probability

1.24

1.25

-0.01

Calmar ratio

Return relative to maximum drawdown

2.21

1.59

+0.63

Martin ratio

Return relative to average drawdown

7.67

6.26

+1.42

OBEGX vs. MFWIX - Sharpe Ratio Comparison

The current OBEGX Sharpe Ratio is 1.24, which is comparable to the MFWIX Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of OBEGX and MFWIX, 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


OBEGXMFWIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.29

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.52

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.65

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.71

-0.49

Correlation

The correlation between OBEGX and MFWIX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

OBEGX vs. MFWIX - Dividend Comparison

OBEGX's dividend yield for the trailing twelve months is around 12.99%, more than MFWIX's 8.81% yield.


TTM20252024202320222021202020192018201720162015
OBEGX
Oberweis Global Opportunities Fund
12.99%12.66%0.00%0.00%2.64%25.09%5.80%0.00%6.68%13.37%1.12%14.32%
MFWIX
MFS Global Total Return Fund Class I
8.81%8.77%9.36%3.98%2.94%10.71%7.53%4.70%3.64%2.36%1.40%4.59%

Drawdowns

OBEGX vs. MFWIX - Drawdown Comparison

The maximum OBEGX drawdown since its inception was -83.07%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for OBEGX and MFWIX.


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Drawdown Indicators


OBEGXMFWIXDifference

Max Drawdown

Largest peak-to-trough decline

-83.07%

-33.01%

-50.06%

Max Drawdown (1Y)

Largest decline over 1 year

-11.24%

-6.85%

-4.39%

Max Drawdown (5Y)

Largest decline over 5 years

-39.68%

-20.22%

-19.46%

Max Drawdown (10Y)

Largest decline over 10 years

-41.54%

-23.36%

-18.18%

Current Drawdown

Current decline from peak

-11.24%

-6.50%

-4.74%

Average Drawdown

Average peak-to-trough decline

-33.86%

-3.83%

-30.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

1.74%

+1.50%

Volatility

OBEGX vs. MFWIX - Volatility Comparison

Oberweis Global Opportunities Fund (OBEGX) has a higher volatility of 8.24% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that OBEGX's price experiences larger fluctuations and is considered to be riskier than MFWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OBEGXMFWIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.24%

3.04%

+5.20%

Volatility (6M)

Calculated over the trailing 6-month period

14.91%

5.25%

+9.66%

Volatility (1Y)

Calculated over the trailing 1-year period

22.02%

8.85%

+13.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.06%

9.09%

+13.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.41%

9.60%

+12.81%