OBEGX vs. OBMCX

Last updated Apr 2, 2026

Compare and contrast key facts about Oberweis Global Opportunities Fund (OBEGX) and Oberweis Micro Cap Fund (OBMCX).

OBEGX is managed by Oberweis. It was launched on Jan 6, 1987. OBMCX is managed by Oberweis. It was launched on Dec 29, 1995.

Performance

OBEGX vs. OBMCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oberweis Global Opportunities Fund (OBEGX) and Oberweis Micro Cap Fund (OBMCX). The values are adjusted to include any dividend payments, if applicable.

OBEGX vs. OBMCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
OBEGX Oberweis Global Opportunities Fund	1.37%	19.32%	10.72%	6.40%	-26.76%	20.80%	55.68%	25.67%	-25.62%	33.35%
OBMCX Oberweis Micro Cap Fund	13.51%	14.70%	22.82%	18.87%	-10.57%	53.20%	29.91%	21.94%	-12.04%	27.90%

Returns By Period

In the year-to-date period, OBEGX achieves a 1.37% return, which is significantly lower than OBMCX's 13.51% return. Over the past 10 years, OBEGX has underperformed OBMCX with an annualized return of 9.72%, while OBMCX has yielded a comparatively higher 19.20% annualized return.

OBEGX

• 1D: 4.05%
• 1M: -7.25%
• YTD: 1.37%
• 6M: 3.65%
• 1Y: 32.92%
• 3Y*: 9.76%
• 5Y*: 2.17%
• 10Y*: 9.72%

OBMCX

• 1D: 4.17%
• 1M: -4.11%
• YTD: 13.51%
• 6M: 11.94%
• 1Y: 49.08%
• 3Y*: 20.34%
• 5Y*: 14.90%
• 10Y*: 19.20%

*Multi-year figures are annualized to reflect compound growth (CAGR)

OBEGX vs. OBMCX - Expense Ratio Comparison

OBEGX has a 1.51% expense ratio, which is higher than OBMCX's 1.48% expense ratio.

OBEGX

Oberweis Global Opportunities Fund

OBMCX

Oberweis Micro Cap Fund

Return for Risk

OBEGX vs. OBMCX — Risk / Return Rank

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

OBEGX

OBEGX Risk / Return Rank: 80
OBEGX Sharpe Ratio Rank: 77
OBEGX Sortino Ratio Rank: 77
OBEGX Omega Ratio Rank: 70
OBEGX Calmar Ratio Rank: 91
OBEGX Martin Ratio Rank: 86

OBMCX

OBMCX Risk / Return Rank: 90
OBMCX Sharpe Ratio Rank: 88
OBMCX Sortino Ratio Rank: 87
OBMCX Omega Ratio Rank: 81
OBMCX Calmar Ratio Rank: 97
OBMCX Martin Ratio Rank: 95

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. OBMCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oberweis Global Opportunities Fund (OBEGX) and Oberweis Micro Cap Fund (OBMCX). 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.

	OBEGX	OBMCX	Difference
Sharpe ratio Return per unit of total volatility	1.52	1.82	-0.30
Sortino ratio Return per unit of downside risk	2.13	2.42	-0.29
Omega ratio Gain probability vs. loss probability	1.29	1.33	-0.03
Calmar ratio Return relative to maximum drawdown	2.88	3.82	-0.94
Martin ratio Return relative to average drawdown	9.88	13.69	-3.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OBEGX vs. OBMCX - Sharpe Ratio Comparison

The current OBEGX Sharpe Ratio is 1.52, which is comparable to the OBMCX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of OBEGX and OBMCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	OBEGX	OBMCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.52	1.82	-0.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.09	0.57	-0.48
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.43	0.75	-0.31
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	0.42	-0.20

Correlation

The correlation between OBEGX and OBMCX is 0.84, 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

OBEGX vs. OBMCX - Dividend Comparison

OBEGX's dividend yield for the trailing twelve months is around 12.49%, more than OBMCX's 1.24% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
OBEGX Oberweis Global Opportunities Fund	12.49%	12.66%	0.00%	0.00%	2.64%	25.09%	5.80%	0.00%	6.68%	13.37%	1.12%	14.32%
OBMCX Oberweis Micro Cap Fund	1.24%	1.41%	2.53%	0.00%	1.37%	24.35%	0.00%	0.00%	19.67%	11.76%	0.05%	3.07%

Drawdowns

OBEGX vs. OBMCX - Drawdown Comparison

The maximum OBEGX drawdown since its inception was -83.07%, which is greater than OBMCX's maximum drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for OBEGX and OBMCX.

Drawdown Indicators

	OBEGX	OBMCX	Difference
Max Drawdown Largest peak-to-trough decline	-83.07%	-68.24%	-14.83%
Max Drawdown (1Y) Largest decline over 1 year	-11.24%	-12.68%	+1.44%
Max Drawdown (5Y) Largest decline over 5 years	-39.68%	-28.11%	-11.57%
Max Drawdown (10Y) Largest decline over 10 years	-41.54%	-50.04%	+8.50%
Current Drawdown Current decline from peak	-7.65%	-5.04%	-2.61%
Average Drawdown Average peak-to-trough decline	-33.86%	-16.51%	-17.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.28%	3.54%	-0.26%

Volatility

OBEGX vs. OBMCX - Volatility Comparison

The current volatility for Oberweis Global Opportunities Fund (OBEGX) is 9.39%, while Oberweis Micro Cap Fund (OBMCX) has a volatility of 12.02%. This indicates that OBEGX experiences smaller price fluctuations and is considered to be less risky than OBMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OBEGX	OBMCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.39%	12.02%	-2.63%
Volatility (6M) Calculated over the trailing 6-month period	15.43%	19.34%	-3.91%
Volatility (1Y) Calculated over the trailing 1-year period	22.33%	27.49%	-5.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.11%	26.14%	-3.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.44%	25.73%	-3.29%