OBEGX vs. OFIGX
OBEGX (Oberweis Global Opportunities Fund) and OFIGX (Oberweis Focused International Growth Fund) are both mutual funds - OBEGX is a Global Equities fund managed by Oberweis, while OFIGX is a Foreign Large Cap Equities fund managed by Oberweis. Over the past 3 years, OBEGX returned 18.84%/yr vs 19.82%/yr for OFIGX. A 0.73 correlation means they provide meaningful diversification when combined. OBEGX charges 1.51%/yr vs 0.95%/yr for OFIGX.
Performance
OBEGX vs. OFIGX - Performance Comparison
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Returns By Period
In the year-to-date period, OBEGX achieves a 29.71% return, which is significantly higher than OFIGX's 13.50% return.
OBEGX
- 1D
- 1.59%
- 1M
- 2.49%
- YTD
- 29.71%
- 6M
- 27.43%
- 1Y
- 48.74%
- 3Y*
- 18.84%
- 5Y*
- 6.83%
- 10Y*
- 12.23%
OFIGX
- 1D
- 0.54%
- 1M
- 3.50%
- YTD
- 13.50%
- 6M
- 13.63%
- 1Y
- 26.02%
- 3Y*
- 19.82%
- 5Y*
- —
- 10Y*
- —
OBEGX vs. OFIGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
OBEGX Oberweis Global Opportunities Fund | 29.71% | 19.32% | 10.72% | 6.40% | -11.63% |
OFIGX Oberweis Focused International Growth Fund | 13.50% | 35.83% | 10.26% | 16.59% | -22.73% |
Correlation
The correlation between OBEGX and OFIGX is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2022 | 0.73 |
The correlation between OBEGX and OFIGX shifts across timeframes, from 0.60 (1 year) to 0.73 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
OBEGX vs. OFIGX — Risk / Return Rank
OBEGX
OFIGX
OBEGX vs. OFIGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oberweis Global Opportunities Fund (OBEGX) and Oberweis Focused International Growth Fund (OFIGX). 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 | OFIGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.80 | ||
| Sortino ratioReturn per unit of downside risk | +0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.29 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.33 | 1.92 | +2.41 |
| Martin ratioReturn relative to average drawdown | 15.48 | 7.28 | +8.20 |
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Drawdowns
OBEGX vs. OFIGX - Drawdown Comparison
The maximum OBEGX drawdown since its inception was -83.07%, which is greater than OFIGX's maximum drawdown of -30.21%. Use the drawdown chart below to compare losses from any high point for OBEGX and OFIGX.
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Drawdown Indicators
| OBEGX | OFIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.07% | -30.21% | -52.86% |
Max Drawdown (1Y)Largest decline over 1 year | -11.24% | -13.43% | +2.19% |
Max Drawdown (3Y)Largest decline over 3 years | -25.41% | -14.42% | -10.99% |
Max Drawdown (5Y)Largest decline over 5 years | -39.68% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.54% | — | — |
Current DrawdownCurrent decline from peak | -0.97% | -0.34% | -0.63% |
Average DrawdownAverage peak-to-trough decline | -33.67% | -8.68% | -24.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 3.52% | -0.38% |
Volatility
OBEGX vs. OFIGX - Volatility Comparison
Oberweis Global Opportunities Fund (OBEGX) and Oberweis Focused International Growth Fund (OFIGX) have volatilities of 7.52% and 7.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OBEGX | OFIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.52% | 7.23% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 17.04% | 15.09% | +1.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.24% | 17.25% | +3.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.34% | 18.29% | +5.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.69% | 18.29% | +4.40% |
OBEGX vs. OFIGX - Expense Ratio Comparison
OBEGX has a 1.51% expense ratio, which is higher than OFIGX's 0.95% expense ratio.
Dividends
OBEGX vs. OFIGX - Dividend Comparison
OBEGX's dividend yield for the trailing twelve months is around 9.76%, more than OFIGX's 0.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OBEGX Oberweis Global Opportunities Fund | 9.76% | 12.66% | 0.00% | 0.00% | 2.64% | 25.09% | 5.80% | 0.00% | 6.68% | 13.37% | 1.12% | 14.32% |
OFIGX Oberweis Focused International Growth Fund | 0.64% | 0.73% | 0.00% | 1.44% | 1.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
OBEGX and OFIGX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OBEGX has higher volatility (7.52%) compared to OFIGX (7.23%). In terms of maximum drawdown, OBEGX dropped -83.07% vs OFIGX's -30.21%.
OBEGX currently has the higher Sharpe Ratio (2.29 vs 1.49), 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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