OBEGX vs. OFIGX

Last updated Aug 1, 2026

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 15.39%/yr vs 18.34%/yr for OFIGX. Their 0.73 correlation means they have sometimes moved together and sometimes differently. OBEGX charges 1.51%/yr vs 0.95%/yr for OFIGX.

Performance

OBEGX vs. OFIGX - Performance Comparison

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

Returns By Period

In the year-to-date period, OBEGX achieves a 20.61% return, which is significantly higher than OFIGX's 9.82% 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%

OFIGX

• 1D: 4.07%
• 1M: -1.31%
• 6M: 5.53%
• YTD: 9.82%
• 1Y: 18.92%
• 3Y*: 18.34%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 9.50%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
OBEGX Oberweis Global Opportunities Fund	$0.00	$0.00	$0.00
OFIGX Oberweis Focused International Growth Fund	$0.00	$0.00	$0.00

OBEGX vs. OFIGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
OBEGX Oberweis Global Opportunities Fund	20.61%	19.32%	10.72%	6.40%	-11.63%
OFIGX Oberweis Focused International Growth Fund	9.82%	35.83%	10.26%	16.59%	-22.73%

Correlation

The correlation between OBEGX and OFIGX is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.61
Correlation (3Y) Balances recent behavior with more history.	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 0.61 (1 year) to 0.73 (all time), reflecting how their relationship changes across market environments.

Return for Risk

OBEGX vs. OFIGX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

OBEGX

OBEGX Risk / Return Rank: 54
OBEGX Sharpe Ratio Rank: 46
OBEGX Sortino Ratio Rank: 45
OBEGX Omega Ratio Rank: 41
OBEGX Calmar Ratio Rank: 75
OBEGX Martin Ratio Rank: 62

OFIGX

OFIGX Risk / Return Rank: 30
OFIGX Sharpe Ratio Rank: 29
OFIGX Sortino Ratio Rank: 31
OFIGX Omega Ratio Rank: 31
OFIGX Calmar Ratio Rank: 29
OFIGX Martin Ratio Rank: 32

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.

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 ratio: Return per unit of total volatility	1.30	1.00	+0.30
Sortino ratio: Return per unit of downside risk	1.87	1.52	+0.35
Omega ratio: Gain probability vs. loss probability	1.23	1.19	+0.03
Calmar ratio: Return relative to maximum drawdown	2.49	1.37	+1.12
Martin ratio: Return relative to average drawdown	8.02	4.78	+3.25

OBEGX vs. OFIGX - Sharpe Ratio Comparison

The current OBEGX Sharpe Ratio is 1.30, which is higher than the OFIGX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of OBEGX and OFIGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	OBEGX	OFIGX	Difference
Max Drawdown Largest peak-to-trough decline	-83.07%	-30.21%	-52.86%
Max Drawdown (1Y) Largest decline over 1 year	-11.92%	-13.43%	+1.51%
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 Drawdown Current decline from peak	-8.30%	-4.79%	-3.51%
Average Drawdown Average peak-to-trough decline	-33.59%	-8.57%	-25.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.69%	3.83%	-0.14%

Volatility

OBEGX vs. OFIGX - Volatility Comparison

Oberweis Global Opportunities Fund (OBEGX) has a higher volatility of 7.96% compared to Oberweis Focused International Growth Fund (OFIGX) at 6.49%. This indicates that OBEGX's price experiences larger fluctuations and is considered to be riskier than OFIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OBEGX	OFIGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.96%	6.49%	+1.47%
Volatility (6M) Calculated over the trailing 6-month period	19.05%	16.52%	+2.53%
Volatility (1Y) Calculated over the trailing 1-year period	22.87%	18.44%	+4.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.56%	18.44%	+5.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.75%	18.44%	+4.31%

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 10.49%, more than OFIGX's 0.67% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
OFIGX Oberweis Focused International Growth Fund	0.67%	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

Can I hold both OBEGX and OFIGX in my portfolio?

OBEGX and OFIGX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, OBEGX or OFIGX?

OBEGX has higher volatility (7.96%) compared to OFIGX (6.49%). In terms of maximum drawdown, OBEGX dropped -83.07% vs OFIGX's -30.21%.

Which has better risk-adjusted returns?

OBEGX currently has the higher Sharpe Ratio (1.30 vs 1.00), 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.