OBEGX vs. VMVFX
Compare and contrast key facts about Oberweis Global Opportunities Fund (OBEGX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX).
OBEGX is managed by Oberweis. It was launched on Jan 6, 1987. VMVFX is managed by Vanguard. It was launched on Dec 12, 2013.
Performance
OBEGX vs. VMVFX - Performance Comparison
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OBEGX vs. VMVFX - 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% |
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 2.85% | 12.74% | 13.38% | 7.82% | -4.48% | 23.74% | -3.99% | 23.28% | -1.79% | 15.93% |
Returns By Period
In the year-to-date period, OBEGX achieves a 1.37% return, which is significantly lower than VMVFX's 2.85% return. Over the past 10 years, OBEGX has outperformed VMVFX with an annualized return of 9.72%, while VMVFX has yielded a comparatively lower 9.14% 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%
VMVFX
- 1D
- 1.12%
- 1M
- -4.98%
- YTD
- 2.85%
- 6M
- 4.18%
- 1Y
- 9.22%
- 3Y*
- 11.81%
- 5Y*
- 10.02%
- 10Y*
- 9.14%
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OBEGX vs. VMVFX - Expense Ratio Comparison
OBEGX has a 1.51% expense ratio, which is higher than VMVFX's 0.21% expense ratio.
Return for Risk
OBEGX vs. VMVFX — Risk / Return Rank
OBEGX
VMVFX
OBEGX vs. VMVFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oberweis Global Opportunities Fund (OBEGX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX). 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 | VMVFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 0.93 | +0.59 |
Sortino ratioReturn per unit of downside risk | 2.13 | 1.34 | +0.80 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.20 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.88 | 1.29 | +1.59 |
Martin ratioReturn relative to average drawdown | 9.88 | 6.16 | +3.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OBEGX | VMVFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 0.93 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.94 | -0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.73 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.79 | -0.57 |
Correlation
The correlation between OBEGX and VMVFX is 0.66, 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. VMVFX - Dividend Comparison
OBEGX's dividend yield for the trailing twelve months is around 12.49%, more than VMVFX's 9.70% 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% |
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 9.70% | 9.98% | 3.77% | 3.05% | 4.96% | 12.73% | 2.02% | 5.12% | 7.27% | 2.30% | 2.71% | 3.22% |
Drawdowns
OBEGX vs. VMVFX - Drawdown Comparison
The maximum OBEGX drawdown since its inception was -83.07%, which is greater than VMVFX's maximum drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for OBEGX and VMVFX.
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Drawdown Indicators
| OBEGX | VMVFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.07% | -33.09% | -49.98% |
Max Drawdown (1Y)Largest decline over 1 year | -11.24% | -7.96% | -3.28% |
Max Drawdown (5Y)Largest decline over 5 years | -39.68% | -13.02% | -26.66% |
Max Drawdown (10Y)Largest decline over 10 years | -41.54% | -33.09% | -8.45% |
Current DrawdownCurrent decline from peak | -7.65% | -4.98% | -2.67% |
Average DrawdownAverage peak-to-trough decline | -33.86% | -2.84% | -31.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 1.66% | +1.62% |
Volatility
OBEGX vs. VMVFX - Volatility Comparison
Oberweis Global Opportunities Fund (OBEGX) has a higher volatility of 9.39% compared to Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) at 2.93%. This indicates that OBEGX's price experiences larger fluctuations and is considered to be riskier than VMVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OBEGX | VMVFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.39% | 2.93% | +6.46% |
Volatility (6M)Calculated over the trailing 6-month period | 15.43% | 4.99% | +10.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.33% | 10.06% | +12.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.11% | 10.76% | +12.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.44% | 12.49% | +9.95% |