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OBEMX vs. AVUV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

OBEMX vs. AVUV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oberweis Emerging Markets Fund (OBEMX) and Avantis U.S. Small Cap Value ETF (AVUV). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-17.75%
9.08%
OBEMX
AVUV

Returns By Period

In the year-to-date period, OBEMX achieves a -16.54% return, which is significantly lower than AVUV's 13.78% return.


OBEMX

YTD

-16.54%

1M

-23.10%

6M

-17.75%

1Y

-13.32%

5Y (annualized)

1.07%

10Y (annualized)

N/A

AVUV

YTD

13.78%

1M

2.79%

6M

9.08%

1Y

27.70%

5Y (annualized)

16.32%

10Y (annualized)

N/A

Key characteristics


OBEMXAVUV
Sharpe Ratio-0.491.33
Sortino Ratio-0.402.03
Omega Ratio0.891.25
Calmar Ratio-0.302.56
Martin Ratio-1.836.72
Ulcer Index6.71%4.18%
Daily Std Dev25.29%21.10%
Max Drawdown-43.95%-49.42%
Current Drawdown-41.08%-3.75%

Compare stocks, funds, or ETFs

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OBEMX vs. AVUV - Expense Ratio Comparison

OBEMX has a 1.75% expense ratio, which is higher than AVUV's 0.25% expense ratio.


OBEMX
Oberweis Emerging Markets Fund
Expense ratio chart for OBEMX: current value at 1.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.75%
Expense ratio chart for AVUV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Correlation

-0.50.00.51.00.5

The correlation between OBEMX and AVUV is 0.54, 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.

Risk-Adjusted Performance

OBEMX vs. AVUV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Oberweis Emerging Markets Fund (OBEMX) and Avantis U.S. Small Cap Value ETF (AVUV). 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.


Sharpe ratio
The chart of Sharpe ratio for OBEMX, currently valued at -0.49, compared to the broader market-1.000.001.002.003.004.005.00-0.491.33
The chart of Sortino ratio for OBEMX, currently valued at -0.40, compared to the broader market0.005.0010.00-0.402.03
The chart of Omega ratio for OBEMX, currently valued at 0.89, compared to the broader market1.002.003.004.000.891.25
The chart of Calmar ratio for OBEMX, currently valued at -0.30, compared to the broader market0.005.0010.0015.0020.0025.00-0.302.56
The chart of Martin ratio for OBEMX, currently valued at -1.83, compared to the broader market0.0020.0040.0060.0080.00100.00-1.836.72
OBEMX
AVUV

The current OBEMX Sharpe Ratio is -0.49, which is lower than the AVUV Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of OBEMX and AVUV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
-0.49
1.33
OBEMX
AVUV

Dividends

OBEMX vs. AVUV - Dividend Comparison

OBEMX's dividend yield for the trailing twelve months is around 0.60%, less than AVUV's 1.55% yield.


TTM20232022202120202019
OBEMX
Oberweis Emerging Markets Fund
0.60%0.50%0.00%0.00%0.00%0.00%
AVUV
Avantis U.S. Small Cap Value ETF
1.55%1.65%1.74%1.28%1.21%0.38%

Drawdowns

OBEMX vs. AVUV - Drawdown Comparison

The maximum OBEMX drawdown since its inception was -43.95%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for OBEMX and AVUV. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-41.08%
-3.75%
OBEMX
AVUV

Volatility

OBEMX vs. AVUV - Volatility Comparison

Oberweis Emerging Markets Fund (OBEMX) has a higher volatility of 25.41% compared to Avantis U.S. Small Cap Value ETF (AVUV) at 8.44%. This indicates that OBEMX's price experiences larger fluctuations and is considered to be riskier than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
25.41%
8.44%
OBEMX
AVUV