PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
OBEMX vs. EEMS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

OBEMX vs. EEMS - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-17.11%
-1.13%
OBEMX
EEMS

Returns By Period

In the year-to-date period, OBEMX achieves a -16.54% return, which is significantly lower than EEMS's 3.48% return.


OBEMX

YTD

-16.54%

1M

-22.66%

6M

-17.11%

1Y

-12.69%

5Y (annualized)

1.12%

10Y (annualized)

N/A

EEMS

YTD

3.48%

1M

-3.86%

6M

-1.14%

1Y

8.28%

5Y (annualized)

9.24%

10Y (annualized)

4.77%

Key characteristics


OBEMXEEMS
Sharpe Ratio-0.490.62
Sortino Ratio-0.400.90
Omega Ratio0.891.12
Calmar Ratio-0.300.86
Martin Ratio-1.832.92
Ulcer Index6.71%2.73%
Daily Std Dev25.29%12.85%
Max Drawdown-43.95%-48.89%
Current Drawdown-41.08%-7.21%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


OBEMX vs. EEMS - Expense Ratio Comparison

OBEMX has a 1.75% expense ratio, which is higher than EEMS's 0.69% 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 EEMS: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%

Correlation

-0.50.00.51.00.8

The correlation between OBEMX and EEMS is 0.78, 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.

Risk-Adjusted Performance

OBEMX vs. EEMS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Oberweis Emerging Markets Fund (OBEMX) and iShares MSCI Emerging Markets Small-Cap ETF (EEMS). 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 -0.52, compared to the broader market-1.000.001.002.003.004.005.00-0.520.62
The chart of Sortino ratio for OBEMX, currently valued at -0.44, compared to the broader market0.005.0010.00-0.440.90
The chart of Omega ratio for OBEMX, currently valued at 0.87, compared to the broader market1.002.003.004.000.871.12
The chart of Calmar ratio for OBEMX, currently valued at -0.32, compared to the broader market0.005.0010.0015.0020.0025.00-0.320.86
The chart of Martin ratio for OBEMX, currently valued at -1.86, compared to the broader market0.0020.0040.0060.0080.00100.00-1.862.92
OBEMX
EEMS

The current OBEMX Sharpe Ratio is -0.49, which is lower than the EEMS Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of OBEMX and EEMS, 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
-0.52
0.62
OBEMX
EEMS

Dividends

OBEMX vs. EEMS - Dividend Comparison

OBEMX's dividend yield for the trailing twelve months is around 0.61%, less than EEMS's 2.48% yield.


TTM20232022202120202019201820172016201520142013
OBEMX
Oberweis Emerging Markets Fund
0.61%0.51%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EEMS
iShares MSCI Emerging Markets Small-Cap ETF
2.48%2.69%0.89%3.56%2.14%2.64%3.06%2.47%2.51%2.33%2.67%2.15%

Drawdowns

OBEMX vs. EEMS - Drawdown Comparison

The maximum OBEMX drawdown since its inception was -43.95%, smaller than the maximum EEMS drawdown of -48.89%. Use the drawdown chart below to compare losses from any high point for OBEMX and EEMS. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-41.08%
-7.21%
OBEMX
EEMS

Volatility

OBEMX vs. EEMS - Volatility Comparison

Oberweis Emerging Markets Fund (OBEMX) has a higher volatility of 25.43% compared to iShares MSCI Emerging Markets Small-Cap ETF (EEMS) at 3.69%. This indicates that OBEMX's price experiences larger fluctuations and is considered to be riskier than EEMS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
25.43%
3.69%
OBEMX
EEMS