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

Correlation

The correlation between OBEMX and HAWX is 0.70, 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.


-0.50.00.51.00.7

Performance

OBEMX vs. HAWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oberweis Emerging Markets Fund (OBEMX) and iShares Currency Hedged MSCI ACWI ex U.S. ETF (HAWX). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
-17.54%
2.73%
OBEMX
HAWX

Key characteristics

Returns By Period


OBEMX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

HAWX

YTD

14.71%

1M

-0.05%

6M

2.95%

1Y

15.61%

5Y*

8.17%

10Y*

N/A

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OBEMX vs. HAWX - Expense Ratio Comparison

OBEMX has a 1.75% expense ratio, which is higher than HAWX's 0.35% 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 HAWX: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

OBEMX vs. HAWX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Oberweis Emerging Markets Fund (OBEMX) and iShares Currency Hedged MSCI ACWI ex U.S. ETF (HAWX). 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 -0.59, compared to the broader market-1.000.001.002.003.004.00-0.591.46
The chart of Sortino ratio for OBEMX, currently valued at -0.53, compared to the broader market-2.000.002.004.006.008.0010.00-0.531.97
The chart of Omega ratio for OBEMX, currently valued at 0.84, compared to the broader market0.501.001.502.002.503.003.500.841.27
The chart of Calmar ratio for OBEMX, currently valued at -0.36, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.361.70
The chart of Martin ratio for OBEMX, currently valued at -1.52, compared to the broader market0.0020.0040.0060.00-1.527.70
OBEMX
HAWX


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.59
1.46
OBEMX
HAWX

Dividends

OBEMX vs. HAWX - Dividend Comparison

OBEMX has not paid dividends to shareholders, while HAWX's dividend yield for the trailing twelve months is around 3.32%.


TTM202320222021202020192018201720162015
OBEMX
Oberweis Emerging Markets Fund
129.68%0.51%2.78%14.68%0.00%0.00%0.00%0.00%0.00%0.00%
HAWX
iShares Currency Hedged MSCI ACWI ex U.S. ETF
3.32%2.95%16.94%2.63%2.00%3.22%2.51%2.40%2.49%3.86%

Drawdowns

OBEMX vs. HAWX - Drawdown Comparison


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-41.08%
-2.31%
OBEMX
HAWX

Volatility

OBEMX vs. HAWX - Volatility Comparison

The current volatility for Oberweis Emerging Markets Fund (OBEMX) is 0.00%, while iShares Currency Hedged MSCI ACWI ex U.S. ETF (HAWX) has a volatility of 2.58%. This indicates that OBEMX experiences smaller price fluctuations and is considered to be less risky than HAWX 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%JulyAugustSeptemberOctoberNovemberDecember0
2.58%
OBEMX
HAWX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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