OBEMX vs. MSMLX
Compare and contrast key facts about Oberweis Emerging Markets Fund (OBEMX) and Matthews Emerging Markets Small Companies Fund (MSMLX).
OBEMX is managed by Oberweis. It was launched on Apr 30, 2018. MSMLX is managed by Matthews Asia Funds. It was launched on Sep 14, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OBEMX or MSMLX.
Performance
OBEMX vs. MSMLX - Performance Comparison
Returns By Period
In the year-to-date period, OBEMX achieves a -16.54% return, which is significantly lower than MSMLX's -3.53% return.
OBEMX
-16.54%
-22.54%
-17.47%
-12.69%
1.12%
N/A
MSMLX
-3.53%
-5.20%
-4.61%
-7.12%
7.55%
1.64%
Key characteristics
| OBEMX | MSMLX | |
|---|---|---|
| Sharpe Ratio | -0.49 | -0.46 |
| Sortino Ratio | -0.40 | -0.52 |
| Omega Ratio | 0.89 | 0.94 |
| Calmar Ratio | -0.30 | -0.26 |
| Martin Ratio | -1.83 | -1.56 |
| Ulcer Index | 6.71% | 4.57% |
| Daily Std Dev | 25.29% | 15.51% |
| Max Drawdown | -43.95% | -45.68% |
| Current Drawdown | -41.08% | -25.90% |
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OBEMX vs. MSMLX - Expense Ratio Comparison
OBEMX has a 1.75% expense ratio, which is higher than MSMLX's 1.37% expense ratio.
Correlation
The correlation between OBEMX and MSMLX is 0.81, 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. MSMLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Oberweis Emerging Markets Fund (OBEMX) and Matthews Emerging Markets Small Companies Fund (MSMLX). 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.
Dividends
OBEMX vs. MSMLX - Dividend Comparison
OBEMX's dividend yield for the trailing twelve months is around 0.61%, less than MSMLX's 1.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MSMLX Matthews Emerging Markets Small Companies Fund | 1.65% | 1.59% | 0.39% | 0.00% | 0.21% | 0.51% | 0.49% | 0.43% | 0.43% | 0.13% | 0.39% | 0.48% |
Drawdowns
OBEMX vs. MSMLX - Drawdown Comparison
The maximum OBEMX drawdown since its inception was -43.95%, roughly equal to the maximum MSMLX drawdown of -45.68%. Use the drawdown chart below to compare losses from any high point for OBEMX and MSMLX. For additional features, visit the drawdowns tool.
Volatility
OBEMX vs. MSMLX - Volatility Comparison
Oberweis Emerging Markets Fund (OBEMX) has a higher volatility of 25.43% compared to Matthews Emerging Markets Small Companies Fund (MSMLX) at 4.34%. This indicates that OBEMX's price experiences larger fluctuations and is considered to be riskier than MSMLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.