OBIIX vs. OFIGX
OBIIX (Oberweis International Opportunities Institutional Fund) and OFIGX (Oberweis Focused International Growth Fund) are both mutual funds - OBIIX is a Foreign Small & Mid Cap Equities fund managed by Oberweis, while OFIGX is a Foreign Large Cap Equities fund managed by Oberweis. Over the past 3 years, OBIIX returned 16.54%/yr vs 21.78%/yr for OFIGX. Their correlation of 0.89 suggests significant overlap in exposure. OBIIX charges 1.10%/yr vs 0.95%/yr for OFIGX.
Performance
OBIIX vs. OFIGX - Performance Comparison
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Returns By Period
In the year-to-date period, OBIIX achieves a 11.48% return, which is significantly lower than OFIGX's 15.34% return.
OBIIX
- 1D
- 1.26%
- 1M
- 1.26%
- YTD
- 11.48%
- 6M
- 10.77%
- 1Y
- 20.56%
- 3Y*
- 16.54%
- 5Y*
- -0.58%
- 10Y*
- 8.20%
OFIGX
- 1D
- 1.62%
- 1M
- 5.17%
- YTD
- 15.34%
- 6M
- 14.60%
- 1Y
- 27.52%
- 3Y*
- 21.78%
- 5Y*
- —
- 10Y*
- —
OBIIX vs. OFIGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
OBIIX Oberweis International Opportunities Institutional Fund | 11.48% | 31.07% | 4.35% | 5.72% | -25.93% |
OFIGX Oberweis Focused International Growth Fund | 15.34% | 35.83% | 10.26% | 16.59% | -22.73% |
Correlation
The correlation between OBIIX and OFIGX is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2022 | 0.89 |
The correlation between OBIIX and OFIGX has been stable across timeframes, ranging from 0.83 to 0.89 - a consistent structural relationship.
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Return for Risk
OBIIX vs. OFIGX — Risk / Return Rank
OBIIX
OFIGX
OBIIX vs. OFIGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oberweis International Opportunities Institutional Fund (OBIIX) and Oberweis Focused International Growth Fund (OFIGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| OBIIX | OFIGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.31 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.35 | 2.12 | -0.76 |
| Martin ratioReturn relative to average drawdown | 4.70 | 8.05 | -3.35 |
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Drawdowns
OBIIX vs. OFIGX - Drawdown Comparison
The maximum OBIIX drawdown since its inception was -51.22%, which is greater than OFIGX's maximum drawdown of -30.21%. Use the drawdown chart below to compare losses from any high point for OBIIX and OFIGX.
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Drawdown Indicators
| OBIIX | OFIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.22% | -30.21% | -21.01% |
Max Drawdown (1Y)Largest decline over 1 year | -15.67% | -13.43% | -2.24% |
Max Drawdown (3Y)Largest decline over 3 years | -17.08% | -14.42% | -2.66% |
Max Drawdown (5Y)Largest decline over 5 years | -51.22% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -51.22% | — | — |
Current DrawdownCurrent decline from peak | -11.32% | 0.00% | -11.32% |
Average DrawdownAverage peak-to-trough decline | -17.21% | -8.67% | -8.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.51% | 3.51% | +1.00% |
Volatility
OBIIX vs. OFIGX - Volatility Comparison
The current volatility for Oberweis International Opportunities Institutional Fund (OBIIX) is 6.64%, while Oberweis Focused International Growth Fund (OFIGX) has a volatility of 7.35%. This indicates that OBIIX experiences smaller price fluctuations and is considered to be less risky than OFIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OBIIX | OFIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.64% | 7.35% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 15.08% | 15.14% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.37% | 17.34% | +0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.80% | 18.29% | +1.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.72% | 18.29% | +1.43% |
OBIIX vs. OFIGX - Expense Ratio Comparison
OBIIX has a 1.10% expense ratio, which is higher than OFIGX's 0.95% expense ratio.
Dividends
OBIIX vs. OFIGX - Dividend Comparison
OBIIX's dividend yield for the trailing twelve months is around 0.99%, more than OFIGX's 0.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OBIIX Oberweis International Opportunities Institutional Fund | 0.99% | 1.10% | 0.00% | 1.93% | 0.00% | 31.91% | 0.51% | 1.31% | 13.63% | 7.30% | 0.40% | 0.55% |
OFIGX Oberweis Focused International Growth Fund | 0.63% | 0.73% | 0.00% | 1.44% | 1.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
OBIIX and OFIGX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OFIGX has higher volatility (7.35%) compared to OBIIX (6.64%). In terms of maximum drawdown, OBIIX dropped -51.22% vs OFIGX's -30.21%.
OFIGX currently has the higher Sharpe Ratio (1.64 vs 1.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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