OBMCX vs. DWAS

In the year-to-date period, OBMCX achieves a 24.14% return, which is significantly higher than DWAS's 18.85% return. Over the past 10 years, OBMCX has underperformed DWAS with an annualized return of 9.49%, while DWAS has yielded a comparatively higher 10.65% annualized return.

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OBMCX has a 1.48% expense ratio, which is higher than DWAS's 0.60% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Oberweis Micro Cap Fund (OBMCX) and Invesco DWA SmallCap Momentum ETF (DWAS). 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.

The current OBMCX Sharpe Ratio is 1.73, which is comparable to the DWAS Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of OBMCX and DWAS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

OBMCX has not paid dividends to shareholders, while DWAS's dividend yield for the trailing twelve months is around 1.50%.

The maximum OBMCX drawdown since its inception was -81.09%, which is greater than DWAS's maximum drawdown of -46.17%. Use the drawdown chart below to compare losses from any high point for OBMCX and DWAS. For additional features, visit the drawdowns tool.

The current volatility for Oberweis Micro Cap Fund (OBMCX) is 7.14%, while Invesco DWA SmallCap Momentum ETF (DWAS) has a volatility of 8.90%. This indicates that OBMCX experiences smaller price fluctuations and is considered to be less risky than DWAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.