OBMCX vs. DWAS

In the year-to-date period, OBMCX achieves a -20.87% return, which is significantly higher than DWAS's -22.58% return. Over the past 10 years, OBMCX has outperformed DWAS with an annualized return of 7.33%, while DWAS has yielded a comparatively lower 5.91% 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 -0.30, which is higher than the DWAS Sharpe Ratio of -0.72. 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 1.02%.

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.

Oberweis Micro Cap Fund (OBMCX) and Invesco DWA SmallCap Momentum ETF (DWAS) have volatilities of 11.93% and 11.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.