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OBMCX vs. HRSMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OBMCX and HRSMX is 0.76, 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.


Performance

OBMCX vs. HRSMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oberweis Micro Cap Fund (OBMCX) and Hood River Small-Cap Growth Fund (HRSMX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

OBMCX:

0.23

HRSMX:

0.24

Sortino Ratio

OBMCX:

0.43

HRSMX:

0.44

Omega Ratio

OBMCX:

1.05

HRSMX:

1.06

Calmar Ratio

OBMCX:

0.17

HRSMX:

0.15

Martin Ratio

OBMCX:

0.46

HRSMX:

0.41

Ulcer Index

OBMCX:

10.07%

HRSMX:

12.11%

Daily Std Dev

OBMCX:

27.96%

HRSMX:

29.03%

Max Drawdown

OBMCX:

-67.42%

HRSMX:

-58.32%

Current Drawdown

OBMCX:

-14.93%

HRSMX:

-18.16%

Returns By Period

In the year-to-date period, OBMCX achieves a -8.21% return, which is significantly higher than HRSMX's -9.80% return. Over the past 10 years, OBMCX has outperformed HRSMX with an annualized return of 15.43%, while HRSMX has yielded a comparatively lower 12.11% annualized return.


OBMCX

YTD

-8.21%

1M

5.45%

6M

-13.36%

1Y

4.67%

3Y*

15.03%

5Y*

23.76%

10Y*

15.43%

HRSMX

YTD

-9.80%

1M

9.55%

6M

-16.63%

1Y

5.11%

3Y*

14.47%

5Y*

16.73%

10Y*

12.11%

*Annualized

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Oberweis Micro Cap Fund

Hood River Small-Cap Growth Fund

OBMCX vs. HRSMX - Expense Ratio Comparison

OBMCX has a 1.48% expense ratio, which is higher than HRSMX's 1.09% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

OBMCX vs. HRSMX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OBMCX
The Risk-Adjusted Performance Rank of OBMCX is 2929
Overall Rank
The Sharpe Ratio Rank of OBMCX is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of OBMCX is 3131
Sortino Ratio Rank
The Omega Ratio Rank of OBMCX is 2929
Omega Ratio Rank
The Calmar Ratio Rank of OBMCX is 3030
Calmar Ratio Rank
The Martin Ratio Rank of OBMCX is 2727
Martin Ratio Rank

HRSMX
The Risk-Adjusted Performance Rank of HRSMX is 2828
Overall Rank
The Sharpe Ratio Rank of HRSMX is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of HRSMX is 3131
Sortino Ratio Rank
The Omega Ratio Rank of HRSMX is 2929
Omega Ratio Rank
The Calmar Ratio Rank of HRSMX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of HRSMX is 2626
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

OBMCX vs. HRSMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Oberweis Micro Cap Fund (OBMCX) and Hood River Small-Cap Growth Fund (HRSMX). 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 0.23, which is comparable to the HRSMX Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of OBMCX and HRSMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

OBMCX vs. HRSMX - Dividend Comparison

OBMCX's dividend yield for the trailing twelve months is around 2.76%, less than HRSMX's 4.16% yield.


TTM20242023202220212020201920182017201620152014
OBMCX
Oberweis Micro Cap Fund
2.76%2.53%0.00%1.37%24.35%0.00%0.00%19.67%11.76%0.05%3.07%8.03%
HRSMX
Hood River Small-Cap Growth Fund
4.16%3.75%0.00%0.00%19.96%6.28%0.00%4.59%6.74%0.00%5.73%0.00%

Drawdowns

OBMCX vs. HRSMX - Drawdown Comparison

The maximum OBMCX drawdown since its inception was -67.42%, which is greater than HRSMX's maximum drawdown of -58.32%. Use the drawdown chart below to compare losses from any high point for OBMCX and HRSMX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

OBMCX vs. HRSMX - Volatility Comparison

The current volatility for Oberweis Micro Cap Fund (OBMCX) is 5.32%, while Hood River Small-Cap Growth Fund (HRSMX) has a volatility of 5.96%. This indicates that OBMCX experiences smaller price fluctuations and is considered to be less risky than HRSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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