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

Correlation

The correlation between OBMCX and HRSMX is 0.88, 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.


-0.50.00.51.00.9

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.

200.00%300.00%400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
223.55%
634.64%
OBMCX
HRSMX

Key characteristics

Sharpe Ratio

OBMCX:

1.03

HRSMX:

1.50

Sortino Ratio

OBMCX:

1.53

HRSMX:

2.05

Omega Ratio

OBMCX:

1.18

HRSMX:

1.26

Calmar Ratio

OBMCX:

1.05

HRSMX:

0.99

Martin Ratio

OBMCX:

5.66

HRSMX:

9.73

Ulcer Index

OBMCX:

4.22%

HRSMX:

3.60%

Daily Std Dev

OBMCX:

23.09%

HRSMX:

23.31%

Max Drawdown

OBMCX:

-81.09%

HRSMX:

-65.94%

Current Drawdown

OBMCX:

-8.37%

HRSMX:

-12.27%

Returns By Period

In the year-to-date period, OBMCX achieves a 21.43% return, which is significantly lower than HRSMX's 31.00% return. Both investments have delivered pretty close results over the past 10 years, with OBMCX having a 9.66% annualized return and HRSMX not far behind at 9.29%.


OBMCX

YTD

21.43%

1M

-0.37%

6M

10.74%

1Y

21.69%

5Y*

15.44%

10Y*

9.66%

HRSMX

YTD

31.00%

1M

-5.03%

6M

12.04%

1Y

33.27%

5Y*

12.40%

10Y*

9.29%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


OBMCX vs. HRSMX - Expense Ratio Comparison

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


OBMCX
Oberweis Micro Cap Fund
Expense ratio chart for OBMCX: current value at 1.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.48%
Expense ratio chart for HRSMX: current value at 1.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.09%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for OBMCX, currently valued at 1.03, compared to the broader market-1.000.001.002.003.004.001.031.50
The chart of Sortino ratio for OBMCX, currently valued at 1.53, compared to the broader market-2.000.002.004.006.008.0010.001.532.05
The chart of Omega ratio for OBMCX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.003.501.181.26
The chart of Calmar ratio for OBMCX, currently valued at 1.05, compared to the broader market0.005.0010.0015.001.050.99
The chart of Martin ratio for OBMCX, currently valued at 5.66, compared to the broader market0.0020.0040.0060.005.669.73
OBMCX
HRSMX

The current OBMCX Sharpe Ratio is 1.03, which is lower than the HRSMX Sharpe Ratio of 1.50. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.03
1.50
OBMCX
HRSMX

Dividends

OBMCX vs. HRSMX - Dividend Comparison

Neither OBMCX nor HRSMX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OBMCX vs. HRSMX - Drawdown Comparison

The maximum OBMCX drawdown since its inception was -81.09%, which is greater than HRSMX's maximum drawdown of -65.94%. Use the drawdown chart below to compare losses from any high point for OBMCX and HRSMX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.37%
-12.27%
OBMCX
HRSMX

Volatility

OBMCX vs. HRSMX - Volatility Comparison

The current volatility for Oberweis Micro Cap Fund (OBMCX) is 6.66%, while Hood River Small-Cap Growth Fund (HRSMX) has a volatility of 9.00%. 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.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%11.00%JulyAugustSeptemberOctoberNovemberDecember
6.66%
9.00%
OBMCX
HRSMX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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