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

Performance

OBMCX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oberweis Micro Cap Fund (OBMCX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
20.96%
13.62%
OBMCX
VOO

Returns By Period

In the year-to-date period, OBMCX achieves a 28.26% return, which is significantly higher than VOO's 26.16% return. Over the past 10 years, OBMCX has underperformed VOO with an annualized return of 9.83%, while VOO has yielded a comparatively higher 13.18% annualized return.


OBMCX

YTD

28.26%

1M

8.87%

6M

20.96%

1Y

43.57%

5Y (annualized)

17.43%

10Y (annualized)

9.83%

VOO

YTD

26.16%

1M

1.77%

6M

13.62%

1Y

32.33%

5Y (annualized)

15.68%

10Y (annualized)

13.18%

Key characteristics


OBMCXVOO
Sharpe Ratio1.922.70
Sortino Ratio2.613.60
Omega Ratio1.321.50
Calmar Ratio1.633.90
Martin Ratio10.7517.65
Ulcer Index4.12%1.86%
Daily Std Dev23.09%12.19%
Max Drawdown-81.09%-33.99%
Current Drawdown-0.86%-0.86%

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OBMCX vs. VOO - Expense Ratio Comparison

OBMCX has a 1.48% expense ratio, which is higher than VOO's 0.03% 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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.00.8

The correlation between OBMCX and VOO is 0.77, 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.

Risk-Adjusted Performance

OBMCX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Oberweis Micro Cap Fund (OBMCX) and Vanguard S&P 500 ETF (VOO). 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 1.92, compared to the broader market-1.000.001.002.003.004.005.001.922.70
The chart of Sortino ratio for OBMCX, currently valued at 2.61, compared to the broader market0.005.0010.002.613.60
The chart of Omega ratio for OBMCX, currently valued at 1.32, compared to the broader market1.002.003.004.001.321.50
The chart of Calmar ratio for OBMCX, currently valued at 1.63, compared to the broader market0.005.0010.0015.0020.0025.001.633.90
The chart of Martin ratio for OBMCX, currently valued at 10.75, compared to the broader market0.0020.0040.0060.0080.00100.0010.7517.65
OBMCX
VOO

The current OBMCX Sharpe Ratio is 1.92, which is comparable to the VOO Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of OBMCX and VOO, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.92
2.70
OBMCX
VOO

Dividends

OBMCX vs. VOO - Dividend Comparison

OBMCX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.24%.


TTM20232022202120202019201820172016201520142013
OBMCX
Oberweis Micro Cap Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

OBMCX vs. VOO - Drawdown Comparison

The maximum OBMCX drawdown since its inception was -81.09%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for OBMCX and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.86%
-0.86%
OBMCX
VOO

Volatility

OBMCX vs. VOO - Volatility Comparison

Oberweis Micro Cap Fund (OBMCX) has a higher volatility of 7.13% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that OBMCX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.13%
3.99%
OBMCX
VOO