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OBMCX vs. VSTCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OBMCX vs. VSTCX - Performance Comparison

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

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Returns By Period

In the year-to-date period, OBMCX achieves a 50.06% return, which is significantly higher than VSTCX's 20.84% return. Over the past 10 years, OBMCX has outperformed VSTCX with an annualized return of 22.03%, while VSTCX has yielded a comparatively lower 13.03% annualized return.


OBMCX

1D
2.68%
1M
6.77%
YTD
50.06%
6M
45.35%
1Y
81.20%
3Y*
29.33%
5Y*
20.91%
10Y*
22.03%

VSTCX

1D
1.49%
1M
4.62%
YTD
20.84%
6M
18.00%
1Y
45.39%
3Y*
21.98%
5Y*
13.15%
10Y*
13.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OBMCX vs. VSTCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OBMCX
Oberweis Micro Cap Fund
50.06%14.70%22.82%18.87%-10.57%53.20%29.91%21.94%-12.04%27.90%
VSTCX
Vanguard Strategic Small-Cap Equity Fund
20.84%15.20%15.40%21.34%-13.00%33.53%8.38%22.18%-11.87%9.21%

Correlation

The correlation between OBMCX and VSTCX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.87

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (10Y)
Calculated over the trailing 10-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2006

0.88

The correlation between OBMCX and VSTCX has been stable across timeframes, ranging from 0.82 to 0.90 - a consistent structural relationship.

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Return for Risk

OBMCX vs. VSTCX — Risk / Return Rank

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

OBMCX
OBMCX Risk / Return Rank: 9191
Overall Rank
OBMCX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
OBMCX Sortino Ratio Rank: 8585
Sortino Ratio Rank
OBMCX Omega Ratio Rank: 8282
Omega Ratio Rank
OBMCX Calmar Ratio Rank: 9797
Calmar Ratio Rank
OBMCX Martin Ratio Rank: 9797
Martin Ratio Rank

VSTCX
VSTCX Risk / Return Rank: 8585
Overall Rank
VSTCX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VSTCX Sortino Ratio Rank: 8181
Sortino Ratio Rank
VSTCX Omega Ratio Rank: 7171
Omega Ratio Rank
VSTCX Calmar Ratio Rank: 9696
Calmar Ratio Rank
VSTCX Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OBMCX vs. VSTCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oberweis Micro Cap Fund (OBMCX) and Vanguard Strategic Small-Cap Equity Fund (VSTCX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


OBMCXVSTCXDifference
Sharpe ratioReturn per unit of total volatility

+0.59

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.49

1.43

+0.06

Calmar ratioReturn relative to maximum drawdown

6.55

5.62

+0.93

Martin ratioReturn relative to average drawdown

25.93

19.82

+6.11

OBMCX vs. VSTCX - Sharpe Ratio Comparison

The current OBMCX Sharpe Ratio is 3.13, which is comparable to the VSTCX Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of OBMCX and VSTCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

OBMCX vs. VSTCX - Drawdown Comparison

The maximum OBMCX drawdown since its inception was -68.24%, which is greater than VSTCX's maximum drawdown of -62.50%. Use the drawdown chart below to compare losses from any high point for OBMCX and VSTCX.


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Drawdown Indicators


OBMCXVSTCXDifference

Max Drawdown

Largest peak-to-trough decline

-68.24%

-62.50%

-5.74%

Max Drawdown (1Y)

Largest decline over 1 year

-12.45%

-8.08%

-4.37%

Max Drawdown (3Y)

Largest decline over 3 years

-28.11%

-27.47%

-0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-28.11%

-27.47%

-0.64%

Max Drawdown (10Y)

Largest decline over 10 years

-50.04%

-48.08%

-1.96%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-16.39%

-10.63%

-5.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

2.29%

+0.85%

Volatility

OBMCX vs. VSTCX - Volatility Comparison

Oberweis Micro Cap Fund (OBMCX) has a higher volatility of 10.07% compared to Vanguard Strategic Small-Cap Equity Fund (VSTCX) at 5.38%. This indicates that OBMCX's price experiences larger fluctuations and is considered to be riskier than VSTCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OBMCXVSTCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.07%

5.38%

+4.69%

Volatility (6M)

Calculated over the trailing 6-month period

20.24%

12.52%

+7.72%

Volatility (1Y)

Calculated over the trailing 1-year period

26.06%

17.85%

+8.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.42%

22.02%

+4.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.00%

23.49%

+2.51%

OBMCX vs. VSTCX - Expense Ratio Comparison

OBMCX has a 1.48% expense ratio, which is higher than VSTCX's 0.26% expense ratio.


Dividends

OBMCX vs. VSTCX - Dividend Comparison

OBMCX's dividend yield for the trailing twelve months is around 0.94%, less than VSTCX's 6.25% yield.


PositionTTM20252024202320222021202020192018201720162015
OBMCX
Oberweis Micro Cap Fund
0.94%1.41%2.53%0.00%1.37%24.35%0.00%0.00%19.67%11.76%0.05%3.07%
VSTCX
Vanguard Strategic Small-Cap Equity Fund
6.25%7.55%9.66%2.50%7.44%19.92%1.24%4.14%11.74%5.76%1.35%2.33%

Frequently Asked Questions


OBMCX and VSTCX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OBMCX has higher volatility (10.07%) compared to VSTCX (5.38%). In terms of maximum drawdown, OBMCX dropped -68.24% vs VSTCX's -62.50%.

OBMCX currently has the higher Sharpe Ratio (3.13 vs 2.54), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for OBMCX and VSTCX

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