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OBSOX vs. DMCRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OBSOX vs. DMCRX - Performance Comparison

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

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Returns By Period

In the year-to-date period, OBSOX achieves a 26.43% return, which is significantly higher than DMCRX's 19.65% return. Over the past 10 years, OBSOX has underperformed DMCRX with an annualized return of 17.47%, while DMCRX has yielded a comparatively higher 20.71% annualized return.


OBSOX

1D
4.04%
1M
-5.97%
6M
24.51%
YTD
26.43%
1Y
45.06%
3Y*
17.45%
5Y*
14.57%
10Y*
17.47%
ALL TIME*
9.16%

DMCRX

1D
3.45%
1M
-6.39%
6M
13.29%
YTD
19.65%
1Y
61.22%
3Y*
25.66%
5Y*
10.01%
10Y*
20.71%
ALL TIME*
18.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

OBSOX vs. DMCRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OBSOX
Oberweis Small-Cap Opportunities Fund
26.43%14.28%16.13%15.81%-11.17%43.39%32.52%25.06%-7.05%25.55%
DMCRX
Driehaus Micro Cap Growth Fund
19.65%31.17%30.58%11.47%-33.54%22.23%86.43%34.03%2.52%24.35%

Correlation

The correlation between OBSOX and DMCRX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.79

Correlation (3Y)
Balances recent behavior with more history.

0.85

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.88

Correlation (10Y)
Provides a long-term view across more market conditions.

0.89

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2013

0.89

The correlation between OBSOX and DMCRX shifts across timeframes, from 0.79 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

OBSOX vs. DMCRX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

OBSOX
OBSOX Risk / Return Rank: 6666
Overall Rank
OBSOX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
OBSOX Sortino Ratio Rank: 5555
Sortino Ratio Rank
OBSOX Omega Ratio Rank: 5050
Omega Ratio Rank
OBSOX Calmar Ratio Rank: 8383
Calmar Ratio Rank
OBSOX Martin Ratio Rank: 8383
Martin Ratio Rank

DMCRX
DMCRX Risk / Return Rank: 8282
Overall Rank
DMCRX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
DMCRX Sortino Ratio Rank: 7373
Sortino Ratio Rank
DMCRX Omega Ratio Rank: 7272
Omega Ratio Rank
DMCRX Calmar Ratio Rank: 9494
Calmar Ratio Rank
DMCRX Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

OBSOX vs. DMCRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oberweis Small-Cap Opportunities Fund (OBSOX) and Driehaus Micro Cap Growth Fund (DMCRX). 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.


OBSOXDMCRXDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

1.24

1.31

-0.07

Calmar ratioReturn relative to maximum drawdown

2.76

3.86

-1.10

Martin ratioReturn relative to average drawdown

10.14

12.20

-2.06

OBSOX vs. DMCRX - Sharpe Ratio Comparison

The current OBSOX Sharpe Ratio is 1.42, which is comparable to the DMCRX Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of OBSOX and DMCRX, 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

OBSOX vs. DMCRX - Drawdown Comparison

The maximum OBSOX drawdown since its inception was -80.52%, which is greater than DMCRX's maximum drawdown of -46.68%. Use the drawdown chart below to compare losses from any high point for OBSOX and DMCRX.


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Drawdown Indicators


OBSOXDMCRXDifference

Max Drawdown

Largest peak-to-trough decline

-80.52%

-46.68%

-33.84%

Max Drawdown (1Y)

Largest decline over 1 year

-14.64%

-15.46%

+0.82%

Max Drawdown (3Y)

Largest decline over 3 years

-27.74%

-34.92%

+7.18%

Max Drawdown (5Y)

Largest decline over 5 years

-28.65%

-46.68%

+18.03%

Max Drawdown (10Y)

Largest decline over 10 years

-42.79%

-46.68%

+3.89%

Current Drawdown

Current decline from peak

-11.19%

-10.71%

-0.48%

Average Drawdown

Average peak-to-trough decline

-30.41%

-14.71%

-15.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

4.88%

-0.90%

Volatility

OBSOX vs. DMCRX - Volatility Comparison

Oberweis Small-Cap Opportunities Fund (OBSOX) and Driehaus Micro Cap Growth Fund (DMCRX) have volatilities of 9.17% and 9.43%, 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.


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Volatility by Period


OBSOXDMCRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.17%

9.43%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

23.60%

23.94%

-0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

28.37%

30.55%

-2.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.51%

28.79%

-3.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.00%

28.12%

-3.12%

OBSOX vs. DMCRX - Expense Ratio Comparison

OBSOX has a 1.25% expense ratio, which is lower than DMCRX's 1.38% expense ratio.


Dividends

OBSOX vs. DMCRX - Dividend Comparison

OBSOX has not paid dividends to shareholders, while DMCRX's dividend yield for the trailing twelve months is around 11.47%.


PositionTTM20252024202320222021202020192018201720162015
DMCRX
Driehaus Micro Cap Growth Fund
11.47%13.72%3.86%0.87%8.20%48.23%19.79%14.70%33.22%8.91%0.00%4.20%
OBSOX
Oberweis Small-Cap Opportunities Fund
0.00%0.00%0.80%0.00%0.17%21.88%4.05%3.04%28.22%6.36%4.24%11.91%

Frequently Asked Questions


OBSOX and DMCRX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DMCRX has higher volatility (9.43%) compared to OBSOX (9.17%). In terms of maximum drawdown, OBSOX dropped -80.52% vs DMCRX's -46.68%.

DMCRX currently has the higher Sharpe Ratio (1.95 vs 1.42), 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

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