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OBSOX vs. FSMD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OBSOX vs. FSMD - Performance Comparison

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

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OBSOX vs. FSMD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
OBSOX
Oberweis Small-Cap Opportunities Fund
-0.48%14.28%16.13%15.81%-11.17%43.39%32.52%4.85%
FSMD
Fidelity Small-Mid Multifactor ETF
1.72%8.70%15.18%17.37%-11.15%26.40%8.94%8.81%

Returns By Period

In the year-to-date period, OBSOX achieves a -0.48% return, which is significantly lower than FSMD's 1.72% return.


OBSOX

1D
-3.30%
1M
-8.84%
YTD
-0.48%
6M
3.09%
1Y
28.05%
3Y*
11.23%
5Y*
10.87%
10Y*
15.43%

FSMD

1D
3.04%
1M
-4.67%
YTD
1.72%
6M
2.29%
1Y
15.81%
3Y*
13.07%
5Y*
7.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OBSOX vs. FSMD - Expense Ratio Comparison

OBSOX has a 1.25% expense ratio, which is higher than FSMD's 0.29% expense ratio.


Return for Risk

OBSOX vs. FSMD — Risk / Return Rank

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

OBSOX
OBSOX Risk / Return Rank: 6060
Overall Rank
OBSOX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
OBSOX Sortino Ratio Rank: 5858
Sortino Ratio Rank
OBSOX Omega Ratio Rank: 5050
Omega Ratio Rank
OBSOX Calmar Ratio Rank: 7373
Calmar Ratio Rank
OBSOX Martin Ratio Rank: 6767
Martin Ratio Rank

FSMD
FSMD Risk / Return Rank: 5252
Overall Rank
FSMD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
FSMD Sortino Ratio Rank: 4949
Sortino Ratio Rank
FSMD Omega Ratio Rank: 4747
Omega Ratio Rank
FSMD Calmar Ratio Rank: 5656
Calmar Ratio Rank
FSMD Martin Ratio Rank: 6060
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.

OBSOX vs. FSMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oberweis Small-Cap Opportunities Fund (OBSOX) and Fidelity Small-Mid Multifactor ETF (FSMD). 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.


OBSOXFSMDDifference

Sharpe ratio

Return per unit of total volatility

0.99

0.79

+0.20

Sortino ratio

Return per unit of downside risk

1.50

1.26

+0.25

Omega ratio

Gain probability vs. loss probability

1.20

1.17

+0.03

Calmar ratio

Return relative to maximum drawdown

1.65

1.33

+0.31

Martin ratio

Return relative to average drawdown

6.39

5.61

+0.78

OBSOX vs. FSMD - Sharpe Ratio Comparison

The current OBSOX Sharpe Ratio is 0.99, which is comparable to the FSMD Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of OBSOX and FSMD, 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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Sharpe Ratios by Period


OBSOXFSMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.79

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.43

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.47

-0.18

Correlation

The correlation between OBSOX and FSMD is 0.87, 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.


Dividends

OBSOX vs. FSMD - Dividend Comparison

OBSOX has not paid dividends to shareholders, while FSMD's dividend yield for the trailing twelve months is around 1.37%.


TTM20252024202320222021202020192018201720162015
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%
FSMD
Fidelity Small-Mid Multifactor ETF
1.37%1.33%1.29%1.37%1.54%1.18%1.32%1.37%0.00%0.00%0.00%0.00%

Drawdowns

OBSOX vs. FSMD - Drawdown Comparison

The maximum OBSOX drawdown since its inception was -80.52%, which is greater than FSMD's maximum drawdown of -40.67%. Use the drawdown chart below to compare losses from any high point for OBSOX and FSMD.


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Drawdown Indicators


OBSOXFSMDDifference

Max Drawdown

Largest peak-to-trough decline

-80.52%

-40.67%

-39.85%

Max Drawdown (1Y)

Largest decline over 1 year

-13.92%

-12.63%

-1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-28.65%

-22.16%

-6.49%

Max Drawdown (10Y)

Largest decline over 10 years

-42.79%

Current Drawdown

Current decline from peak

-11.40%

-5.65%

-5.75%

Average Drawdown

Average peak-to-trough decline

-30.72%

-6.12%

-24.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

3.01%

+0.58%

Volatility

OBSOX vs. FSMD - Volatility Comparison

Oberweis Small-Cap Opportunities Fund (OBSOX) has a higher volatility of 11.62% compared to Fidelity Small-Mid Multifactor ETF (FSMD) at 6.73%. This indicates that OBSOX's price experiences larger fluctuations and is considered to be riskier than FSMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OBSOXFSMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.62%

6.73%

+4.89%

Volatility (6M)

Calculated over the trailing 6-month period

19.42%

11.32%

+8.10%

Volatility (1Y)

Calculated over the trailing 1-year period

28.23%

20.07%

+8.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.77%

18.43%

+6.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.49%

21.54%

+2.95%