OBSOX vs. IWM
Compare and contrast key facts about Oberweis Small-Cap Opportunities Fund (OBSOX) and iShares Russell 2000 ETF (IWM).
OBSOX is managed by Oberweis. It was launched on Sep 16, 1996. IWM is a passively managed fund by iShares that tracks the performance of the Russell 2000 Index. It was launched on May 22, 2000.
Performance
OBSOX vs. IWM - Performance Comparison
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OBSOX vs. IWM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OBSOX Oberweis Small-Cap Opportunities Fund | 3.71% | 14.28% | 16.13% | 15.81% | -11.17% | 43.39% | 32.52% | 25.06% | -7.05% | 25.55% |
IWM iShares Russell 2000 ETF | 1.56% | 12.66% | 11.38% | 16.83% | -20.48% | 14.54% | 20.03% | 25.39% | -11.12% | 14.58% |
Returns By Period
In the year-to-date period, OBSOX achieves a 3.71% return, which is significantly higher than IWM's 1.56% return. Over the past 10 years, OBSOX has outperformed IWM with an annualized return of 15.91%, while IWM has yielded a comparatively lower 9.83% annualized return.
OBSOX
- 1D
- 4.21%
- 1M
- -7.67%
- YTD
- 3.71%
- 6M
- 7.36%
- 1Y
- 32.33%
- 3Y*
- 12.77%
- 5Y*
- 11.15%
- 10Y*
- 15.91%
IWM
- 1D
- 0.63%
- 1M
- -5.23%
- YTD
- 1.56%
- 6M
- 3.44%
- 1Y
- 26.43%
- 3Y*
- 13.18%
- 5Y*
- 3.47%
- 10Y*
- 9.83%
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OBSOX vs. IWM - Expense Ratio Comparison
OBSOX has a 1.25% expense ratio, which is higher than IWM's 0.19% expense ratio.
Return for Risk
OBSOX vs. IWM — Risk / Return Rank
OBSOX
IWM
OBSOX vs. IWM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oberweis Small-Cap Opportunities Fund (OBSOX) and iShares Russell 2000 ETF (IWM). 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.
| OBSOX | IWM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 1.15 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.74 | 1.70 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.22 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.13 | 1.93 | +0.21 |
Martin ratioReturn relative to average drawdown | 8.21 | 7.08 | +1.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OBSOX | IWM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 1.15 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.15 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.43 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.34 | -0.04 |
Correlation
The correlation between OBSOX and IWM is 0.89, 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. IWM - Dividend Comparison
OBSOX has not paid dividends to shareholders, while IWM's dividend yield for the trailing twelve months is around 1.02%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IWM iShares Russell 2000 ETF | 1.02% | 1.04% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% |
Drawdowns
OBSOX vs. IWM - Drawdown Comparison
The maximum OBSOX drawdown since its inception was -80.52%, which is greater than IWM's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for OBSOX and IWM.
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Drawdown Indicators
| OBSOX | IWM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.52% | -59.05% | -21.47% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -13.74% | -0.18% |
Max Drawdown (5Y)Largest decline over 5 years | -28.65% | -31.91% | +3.26% |
Max Drawdown (10Y)Largest decline over 10 years | -42.79% | -41.13% | -1.66% |
Current DrawdownCurrent decline from peak | -7.67% | -7.33% | -0.34% |
Average DrawdownAverage peak-to-trough decline | -30.72% | -10.83% | -19.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.61% | 3.73% | -0.12% |
Volatility
OBSOX vs. IWM - Volatility Comparison
Oberweis Small-Cap Opportunities Fund (OBSOX) has a higher volatility of 12.06% compared to iShares Russell 2000 ETF (IWM) at 7.36%. This indicates that OBSOX's price experiences larger fluctuations and is considered to be riskier than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OBSOX | IWM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.06% | 7.36% | +4.70% |
Volatility (6M)Calculated over the trailing 6-month period | 19.84% | 14.48% | +5.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.47% | 23.18% | +5.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.83% | 22.54% | +2.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.53% | 22.99% | +1.54% |