PortfoliosLab logoPortfoliosLab logo
OBSOX vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OBSOX vs. VOO - Performance Comparison

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

Loading graphics...

OBSOX vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VOO
Vanguard S&P 500 ETF
-3.66%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, OBSOX achieves a 3.71% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, OBSOX has outperformed VOO with an annualized return of 15.91%, while VOO has yielded a comparatively lower 14.14% 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%

VOO

1D
0.79%
1M
-4.29%
YTD
-3.66%
6M
-1.41%
1Y
18.17%
3Y*
18.58%
5Y*
11.93%
10Y*
14.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


OBSOX vs. VOO - Expense Ratio Comparison

OBSOX has a 1.25% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

OBSOX vs. VOO — Risk / Return Rank

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

OBSOX
OBSOX Risk / Return Rank: 7070
Overall Rank
OBSOX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
OBSOX Sortino Ratio Rank: 6767
Sortino Ratio Rank
OBSOX Omega Ratio Rank: 5757
Omega Ratio Rank
OBSOX Calmar Ratio Rank: 8383
Calmar Ratio Rank
OBSOX Martin Ratio Rank: 8080
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6060
Overall Rank
VOO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5757
Sortino Ratio Rank
VOO Omega Ratio Rank: 6161
Omega Ratio Rank
VOO Calmar Ratio Rank: 5959
Calmar Ratio Rank
VOO Martin Ratio Rank: 6969
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. VOO - Risk-Adjusted Trends Comparison

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


OBSOXVOODifference

Sharpe ratio

Return per unit of total volatility

1.19

1.01

+0.18

Sortino ratio

Return per unit of downside risk

1.74

1.53

+0.21

Omega ratio

Gain probability vs. loss probability

1.24

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

2.13

1.55

+0.58

Martin ratio

Return relative to average drawdown

8.21

7.31

+0.90

OBSOX vs. VOO - Sharpe Ratio Comparison

The current OBSOX Sharpe Ratio is 1.19, which is comparable to the VOO Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of OBSOX 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.


Loading graphics...

Sharpe Ratios by Period


OBSOXVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.01

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.71

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.79

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.83

-0.53

Correlation

The correlation between OBSOX and VOO is 0.81, 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. VOO - Dividend Comparison

OBSOX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.18%.


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%
VOO
Vanguard S&P 500 ETF
1.18%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

OBSOX vs. VOO - Drawdown Comparison

The maximum OBSOX drawdown since its inception was -80.52%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for OBSOX and VOO.


Loading graphics...

Drawdown Indicators


OBSOXVOODifference

Max Drawdown

Largest peak-to-trough decline

-80.52%

-33.99%

-46.53%

Max Drawdown (1Y)

Largest decline over 1 year

-13.92%

-11.98%

-1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-28.65%

-24.52%

-4.13%

Max Drawdown (10Y)

Largest decline over 10 years

-42.79%

-33.99%

-8.80%

Current Drawdown

Current decline from peak

-7.67%

-5.55%

-2.12%

Average Drawdown

Average peak-to-trough decline

-30.72%

-3.72%

-27.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

2.55%

+1.06%

Volatility

OBSOX vs. VOO - Volatility Comparison

Oberweis Small-Cap Opportunities Fund (OBSOX) has a higher volatility of 12.06% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that OBSOX'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.


Loading graphics...

Volatility by Period


OBSOXVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.06%

5.34%

+6.72%

Volatility (6M)

Calculated over the trailing 6-month period

19.84%

9.47%

+10.37%

Volatility (1Y)

Calculated over the trailing 1-year period

28.47%

18.11%

+10.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.83%

16.82%

+8.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.53%

17.99%

+6.54%