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OBSOX vs. WGROX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OBSOX and WGROX is 0.82, 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.


-0.50.00.51.00.8

Performance

OBSOX vs. WGROX - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
3.13%
4.16%
OBSOX
WGROX

Key characteristics

Sharpe Ratio

OBSOX:

0.88

WGROX:

0.30

Sortino Ratio

OBSOX:

1.30

WGROX:

0.53

Omega Ratio

OBSOX:

1.16

WGROX:

1.07

Calmar Ratio

OBSOX:

0.44

WGROX:

0.20

Martin Ratio

OBSOX:

4.71

WGROX:

1.41

Ulcer Index

OBSOX:

3.56%

WGROX:

4.29%

Daily Std Dev

OBSOX:

19.01%

WGROX:

19.99%

Max Drawdown

OBSOX:

-86.25%

WGROX:

-68.90%

Current Drawdown

OBSOX:

-23.68%

WGROX:

-22.20%

Returns By Period

In the year-to-date period, OBSOX achieves a 17.72% return, which is significantly higher than WGROX's 5.25% return. Over the past 10 years, OBSOX has outperformed WGROX with an annualized return of 4.81%, while WGROX has yielded a comparatively lower 4.35% annualized return.


OBSOX

YTD

17.72%

1M

-3.59%

6M

3.13%

1Y

16.20%

5Y*

11.90%

10Y*

4.81%

WGROX

YTD

5.25%

1M

-14.49%

6M

4.16%

1Y

5.49%

5Y*

4.75%

10Y*

4.35%

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OBSOX vs. WGROX - Expense Ratio Comparison

OBSOX has a 1.25% expense ratio, which is higher than WGROX's 1.17% expense ratio.


OBSOX
Oberweis Small-Cap Opportunities Fund
Expense ratio chart for OBSOX: current value at 1.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.25%
Expense ratio chart for WGROX: current value at 1.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.17%

Risk-Adjusted Performance

OBSOX vs. WGROX - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for OBSOX, currently valued at 0.88, compared to the broader market-1.000.001.002.003.004.000.880.30
The chart of Sortino ratio for OBSOX, currently valued at 1.30, compared to the broader market-2.000.002.004.006.008.0010.001.300.53
The chart of Omega ratio for OBSOX, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.003.501.161.07
The chart of Calmar ratio for OBSOX, currently valued at 0.44, compared to the broader market0.002.004.006.008.0010.0012.000.440.20
The chart of Martin ratio for OBSOX, currently valued at 4.71, compared to the broader market0.0020.0040.0060.004.711.41
OBSOX
WGROX

The current OBSOX Sharpe Ratio is 0.88, which is higher than the WGROX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of OBSOX and WGROX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.88
0.30
OBSOX
WGROX

Dividends

OBSOX vs. WGROX - Dividend Comparison

Neither OBSOX nor WGROX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OBSOX vs. WGROX - Drawdown Comparison

The maximum OBSOX drawdown since its inception was -86.25%, which is greater than WGROX's maximum drawdown of -68.90%. Use the drawdown chart below to compare losses from any high point for OBSOX and WGROX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-23.68%
-22.20%
OBSOX
WGROX

Volatility

OBSOX vs. WGROX - Volatility Comparison

The current volatility for Oberweis Small-Cap Opportunities Fund (OBSOX) is 5.74%, while Wasatch Core Growth Fund (WGROX) has a volatility of 9.85%. This indicates that OBSOX experiences smaller price fluctuations and is considered to be less risky than WGROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.74%
9.85%
OBSOX
WGROX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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