OFIGX vs. GSIMX

Last updated Apr 1, 2026

Compare and contrast key facts about Oberweis Focused International Growth Fund (OFIGX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX).

OFIGX is managed by Oberweis. It was launched on Mar 30, 2022. GSIMX is managed by Goldman Sachs. It was launched on Dec 15, 2016.

Performance

OFIGX vs. GSIMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oberweis Focused International Growth Fund (OFIGX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX). The values are adjusted to include any dividend payments, if applicable.

OFIGX vs. GSIMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
OFIGX Oberweis Focused International Growth Fund	-5.06%	35.83%	10.26%	16.59%	-22.73%
GSIMX Goldman Sachs GQG Partners International Opportunities Fund	3.78%	20.85%	9.66%	22.10%	-7.76%

Returns By Period

In the year-to-date period, OFIGX achieves a -5.06% return, which is significantly lower than GSIMX's 3.78% return.

OFIGX

• 1D: -0.16%
• 1M: -13.43%
• YTD: -5.06%
• 6M: -3.55%
• 1Y: 13.26%
• 3Y*: 14.44%
• 5Y*: —
• 10Y*: —

GSIMX

• 1D: 0.60%
• 1M: -6.12%
• YTD: 3.78%
• 6M: 7.89%
• 1Y: 15.89%
• 3Y*: 17.37%
• 5Y*: 10.41%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

OFIGX vs. GSIMX - Expense Ratio Comparison

OFIGX has a 0.95% expense ratio, which is higher than GSIMX's 0.76% expense ratio.

OFIGX

Oberweis Focused International Growth Fund

GSIMX

Goldman Sachs GQG Partners International Opportunities Fund

Return for Risk

OFIGX vs. GSIMX — Risk / Return Rank

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

OFIGX

OFIGX Risk / Return Rank: 25
OFIGX Sharpe Ratio Rank: 26
OFIGX Sortino Ratio Rank: 23
OFIGX Omega Ratio Rank: 26
OFIGX Calmar Ratio Rank: 24
OFIGX Martin Ratio Rank: 25

GSIMX

GSIMX Risk / Return Rank: 74
GSIMX Sharpe Ratio Rank: 73
GSIMX Sortino Ratio Rank: 69
GSIMX Omega Ratio Rank: 73
GSIMX Calmar Ratio Rank: 78
GSIMX Martin Ratio Rank: 77

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.

OFIGX vs. GSIMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oberweis Focused International Growth Fund (OFIGX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX). 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.

	OFIGX	GSIMX	Difference
Sharpe ratio Return per unit of total volatility	0.67	1.28	-0.61
Sortino ratio Return per unit of downside risk	0.98	1.69	-0.72
Omega ratio Gain probability vs. loss probability	1.15	1.27	-0.12
Calmar ratio Return relative to maximum drawdown	0.72	1.81	-1.09
Martin ratio Return relative to average drawdown	2.77	7.41	-4.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OFIGX vs. GSIMX - Sharpe Ratio Comparison

The current OFIGX Sharpe Ratio is 0.67, which is lower than the GSIMX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of OFIGX and GSIMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	OFIGX	GSIMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.67	1.28	-0.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.73	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	0.81	-0.45

Correlation

The correlation between OFIGX and GSIMX is 0.77, 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

OFIGX vs. GSIMX - Dividend Comparison

OFIGX's dividend yield for the trailing twelve months is around 0.77%, less than GSIMX's 4.93% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
OFIGX Oberweis Focused International Growth Fund	0.77%	0.73%	0.00%	1.44%	1.26%	0.00%	0.00%	0.00%	0.00%	0.00%
GSIMX Goldman Sachs GQG Partners International Opportunities Fund	4.93%	5.12%	11.18%	2.36%	4.89%	2.23%	0.18%	0.65%	0.53%	0.16%

Drawdowns

OFIGX vs. GSIMX - Drawdown Comparison

The maximum OFIGX drawdown since its inception was -30.21%, roughly equal to the maximum GSIMX drawdown of -28.84%. Use the drawdown chart below to compare losses from any high point for OFIGX and GSIMX.

Drawdown Indicators

	OFIGX	GSIMX	Difference
Max Drawdown Largest peak-to-trough decline	-30.21%	-28.84%	-1.37%
Max Drawdown (1Y) Largest decline over 1 year	-13.43%	-8.75%	-4.68%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.37%	—
Current Drawdown Current decline from peak	-13.43%	-6.12%	-7.31%
Average Drawdown Average peak-to-trough decline	-9.00%	-4.85%	-4.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.49%	2.15%	+1.34%

Volatility

OFIGX vs. GSIMX - Volatility Comparison

Oberweis Focused International Growth Fund (OFIGX) has a higher volatility of 7.36% compared to Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) at 4.78%. This indicates that OFIGX's price experiences larger fluctuations and is considered to be riskier than GSIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OFIGX	GSIMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.36%	4.78%	+2.58%
Volatility (6M) Calculated over the trailing 6-month period	11.63%	7.35%	+4.28%
Volatility (1Y) Calculated over the trailing 1-year period	17.81%	12.47%	+5.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.96%	14.42%	+3.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.96%	15.77%	+2.19%