OGIIX vs. OBEGX
OGIIX (Invesco Global Opportunities Fund Class R6) and OBEGX (Oberweis Global Opportunities Fund) are both Global Equities funds. Over the past 10 years, OGIIX returned 6.17%/yr vs 10.79%/yr for OBEGX. Their correlation of 0.82 means they have usually moved in the same direction. OGIIX charges 0.73%/yr vs 1.51%/yr for OBEGX.
Performance
OGIIX vs. OBEGX - Performance Comparison
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Returns By Period
In the year-to-date period, OGIIX achieves a 12.15% return, which is significantly lower than OBEGX's 19.62% return. Over the past 10 years, OGIIX has underperformed OBEGX with an annualized return of 6.17%, while OBEGX has yielded a comparatively higher 10.79% annualized return.
OGIIX
- 1D
- -0.42%
- 1M
- 0.05%
- 6M
- 7.55%
- YTD
- 12.15%
- 1Y
- 15.24%
- 3Y*
- 3.15%
- 5Y*
- -6.06%
- 10Y*
- 6.17%
- ALL TIME*
- 7.95%
OBEGX
- 1D
- -0.82%
- 1M
- -4.42%
- 6M
- 17.27%
- YTD
- 19.62%
- 1Y
- 29.14%
- 3Y*
- 15.38%
- 5Y*
- 4.55%
- 10Y*
- 10.79%
- ALL TIME*
- 6.06%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
OGIIX vs. OBEGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OGIIX Invesco Global Opportunities Fund Class R6 | 12.15% | 7.52% | -7.11% | 17.76% | -41.39% | 0.37% | 40.35% | 28.27% | -17.93% | 53.25% |
OBEGX Oberweis Global Opportunities Fund | 19.62% | 19.32% | 10.72% | 6.40% | -26.76% | 20.80% | 55.68% | 25.67% | -25.62% | 33.35% |
Correlation
The correlation between OGIIX and OBEGX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.80 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2012 | 0.82 |
The correlation between OGIIX and OBEGX has been stable across timeframes, ranging from 0.79 to 0.85 - a consistent structural relationship.
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Return for Risk
OGIIX vs. OBEGX — Risk / Return Rank
OGIIX
OBEGX
OGIIX vs. OBEGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Global Opportunities Fund Class R6 (OGIIX) and Oberweis Global Opportunities Fund (OBEGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| OGIIX | OBEGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.21 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 2.31 | -0.68 |
| Martin ratioReturn relative to average drawdown | 5.58 | 7.35 | -1.78 |
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Drawdowns
OGIIX vs. OBEGX - Drawdown Comparison
The maximum OGIIX drawdown since its inception was -54.36%, smaller than the maximum OBEGX drawdown of -83.07%. Use the drawdown chart below to compare losses from any high point for OGIIX and OBEGX.
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Drawdown Indicators
| OGIIX | OBEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.36% | -83.07% | +28.71% |
Max Drawdown (1Y)Largest decline over 1 year | -10.05% | -11.92% | +1.87% |
Max Drawdown (3Y)Largest decline over 3 years | -23.20% | -25.41% | +2.21% |
Max Drawdown (5Y)Largest decline over 5 years | -52.29% | -39.68% | -12.61% |
Max Drawdown (10Y)Largest decline over 10 years | -54.36% | -41.54% | -12.82% |
Current DrawdownCurrent decline from peak | -32.37% | -9.04% | -23.33% |
Average DrawdownAverage peak-to-trough decline | -17.86% | -33.59% | +15.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 3.74% | -0.93% |
Volatility
OGIIX vs. OBEGX - Volatility Comparison
The current volatility for Invesco Global Opportunities Fund Class R6 (OGIIX) is 4.90%, while Oberweis Global Opportunities Fund (OBEGX) has a volatility of 7.89%. This indicates that OGIIX experiences smaller price fluctuations and is considered to be less risky than OBEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OGIIX | OBEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 7.89% | -2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 14.34% | 19.06% | -4.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.28% | 22.88% | -4.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.68% | 23.55% | -0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.40% | 22.75% | -0.35% |
OGIIX vs. OBEGX - Expense Ratio Comparison
OGIIX has a 0.73% expense ratio, which is lower than OBEGX's 1.51% expense ratio.
Dividends
OGIIX vs. OBEGX - Dividend Comparison
OGIIX's dividend yield for the trailing twelve months is around 0.44%, less than OBEGX's 10.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OBEGX Oberweis Global Opportunities Fund | 10.58% | 12.66% | 0.00% | 0.00% | 2.64% | 25.09% | 5.80% | 0.00% | 6.68% | 13.37% | 1.12% | 14.32% |
OGIIX Invesco Global Opportunities Fund Class R6 | 0.44% | 0.49% | 0.44% | 0.00% | 0.00% | 5.09% | 8.65% | 5.99% | 10.64% | 2.28% | 8.22% | 1.07% |
Frequently Asked Questions
OGIIX and OBEGX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OBEGX has higher volatility (7.89%) compared to OGIIX (4.90%). In terms of maximum drawdown, OGIIX dropped -54.36% vs OBEGX's -83.07%.
OBEGX currently has the higher Sharpe Ratio (1.20 vs 0.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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