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TMCIX vs. OBMCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


TMCIXOBMCX
YTD Return13.42%29.38%
1Y Return26.04%52.16%
3Y Return (Ann)-7.89%2.22%
5Y Return (Ann)2.34%17.68%
10Y Return (Ann)1.23%9.95%
Sharpe Ratio1.572.33
Sortino Ratio2.253.09
Omega Ratio1.281.38
Calmar Ratio0.731.78
Martin Ratio8.7313.25
Ulcer Index3.18%4.06%
Daily Std Dev17.72%23.18%
Max Drawdown-67.18%-81.09%
Current Drawdown-21.97%0.00%

Correlation

-0.50.00.51.00.8

The correlation between TMCIX and OBMCX is 0.79, 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.

Performance

TMCIX vs. OBMCX - Performance Comparison

In the year-to-date period, TMCIX achieves a 13.42% return, which is significantly lower than OBMCX's 29.38% return. Over the past 10 years, TMCIX has underperformed OBMCX with an annualized return of 1.23%, while OBMCX has yielded a comparatively higher 9.95% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
8.72%
23.69%
TMCIX
OBMCX

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TMCIX vs. OBMCX - Expense Ratio Comparison

TMCIX has a 0.82% expense ratio, which is lower than OBMCX's 1.48% expense ratio.


OBMCX
Oberweis Micro Cap Fund
Expense ratio chart for OBMCX: current value at 1.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.48%
Expense ratio chart for TMCIX: current value at 0.82% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.82%

Risk-Adjusted Performance

TMCIX vs. OBMCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RBC SMID Cap Growth Fund (TMCIX) and Oberweis Micro Cap Fund (OBMCX). 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.


TMCIX
Sharpe ratio
The chart of Sharpe ratio for TMCIX, currently valued at 1.57, compared to the broader market0.002.004.001.57
Sortino ratio
The chart of Sortino ratio for TMCIX, currently valued at 2.25, compared to the broader market0.005.0010.002.25
Omega ratio
The chart of Omega ratio for TMCIX, currently valued at 1.28, compared to the broader market1.002.003.004.001.28
Calmar ratio
The chart of Calmar ratio for TMCIX, currently valued at 0.73, compared to the broader market0.005.0010.0015.0020.000.73
Martin ratio
The chart of Martin ratio for TMCIX, currently valued at 8.73, compared to the broader market0.0020.0040.0060.0080.00100.008.73
OBMCX
Sharpe ratio
The chart of Sharpe ratio for OBMCX, currently valued at 2.33, compared to the broader market0.002.004.002.33
Sortino ratio
The chart of Sortino ratio for OBMCX, currently valued at 3.09, compared to the broader market0.005.0010.003.09
Omega ratio
The chart of Omega ratio for OBMCX, currently valued at 1.38, compared to the broader market1.002.003.004.001.38
Calmar ratio
The chart of Calmar ratio for OBMCX, currently valued at 1.78, compared to the broader market0.005.0010.0015.0020.001.78
Martin ratio
The chart of Martin ratio for OBMCX, currently valued at 13.25, compared to the broader market0.0020.0040.0060.0080.00100.0013.25

TMCIX vs. OBMCX - Sharpe Ratio Comparison

The current TMCIX Sharpe Ratio is 1.57, which is lower than the OBMCX Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of TMCIX and OBMCX, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.57
2.33
TMCIX
OBMCX

Dividends

TMCIX vs. OBMCX - Dividend Comparison

Neither TMCIX nor OBMCX has paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
TMCIX
RBC SMID Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%16.13%
OBMCX
Oberweis Micro Cap Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TMCIX vs. OBMCX - Drawdown Comparison

The maximum TMCIX drawdown since its inception was -67.18%, smaller than the maximum OBMCX drawdown of -81.09%. Use the drawdown chart below to compare losses from any high point for TMCIX and OBMCX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-21.97%
0
TMCIX
OBMCX

Volatility

TMCIX vs. OBMCX - Volatility Comparison

The current volatility for RBC SMID Cap Growth Fund (TMCIX) is 5.33%, while Oberweis Micro Cap Fund (OBMCX) has a volatility of 6.29%. This indicates that TMCIX experiences smaller price fluctuations and is considered to be less risky than OBMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.33%
6.29%
TMCIX
OBMCX