WGROX vs. OBMCX
Compare and contrast key facts about Wasatch Core Growth Fund (WGROX) and Oberweis Micro Cap Fund (OBMCX).
WGROX is managed by Wasatch. It was launched on Dec 8, 1986. OBMCX is managed by Oberweis. It was launched on Dec 29, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WGROX or OBMCX.
Key characteristics
| WGROX | OBMCX | |
|---|---|---|
| YTD Return | 22.09% | 28.40% |
| 1Y Return | 49.92% | 52.67% |
| 3Y Return (Ann) | -3.37% | 1.95% |
| 5Y Return (Ann) | 6.70% | 17.59% |
| 10Y Return (Ann) | 6.14% | 9.87% |
| Sharpe Ratio | 2.63 | 2.22 |
| Sortino Ratio | 3.63 | 2.99 |
| Omega Ratio | 1.45 | 1.37 |
| Calmar Ratio | 1.21 | 1.66 |
| Martin Ratio | 14.22 | 12.66 |
| Ulcer Index | 3.40% | 4.06% |
| Daily Std Dev | 18.39% | 23.16% |
| Max Drawdown | -68.90% | -81.09% |
| Current Drawdown | -9.75% | 0.00% |
Correlation
The correlation between WGROX and OBMCX 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.
Performance
WGROX vs. OBMCX - Performance Comparison
In the year-to-date period, WGROX achieves a 22.09% return, which is significantly lower than OBMCX's 28.40% return. Over the past 10 years, WGROX has underperformed OBMCX with an annualized return of 6.14%, while OBMCX has yielded a comparatively higher 9.87% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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WGROX vs. OBMCX - Expense Ratio Comparison
WGROX has a 1.17% expense ratio, which is lower than OBMCX's 1.48% expense ratio.
Risk-Adjusted Performance
WGROX vs. OBMCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Core Growth Fund (WGROX) 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.
Dividends
WGROX vs. OBMCX - Dividend Comparison
Neither WGROX nor OBMCX has paid dividends to shareholders.
Drawdowns
WGROX vs. OBMCX - Drawdown Comparison
The maximum WGROX drawdown since its inception was -68.90%, smaller than the maximum OBMCX drawdown of -81.09%. Use the drawdown chart below to compare losses from any high point for WGROX and OBMCX. For additional features, visit the drawdowns tool.
Volatility
WGROX vs. OBMCX - Volatility Comparison
The current volatility for Wasatch Core Growth Fund (WGROX) is 5.57%, while Oberweis Micro Cap Fund (OBMCX) has a volatility of 6.65%. This indicates that WGROX 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.