WGROX vs. OBSOX
Compare and contrast key facts about Wasatch Core Growth Fund (WGROX) and Oberweis Small-Cap Opportunities Fund (OBSOX).
WGROX is managed by Wasatch. It was launched on Dec 8, 1986. OBSOX is managed by Oberweis. It was launched on Sep 16, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WGROX or OBSOX.
Performance
WGROX vs. OBSOX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with WGROX having a 23.08% return and OBSOX slightly lower at 22.11%. Over the past 10 years, WGROX has outperformed OBSOX with an annualized return of 6.16%, while OBSOX has yielded a comparatively lower 5.15% annualized return.
WGROX
23.08%
10.02%
21.58%
39.81%
6.63%
6.16%
OBSOX
22.11%
3.88%
5.92%
30.23%
13.69%
5.15%
Key characteristics
| WGROX | OBSOX | |
|---|---|---|
| Sharpe Ratio | 2.20 | 1.60 |
| Sortino Ratio | 3.05 | 2.21 |
| Omega Ratio | 1.37 | 1.27 |
| Calmar Ratio | 1.14 | 0.76 |
| Martin Ratio | 11.53 | 8.94 |
| Ulcer Index | 3.45% | 3.38% |
| Daily Std Dev | 18.08% | 18.91% |
| Max Drawdown | -68.90% | -86.25% |
| Current Drawdown | -9.01% | -20.84% |
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WGROX vs. OBSOX - Expense Ratio Comparison
WGROX has a 1.17% expense ratio, which is lower than OBSOX's 1.25% expense ratio.
Correlation
The correlation between WGROX and OBSOX 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.
Risk-Adjusted Performance
WGROX vs. OBSOX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Core Growth Fund (WGROX) and Oberweis Small-Cap Opportunities Fund (OBSOX). 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. OBSOX - Dividend Comparison
Neither WGROX nor OBSOX has paid dividends to shareholders.
Drawdowns
WGROX vs. OBSOX - Drawdown Comparison
The maximum WGROX drawdown since its inception was -68.90%, smaller than the maximum OBSOX drawdown of -86.25%. Use the drawdown chart below to compare losses from any high point for WGROX and OBSOX. For additional features, visit the drawdowns tool.
Volatility
WGROX vs. OBSOX - Volatility Comparison
The current volatility for Wasatch Core Growth Fund (WGROX) is 6.27%, while Oberweis Small-Cap Opportunities Fund (OBSOX) has a volatility of 7.21%. This indicates that WGROX experiences smaller price fluctuations and is considered to be less risky than OBSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.