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Grandeur Peak Global Contrarian Fund (GPGCX) Sharpe Ratio: 1.48

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

The fund invests primarily in foreign and domestic small- and micro-cap companies. It will invest a significant portion of its total assets (at least 40% under normal market conditions) at the time of purchase in securities issued by companies that are economically tied to multiple countries outside the United States. The fund may invest a significant amount of its total assets (up to 50% under normal market conditions) at the time of purchase in securities issued by companies economically tied to emerging and frontier markets. It is non-diversified.

GPGCX's Sharpe Ratio of 1.48 indicates that for each unit of volatility, it generates 1.48 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

GPGCX Sharpe Ratio Rank

GPGCX Sharpe Ratio Rank: 26.126
Below Average

GPGCX ranks above 26.1% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

GPGCX Sharpe Ratio Market Positioning

The chart shows GPGCX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.42 or lower
  • Yellow zone (middle 50%): 1.42 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 4.64+
  • Median: 2.09 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Grandeur Peak Global Contrarian Fund's Sharpe Ratio with other mutual funds in the Global Equities category across multiple time periods, showing how GPGCX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
VGPMXVanguard Global Capital Cycles Fund4.04
LVAGXLSV Global Value Fund3.81
GCCHXGMO Climate Change Fund3.53
EPSYXMainStay Epoch Global Equity Yield Fund3.39
GMGEXGMO Global Equity Allocation Fund3.36
JGYIXJohn Hancock Global Shareholder Yield Fund3.35
NEFFXAmerican Funds The New Economy Fund® Class F-23.35
ANEFXAmerican Funds The New Economy Fund3.33
RNGCXAmerican Funds The New Economy Fund Class R-33.30
PGVFXPolaris Global Value Fund3.29
GPGCXGrandeur Peak Global Contrarian Fund1.48

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows GPGCX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when GPGCX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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