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Goehring & Rozencwajg Resources Fund (GRHIX) Sharpe Ratio: 1.52

Mutual Fund · Currency in USD · Last updated Jun 23, 2026

The investment seeks to maximize total return, which consists of income on its investments and capital appreciation. Under normal circumstances, the fund invests at least 80% of its net assets (plus borrowings made for investment purposes) in securities of natural resources companies and other investments that provide economic exposure to natural resources or natural resources companies (together "natural resources investments"). It will typically invest primarily in equity and equity-related securities consisting of common stock, preferred stock, convertible securities, rights and warrants and depository receipts.

GRHIX's Sharpe Ratio of 1.52 indicates that for each unit of volatility, it generates 1.52 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 23, 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. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

GRHIX Sharpe Ratio Rank

GRHIX Sharpe Ratio Rank: 32.232
Below Average

GRHIX ranks above 32.2% 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

GRHIX Sharpe Ratio Market Positioning

The chart shows GRHIX'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%): 1.33 or lower
  • Yellow zone (middle 50%): 1.33 to 2.32
  • Green zone (top 25%): 2.32 or higher
  • Top 1%: 4.32+
  • Median: 1.93 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Goehring & Rozencwajg Resources Fund's Sharpe Ratio with other mutual funds in the Energy Equities category across multiple time periods, showing how GRHIX'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 23, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
RSNYXVictory Global Energy Transition Fund Class Y3.90
RSNRXVictory Global Energy Transition Fund3.88
MLOZXCohen & Steers MLP & Energy Opportunity Fund, Inc.3.40
IEYYXDelaware Ivy Energy Fund2.97
GOFIXGMO Resources Fund2.57
FRNRXFranklin Natural Resources Fund2.46
CGAEXCalvert Global Energy Solutions Fund Class A2.42
OEPIXOil Equipment & Services UltraSector ProFund2.26
IGNAXDelaware Ivy Natural Resources Fund2.17
AIFRXabrdn Global Infrastructure Fund2.13
GRHIXGoehring & Rozencwajg Resources Fund1.52

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows GRHIX'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 GRHIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does GRHIX fit in your portfolio?

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