ADVLX vs. GISOX
ADVLX (Vaughan Nelson International Small Cap Fund) and GISOX (Grandeur Peak International Stalwarts Fund) are both Foreign Small & Mid Cap Equities funds. Over the past 10 years, ADVLX returned 9.56%/yr vs 7.99%/yr for GISOX. Their correlation of 0.80 suggests significant overlap in exposure. ADVLX charges 0.99%/yr vs 1.15%/yr for GISOX.
Performance
ADVLX vs. GISOX - Performance Comparison
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Returns By Period
In the year-to-date period, ADVLX achieves a 13.92% return, which is significantly lower than GISOX's 20.69% return. Over the past 10 years, ADVLX has outperformed GISOX with an annualized return of 9.56%, while GISOX has yielded a comparatively lower 7.99% annualized return.
ADVLX
- 1D
- 1.31%
- 1M
- 1.99%
- YTD
- 13.92%
- 6M
- 15.27%
- 1Y
- 41.59%
- 3Y*
- 20.18%
- 5Y*
- 6.69%
- 10Y*
- 9.56%
GISOX
- 1D
- 1.82%
- 1M
- 0.05%
- YTD
- 20.69%
- 6M
- 21.04%
- 1Y
- 20.77%
- 3Y*
- 8.36%
- 5Y*
- -1.25%
- 10Y*
- 7.99%
ADVLX vs. GISOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADVLX Vaughan Nelson International Small Cap Fund | 13.92% | 49.91% | 4.50% | 2.73% | -26.24% | 12.89% | 15.65% | 23.42% | -15.41% | 29.58% |
GISOX Grandeur Peak International Stalwarts Fund | 20.69% | 9.82% | -10.00% | 14.58% | -37.61% | 24.41% | 38.16% | 31.57% | -17.66% | 36.78% |
Correlation
The correlation between ADVLX and GISOX is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.80 |
The correlation between ADVLX and GISOX shifts across timeframes, from 0.65 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ADVLX vs. GISOX — Risk / Return Rank
ADVLX
GISOX
ADVLX vs. GISOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vaughan Nelson International Small Cap Fund (ADVLX) and Grandeur Peak International Stalwarts Fund (GISOX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ADVLX | GISOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.05 | ||
| Sortino ratioReturn per unit of downside risk | +1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.21 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.21 | 1.90 | +1.30 |
| Martin ratioReturn relative to average drawdown | 11.77 | 4.65 | +7.12 |
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Drawdowns
ADVLX vs. GISOX - Drawdown Comparison
The maximum ADVLX drawdown since its inception was -38.90%, smaller than the maximum GISOX drawdown of -47.98%. Use the drawdown chart below to compare losses from any high point for ADVLX and GISOX.
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Drawdown Indicators
| ADVLX | GISOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.90% | -47.98% | +9.08% |
Max Drawdown (1Y)Largest decline over 1 year | -12.60% | -10.42% | -2.18% |
Max Drawdown (3Y)Largest decline over 3 years | -16.29% | -22.45% | +6.16% |
Max Drawdown (5Y)Largest decline over 5 years | -38.90% | -47.98% | +9.08% |
Max Drawdown (10Y)Largest decline over 10 years | -38.90% | -47.98% | +9.08% |
Current DrawdownCurrent decline from peak | -1.92% | -18.08% | +16.16% |
Average DrawdownAverage peak-to-trough decline | -12.05% | -17.48% | +5.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 4.26% | -0.84% |
Volatility
ADVLX vs. GISOX - Volatility Comparison
The current volatility for Vaughan Nelson International Small Cap Fund (ADVLX) is 4.52%, while Grandeur Peak International Stalwarts Fund (GISOX) has a volatility of 7.96%. This indicates that ADVLX experiences smaller price fluctuations and is considered to be less risky than GISOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADVLX | GISOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 7.96% | -3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 15.13% | 15.73% | -0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.92% | 18.30% | +0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.77% | 20.34% | -1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 18.93% | -1.39% |
ADVLX vs. GISOX - Expense Ratio Comparison
ADVLX has a 0.99% expense ratio, which is lower than GISOX's 1.15% expense ratio.
Dividends
ADVLX vs. GISOX - Dividend Comparison
ADVLX's dividend yield for the trailing twelve months is around 0.76%, more than GISOX's 0.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADVLX Vaughan Nelson International Small Cap Fund | 0.76% | 0.87% | 1.59% | 1.59% | 1.38% | 0.96% | 0.83% | 1.71% | 2.15% | 5.97% | 1.30% | 2.67% |
GISOX Grandeur Peak International Stalwarts Fund | 0.42% | 0.50% | 0.45% | 0.54% | 0.10% | 8.61% | 0.21% | 0.14% | 2.76% | 1.38% | 0.29% | 0.00% |
Frequently Asked Questions
ADVLX and GISOX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GISOX has higher volatility (7.96%) compared to ADVLX (4.52%). In terms of maximum drawdown, ADVLX dropped -38.90% vs GISOX's -47.98%.
ADVLX currently has the higher Sharpe Ratio (2.14 vs 1.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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