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GGSOX vs. GISOX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GGSOX vs. GISOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grandeur Peak Global Stalwarts Fund (GGSOX) and Grandeur Peak International Stalwarts Fund (GISOX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GGSOX achieves a 7.43% return, which is significantly lower than GISOX's 10.86% return. Over the past 10 years, GGSOX has underperformed GISOX with an annualized return of 6.40%, while GISOX has yielded a comparatively higher 6.76% annualized return.


GGSOX

1D
3.64%
1M
-5.29%
6M
3.64%
YTD
7.43%
1Y
5.02%
3Y*
4.05%
5Y*
-5.42%
10Y*
6.40%
ALL TIME*
7.03%

GISOX

1D
3.83%
1M
-5.98%
6M
8.45%
YTD
10.86%
1Y
9.01%
3Y*
5.61%
5Y*
-4.06%
10Y*
6.76%
ALL TIME*
7.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

GGSOX vs. GISOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GGSOX
Grandeur Peak Global Stalwarts Fund
7.43%2.60%-4.60%16.89%-39.55%20.91%40.70%32.07%-15.13%31.39%
GISOX
Grandeur Peak International Stalwarts Fund
10.86%9.82%-10.00%14.58%-37.61%24.41%38.16%31.57%-17.66%36.78%

Correlation

The correlation between GGSOX and GISOX is 0.94, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.94

Correlation (3Y)
Balances recent behavior with more history.

0.94

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.94

Correlation (10Y)
Provides a long-term view across more market conditions.

0.94

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.94

The correlation between GGSOX and GISOX has been stable across timeframes, ranging from 0.94 to 0.94 - a consistent structural relationship.

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Return for Risk

GGSOX vs. GISOX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GGSOX
GGSOX Risk / Return Rank: 77
Overall Rank
GGSOX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
GGSOX Sortino Ratio Rank: 77
Sortino Ratio Rank
GGSOX Omega Ratio Rank: 77
Omega Ratio Rank
GGSOX Calmar Ratio Rank: 88
Calmar Ratio Rank
GGSOX Martin Ratio Rank: 77
Martin Ratio Rank

GISOX
GISOX Risk / Return Rank: 1313
Overall Rank
GISOX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
GISOX Sortino Ratio Rank: 1212
Sortino Ratio Rank
GISOX Omega Ratio Rank: 1212
Omega Ratio Rank
GISOX Calmar Ratio Rank: 1313
Calmar Ratio Rank
GISOX Martin Ratio Rank: 1414
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GGSOX vs. GISOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grandeur Peak Global Stalwarts Fund (GGSOX) 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.


GGSOXGISOXDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.05

1.09

-0.05

Calmar ratioReturn relative to maximum drawdown

0.31

0.65

-0.34

Martin ratioReturn relative to average drawdown

0.77

1.93

-1.16

GGSOX vs. GISOX - Sharpe Ratio Comparison

The current GGSOX Sharpe Ratio is 0.18, which is lower than the GISOX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of GGSOX and GISOX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GGSOX vs. GISOX - Drawdown Comparison

The maximum GGSOX drawdown since its inception was -48.71%, roughly equal to the maximum GISOX drawdown of -47.98%. Use the drawdown chart below to compare losses from any high point for GGSOX and GISOX.


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Drawdown Indicators


GGSOXGISOXDifference

Max Drawdown

Largest peak-to-trough decline

-48.71%

-47.98%

-0.73%

Max Drawdown (1Y)

Largest decline over 1 year

-11.38%

-13.42%

+2.04%

Max Drawdown (3Y)

Largest decline over 3 years

-20.76%

-22.45%

+1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-48.71%

-47.98%

-0.73%

Max Drawdown (10Y)

Largest decline over 10 years

-48.71%

-47.98%

-0.73%

Current Drawdown

Current decline from peak

-30.04%

-24.75%

-5.29%

Average Drawdown

Average peak-to-trough decline

-17.72%

-17.54%

-0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.59%

4.50%

+0.09%

Volatility

GGSOX vs. GISOX - Volatility Comparison

The current volatility for Grandeur Peak Global Stalwarts Fund (GGSOX) is 6.70%, while Grandeur Peak International Stalwarts Fund (GISOX) has a volatility of 7.21%. This indicates that GGSOX 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


GGSOXGISOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.70%

7.21%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

16.53%

17.37%

-0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

19.13%

19.71%

-0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.44%

20.59%

+0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.90%

18.95%

+0.95%

GGSOX vs. GISOX - Expense Ratio Comparison

GGSOX has a 1.21% expense ratio, which is higher than GISOX's 1.15% expense ratio.


Dividends

GGSOX vs. GISOX - Dividend Comparison

GGSOX has not paid dividends to shareholders, while GISOX's dividend yield for the trailing twelve months is around 0.45%.


PositionTTM2025202420232022202120202019201820172016
GGSOX
Grandeur Peak Global Stalwarts Fund
0.00%0.00%0.00%0.11%0.00%10.61%3.19%1.62%3.30%1.63%0.08%
GISOX
Grandeur Peak International Stalwarts Fund
0.45%0.50%0.45%0.54%0.10%8.61%0.21%0.14%2.76%1.38%0.29%

Frequently Asked Questions


With a correlation of 0.94, GGSOX and GISOX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

GISOX has higher volatility (7.21%) compared to GGSOX (6.70%). In terms of maximum drawdown, GGSOX dropped -48.71% vs GISOX's -47.98%.

GISOX currently has the higher Sharpe Ratio (0.44 vs 0.18), 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.

Portfolio Optimizer

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