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GGSOX vs. GPEOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GGSOX vs. GPEOX - Performance Comparison

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

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GGSOX vs. GPEOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GGSOX
Grandeur Peak Global Stalwarts Fund
-4.15%2.60%-4.60%16.89%-39.55%20.91%40.70%32.07%-15.13%31.39%
GPEOX
Grandeur Peak Emerging Markets Opportunities Fund
-0.00%9.08%-7.19%12.00%-24.72%8.87%30.71%23.35%-20.66%28.27%

Returns By Period

Over the past 10 years, GGSOX has outperformed GPEOX with an annualized return of 5.79%, while GPEOX has yielded a comparatively lower 5.01% annualized return.


GGSOX

1D
-0.96%
1M
-9.73%
YTD
-4.15%
6M
-5.32%
1Y
5.66%
3Y*
2.17%
5Y*
-4.55%
10Y*
5.79%

GPEOX

1D
-0.69%
1M
-9.49%
YTD
-0.00%
6M
-0.96%
1Y
12.66%
3Y*
2.63%
5Y*
-1.83%
10Y*
5.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GGSOX vs. GPEOX - Expense Ratio Comparison

GGSOX has a 1.21% expense ratio, which is lower than GPEOX's 1.68% expense ratio.


Return for Risk

GGSOX vs. GPEOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GGSOX
GGSOX Risk / Return Rank: 1010
Overall Rank
GGSOX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
GGSOX Sortino Ratio Rank: 1010
Sortino Ratio Rank
GGSOX Omega Ratio Rank: 99
Omega Ratio Rank
GGSOX Calmar Ratio Rank: 1010
Calmar Ratio Rank
GGSOX Martin Ratio Rank: 1010
Martin Ratio Rank

GPEOX
GPEOX Risk / Return Rank: 2727
Overall Rank
GPEOX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
GPEOX Sortino Ratio Rank: 2828
Sortino Ratio Rank
GPEOX Omega Ratio Rank: 2626
Omega Ratio Rank
GPEOX Calmar Ratio Rank: 2828
Calmar Ratio Rank
GPEOX Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GGSOX vs. GPEOX - Risk-Adjusted Trends Comparison

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


GGSOXGPEOXDifference

Sharpe ratio

Return per unit of total volatility

0.24

0.69

-0.45

Sortino ratio

Return per unit of downside risk

0.47

1.04

-0.57

Omega ratio

Gain probability vs. loss probability

1.06

1.14

-0.08

Calmar ratio

Return relative to maximum drawdown

0.21

0.81

-0.60

Martin ratio

Return relative to average drawdown

0.60

2.58

-1.98

GGSOX vs. GPEOX - Sharpe Ratio Comparison

The current GGSOX Sharpe Ratio is 0.24, which is lower than the GPEOX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of GGSOX and GPEOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GGSOXGPEOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

0.69

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

-0.13

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.35

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.29

+0.02

Correlation

The correlation between GGSOX and GPEOX is 0.76, 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.


Dividends

GGSOX vs. GPEOX - Dividend Comparison

GGSOX has not paid dividends to shareholders, while GPEOX's dividend yield for the trailing twelve months is around 26.01%.


TTM20252024202320222021202020192018201720162015
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%0.00%
GPEOX
Grandeur Peak Emerging Markets Opportunities Fund
26.01%26.01%3.76%3.73%0.16%12.45%0.02%0.06%1.03%0.23%0.39%3.58%

Drawdowns

GGSOX vs. GPEOX - Drawdown Comparison

The maximum GGSOX drawdown since its inception was -48.71%, which is greater than GPEOX's maximum drawdown of -35.84%. Use the drawdown chart below to compare losses from any high point for GGSOX and GPEOX.


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Drawdown Indicators


GGSOXGPEOXDifference

Max Drawdown

Largest peak-to-trough decline

-48.71%

-35.84%

-12.87%

Max Drawdown (1Y)

Largest decline over 1 year

-11.38%

-10.79%

-0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-48.71%

-35.84%

-12.87%

Max Drawdown (10Y)

Largest decline over 10 years

-48.71%

-35.84%

-12.87%

Current Drawdown

Current decline from peak

-37.58%

-19.90%

-17.68%

Average Drawdown

Average peak-to-trough decline

-17.40%

-13.25%

-4.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

3.44%

+0.51%

Volatility

GGSOX vs. GPEOX - Volatility Comparison

The current volatility for Grandeur Peak Global Stalwarts Fund (GGSOX) is 6.93%, while Grandeur Peak Emerging Markets Opportunities Fund (GPEOX) has a volatility of 8.34%. This indicates that GGSOX experiences smaller price fluctuations and is considered to be less risky than GPEOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGSOXGPEOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.93%

8.34%

-1.41%

Volatility (6M)

Calculated over the trailing 6-month period

11.53%

11.98%

-0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

18.38%

16.24%

+2.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.74%

14.01%

+6.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.58%

14.27%

+5.31%