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GGSOX vs. GPGCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GGSOX vs. GPGCX - Performance Comparison

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

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GGSOX vs. GPGCX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GGSOX
Grandeur Peak Global Stalwarts Fund
-1.05%2.60%-4.60%16.89%-39.55%20.91%40.70%9.88%
GPGCX
Grandeur Peak Global Contrarian Fund
-4.50%20.03%14.97%21.28%-14.60%20.00%24.99%9.60%

Returns By Period

In the year-to-date period, GGSOX achieves a -1.05% return, which is significantly higher than GPGCX's -4.50% return.


GGSOX

1D
3.23%
1M
-6.00%
YTD
-1.05%
6M
-2.14%
1Y
7.89%
3Y*
3.26%
5Y*
-4.30%
10Y*
6.12%

GPGCX

1D
2.38%
1M
-9.19%
YTD
-4.50%
6M
-1.96%
1Y
16.21%
3Y*
15.36%
5Y*
8.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GGSOX vs. GPGCX - Expense Ratio Comparison

GGSOX has a 1.21% expense ratio, which is lower than GPGCX's 1.35% expense ratio.


Return for Risk

GGSOX vs. GPGCX — Risk / Return Rank

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

GGSOX
GGSOX Risk / Return Rank: 1515
Overall Rank
GGSOX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
GGSOX Sortino Ratio Rank: 1515
Sortino Ratio Rank
GGSOX Omega Ratio Rank: 1414
Omega Ratio Rank
GGSOX Calmar Ratio Rank: 1717
Calmar Ratio Rank
GGSOX Martin Ratio Rank: 1414
Martin Ratio Rank

GPGCX
GPGCX Risk / Return Rank: 4444
Overall Rank
GPGCX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
GPGCX Sortino Ratio Rank: 5151
Sortino Ratio Rank
GPGCX Omega Ratio Rank: 4343
Omega Ratio Rank
GPGCX Calmar Ratio Rank: 4040
Calmar Ratio Rank
GPGCX Martin Ratio Rank: 3535
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. GPGCX - Risk-Adjusted Trends Comparison

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


GGSOXGPGCXDifference

Sharpe ratio

Return per unit of total volatility

0.49

1.04

-0.55

Sortino ratio

Return per unit of downside risk

0.84

1.51

-0.68

Omega ratio

Gain probability vs. loss probability

1.11

1.20

-0.09

Calmar ratio

Return relative to maximum drawdown

0.67

1.18

-0.50

Martin ratio

Return relative to average drawdown

1.93

4.10

-2.17

GGSOX vs. GPGCX - Sharpe Ratio Comparison

The current GGSOX Sharpe Ratio is 0.49, which is lower than the GPGCX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of GGSOX and GPGCX, 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


GGSOXGPGCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

1.04

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

0.58

-0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.82

-0.49

Correlation

The correlation between GGSOX and GPGCX is 0.80, 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. GPGCX - Dividend Comparison

GGSOX has not paid dividends to shareholders, while GPGCX's dividend yield for the trailing twelve months is around 16.39%.


TTM2025202420232022202120202019201820172016
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%
GPGCX
Grandeur Peak Global Contrarian Fund
16.39%15.65%7.19%1.92%2.98%5.88%1.70%0.27%0.00%0.00%0.00%

Drawdowns

GGSOX vs. GPGCX - Drawdown Comparison

The maximum GGSOX drawdown since its inception was -48.71%, which is greater than GPGCX's maximum drawdown of -37.17%. Use the drawdown chart below to compare losses from any high point for GGSOX and GPGCX.


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Drawdown Indicators


GGSOXGPGCXDifference

Max Drawdown

Largest peak-to-trough decline

-48.71%

-37.17%

-11.54%

Max Drawdown (1Y)

Largest decline over 1 year

-11.38%

-13.17%

+1.79%

Max Drawdown (5Y)

Largest decline over 5 years

-48.71%

-25.70%

-23.01%

Max Drawdown (10Y)

Largest decline over 10 years

-48.71%

Current Drawdown

Current decline from peak

-35.56%

-10.92%

-24.64%

Average Drawdown

Average peak-to-trough decline

-17.41%

-6.36%

-11.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

3.78%

+0.20%

Volatility

GGSOX vs. GPGCX - Volatility Comparison

Grandeur Peak Global Stalwarts Fund (GGSOX) has a higher volatility of 7.82% compared to Grandeur Peak Global Contrarian Fund (GPGCX) at 6.27%. This indicates that GGSOX's price experiences larger fluctuations and is considered to be riskier than GPGCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGSOXGPGCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.82%

6.27%

+1.55%

Volatility (6M)

Calculated over the trailing 6-month period

11.97%

10.36%

+1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

18.62%

15.85%

+2.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.79%

14.17%

+6.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%

16.14%

+3.47%