GGSOX vs. VMNVX
Compare and contrast key facts about Grandeur Peak Global Stalwarts Fund (GGSOX) and Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX).
GGSOX is managed by Grandeur Peak Funds. It was launched on Aug 31, 2015. VMNVX is managed by Vanguard. It was launched on Dec 12, 2013.
Performance
GGSOX vs. VMNVX - Performance Comparison
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GGSOX vs. VMNVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GGSOX Grandeur Peak Global Stalwarts Fund | -1.05% | 2.60% | -4.60% | 16.89% | -39.55% | 20.91% | 40.70% | 32.07% | -15.13% | 31.39% |
VMNVX Vanguard Global Minimum Volatility Fund Admiral Shares | 2.89% | 12.83% | 13.42% | 7.94% | -4.46% | 15.40% | -3.94% | 22.66% | -1.70% | 16.03% |
Returns By Period
In the year-to-date period, GGSOX achieves a -1.05% return, which is significantly lower than VMNVX's 2.89% return. Over the past 10 years, GGSOX has underperformed VMNVX with an annualized return of 6.12%, while VMNVX has yielded a comparatively higher 8.38% annualized 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%
VMNVX
- 1D
- 1.15%
- 1M
- -4.95%
- YTD
- 2.89%
- 6M
- 4.27%
- 1Y
- 9.34%
- 3Y*
- 11.89%
- 5Y*
- 8.55%
- 10Y*
- 8.38%
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GGSOX vs. VMNVX - Expense Ratio Comparison
GGSOX has a 1.21% expense ratio, which is higher than VMNVX's 0.14% expense ratio.
Return for Risk
GGSOX vs. VMNVX — Risk / Return Rank
GGSOX
VMNVX
GGSOX vs. VMNVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Grandeur Peak Global Stalwarts Fund (GGSOX) and Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX). 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.
| GGSOX | VMNVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.49 | 0.94 | -0.45 |
Sortino ratioReturn per unit of downside risk | 0.84 | 1.35 | -0.51 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.20 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.67 | 1.30 | -0.63 |
Martin ratioReturn relative to average drawdown | 1.93 | 6.22 | -4.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GGSOX | VMNVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 0.94 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.21 | 0.90 | -1.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.70 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.76 | -0.44 |
Correlation
The correlation between GGSOX and VMNVX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
GGSOX vs. VMNVX - Dividend Comparison
GGSOX has not paid dividends to shareholders, while VMNVX's dividend yield for the trailing twelve months is around 9.78%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VMNVX Vanguard Global Minimum Volatility Fund Admiral Shares | 9.78% | 10.07% | 3.84% | 3.13% | 5.03% | 6.33% | 2.15% | 4.62% | 7.37% | 2.31% | 2.82% | 3.30% |
Drawdowns
GGSOX vs. VMNVX - Drawdown Comparison
The maximum GGSOX drawdown since its inception was -48.71%, which is greater than VMNVX's maximum drawdown of -33.11%. Use the drawdown chart below to compare losses from any high point for GGSOX and VMNVX.
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Drawdown Indicators
| GGSOX | VMNVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.71% | -33.11% | -15.60% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -7.93% | -3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -48.71% | -12.93% | -35.78% |
Max Drawdown (10Y)Largest decline over 10 years | -48.71% | -33.11% | -15.60% |
Current DrawdownCurrent decline from peak | -35.56% | -4.95% | -30.61% |
Average DrawdownAverage peak-to-trough decline | -17.41% | -2.82% | -14.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 1.66% | +2.32% |
Volatility
GGSOX vs. VMNVX - Volatility Comparison
Grandeur Peak Global Stalwarts Fund (GGSOX) has a higher volatility of 7.82% compared to Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX) at 2.93%. This indicates that GGSOX's price experiences larger fluctuations and is considered to be riskier than VMNVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GGSOX | VMNVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.82% | 2.93% | +4.89% |
Volatility (6M)Calculated over the trailing 6-month period | 11.97% | 5.02% | +6.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.62% | 10.09% | +8.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.79% | 9.53% | +11.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.61% | 11.96% | +7.65% |