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GISOX vs. DRIOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GISOX vs. DRIOX - Performance Comparison

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

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GISOX vs. DRIOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GISOX
Grandeur Peak International Stalwarts Fund
-4.04%9.82%-10.00%14.58%-37.61%24.41%38.16%31.57%-17.66%36.78%
DRIOX
Driehaus International Small Cap Growth Fund
-5.42%28.93%3.15%11.96%-24.37%12.44%29.84%30.41%-17.03%41.53%

Returns By Period

In the year-to-date period, GISOX achieves a -4.04% return, which is significantly higher than DRIOX's -5.42% return. Over the past 10 years, GISOX has underperformed DRIOX with an annualized return of 5.95%, while DRIOX has yielded a comparatively higher 8.60% annualized return.


GISOX

1D
-0.35%
1M
-9.25%
YTD
-4.04%
6M
-3.60%
1Y
10.46%
3Y*
1.48%
5Y*
-3.52%
10Y*
5.95%

DRIOX

1D
-0.73%
1M
-14.47%
YTD
-5.42%
6M
-4.72%
1Y
21.81%
3Y*
10.80%
5Y*
2.84%
10Y*
8.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GISOX vs. DRIOX - Expense Ratio Comparison

GISOX has a 1.15% expense ratio, which is lower than DRIOX's 1.16% expense ratio.


Return for Risk

GISOX vs. DRIOX — Risk / Return Rank

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

GISOX
GISOX Risk / Return Rank: 1818
Overall Rank
GISOX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
GISOX Sortino Ratio Rank: 1818
Sortino Ratio Rank
GISOX Omega Ratio Rank: 1717
Omega Ratio Rank
GISOX Calmar Ratio Rank: 2020
Calmar Ratio Rank
GISOX Martin Ratio Rank: 1515
Martin Ratio Rank

DRIOX
DRIOX Risk / Return Rank: 5959
Overall Rank
DRIOX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
DRIOX Sortino Ratio Rank: 6464
Sortino Ratio Rank
DRIOX Omega Ratio Rank: 5757
Omega Ratio Rank
DRIOX Calmar Ratio Rank: 5454
Calmar Ratio Rank
DRIOX Martin Ratio Rank: 5151
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.

GISOX vs. DRIOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grandeur Peak International Stalwarts Fund (GISOX) and Driehaus International Small Cap Growth Fund (DRIOX). 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.


GISOXDRIOXDifference

Sharpe ratio

Return per unit of total volatility

0.46

1.17

-0.71

Sortino ratio

Return per unit of downside risk

0.79

1.62

-0.83

Omega ratio

Gain probability vs. loss probability

1.10

1.22

-0.12

Calmar ratio

Return relative to maximum drawdown

0.60

1.29

-0.69

Martin ratio

Return relative to average drawdown

1.50

5.03

-3.54

GISOX vs. DRIOX - Sharpe Ratio Comparison

The current GISOX Sharpe Ratio is 0.46, which is lower than the DRIOX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of GISOX and DRIOX, 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


GISOXDRIOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

1.17

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

0.12

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.42

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.34

0.00

Correlation

The correlation between GISOX and DRIOX is 0.85, 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

GISOX vs. DRIOX - Dividend Comparison

GISOX's dividend yield for the trailing twelve months is around 0.53%, less than DRIOX's 1.13% yield.


TTM20252024202320222021202020192018201720162015
GISOX
Grandeur Peak International Stalwarts Fund
0.53%0.50%0.45%0.54%0.10%8.61%0.21%0.14%2.76%1.38%0.29%0.00%
DRIOX
Driehaus International Small Cap Growth Fund
1.13%1.06%0.51%1.16%5.94%27.01%8.26%0.77%16.19%15.63%0.00%2.72%

Drawdowns

GISOX vs. DRIOX - Drawdown Comparison

The maximum GISOX drawdown since its inception was -47.98%, smaller than the maximum DRIOX drawdown of -59.68%. Use the drawdown chart below to compare losses from any high point for GISOX and DRIOX.


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Drawdown Indicators


GISOXDRIOXDifference

Max Drawdown

Largest peak-to-trough decline

-47.98%

-59.68%

+11.70%

Max Drawdown (1Y)

Largest decline over 1 year

-10.42%

-14.47%

+4.05%

Max Drawdown (5Y)

Largest decline over 5 years

-47.98%

-47.73%

-0.25%

Max Drawdown (10Y)

Largest decline over 10 years

-47.98%

-47.73%

-0.25%

Current Drawdown

Current decline from peak

-34.86%

-14.47%

-20.39%

Average Drawdown

Average peak-to-trough decline

-17.40%

-15.41%

-1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.17%

3.70%

+0.47%

Volatility

GISOX vs. DRIOX - Volatility Comparison

Grandeur Peak International Stalwarts Fund (GISOX) and Driehaus International Small Cap Growth Fund (DRIOX) have volatilities of 7.57% and 7.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GISOXDRIOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.57%

7.56%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

11.70%

12.07%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

18.22%

17.57%

+0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.77%

23.67%

-3.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.59%

20.76%

-2.17%