GISOX vs. GPGCX
GISOX (Grandeur Peak International Stalwarts Fund) and GPGCX (Grandeur Peak Global Contrarian Fund) are both mutual funds - GISOX is a Foreign Small & Mid Cap Equities fund managed by Grandeur Peak Funds, while GPGCX is a Global Equities fund managed by Grandeur Peak Funds. Over the past 5 years, GISOX returned -1.71%/yr vs 9.57%/yr for GPGCX. Their correlation of 0.81 suggests significant overlap in exposure. GISOX charges 1.15%/yr vs 1.35%/yr for GPGCX.
Performance
GISOX vs. GPGCX - Performance Comparison
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Returns By Period
In the year-to-date period, GISOX achieves a 19.78% return, which is significantly higher than GPGCX's 7.57% return.
GISOX
- 1D
- -0.75%
- 1M
- -0.71%
- YTD
- 19.78%
- 6M
- 19.58%
- 1Y
- 19.25%
- 3Y*
- 9.49%
- 5Y*
- -1.71%
- 10Y*
- 8.33%
GPGCX
- 1D
- -0.44%
- 1M
- 1.76%
- YTD
- 7.57%
- 6M
- 7.89%
- 1Y
- 21.69%
- 3Y*
- 18.92%
- 5Y*
- 9.57%
- 10Y*
- —
GISOX vs. GPGCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
GISOX Grandeur Peak International Stalwarts Fund | 19.78% | 9.82% | -10.00% | 14.58% | -37.61% | 24.41% | 38.16% | 10.93% |
GPGCX Grandeur Peak Global Contrarian Fund | 7.57% | 20.03% | 14.97% | 21.28% | -14.60% | 20.00% | 24.99% | 9.60% |
Correlation
The correlation between GISOX and GPGCX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2019 | 0.81 |
The correlation between GISOX and GPGCX has been stable across timeframes, ranging from 0.81 to 0.82 - a consistent structural relationship.
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Return for Risk
GISOX vs. GPGCX — Risk / Return Rank
GISOX
GPGCX
GISOX vs. GPGCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Grandeur Peak International Stalwarts Fund (GISOX) 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.
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.
| GISOX | GPGCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.27 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | 1.69 | +0.23 |
| Martin ratioReturn relative to average drawdown | 4.67 | 5.76 | -1.08 |
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Drawdowns
GISOX vs. GPGCX - Drawdown Comparison
The maximum GISOX drawdown since its inception was -47.98%, which is greater than GPGCX's maximum drawdown of -37.17%. Use the drawdown chart below to compare losses from any high point for GISOX and GPGCX.
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Drawdown Indicators
| GISOX | GPGCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.98% | -37.17% | -10.81% |
Max Drawdown (1Y)Largest decline over 1 year | -10.42% | -13.17% | +2.75% |
Max Drawdown (3Y)Largest decline over 3 years | -22.45% | -16.46% | -5.99% |
Max Drawdown (5Y)Largest decline over 5 years | -47.98% | -25.70% | -22.28% |
Max Drawdown (10Y)Largest decline over 10 years | -47.98% | — | — |
Current DrawdownCurrent decline from peak | -18.69% | -1.43% | -17.26% |
Average DrawdownAverage peak-to-trough decline | -17.48% | -6.22% | -11.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.26% | 3.85% | +0.41% |
Volatility
GISOX vs. GPGCX - Volatility Comparison
Grandeur Peak International Stalwarts Fund (GISOX) has a higher volatility of 7.82% compared to Grandeur Peak Global Contrarian Fund (GPGCX) at 4.18%. This indicates that GISOX'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
| GISOX | GPGCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.82% | 4.18% | +3.64% |
Volatility (6M)Calculated over the trailing 6-month period | 15.69% | 11.45% | +4.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.33% | 14.32% | +4.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.34% | 14.48% | +5.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.93% | 16.16% | +2.77% |
GISOX vs. GPGCX - Expense Ratio Comparison
GISOX has a 1.15% expense ratio, which is lower than GPGCX's 1.35% expense ratio.
Dividends
GISOX vs. GPGCX - Dividend Comparison
GISOX's dividend yield for the trailing twelve months is around 0.42%, less than GPGCX's 14.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
GISOX Grandeur Peak International Stalwarts Fund | 0.42% | 0.50% | 0.45% | 0.54% | 0.10% | 8.61% | 0.21% | 0.14% | 2.76% | 1.38% | 0.29% |
GPGCX Grandeur Peak Global Contrarian Fund | 14.55% | 15.65% | 7.19% | 1.92% | 2.98% | 5.88% | 1.70% | 0.27% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GISOX and GPGCX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GISOX has higher volatility (7.82%) compared to GPGCX (4.18%). In terms of maximum drawdown, GISOX dropped -47.98% vs GPGCX's -37.17%.
GPGCX currently has the higher Sharpe Ratio (1.55 vs 1.09), 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.
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