GISOX vs. WAIOX
GISOX (Grandeur Peak International Stalwarts Fund) and WAIOX (Wasatch International Opportunities Fund) are both Foreign Small & Mid Cap Equities funds. Over the past 10 years, GISOX returned 6.76%/yr vs 3.49%/yr for WAIOX. Their 0.78 correlation means they have sometimes moved together and sometimes differently. GISOX charges 1.15%/yr vs 1.96%/yr for WAIOX.
Performance
GISOX vs. WAIOX - Performance Comparison
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Returns By Period
In the year-to-date period, GISOX achieves a 10.86% return, which is significantly higher than WAIOX's 5.03% return. Over the past 10 years, GISOX has outperformed WAIOX with an annualized return of 6.76%, while WAIOX has yielded a comparatively lower 3.49% annualized return.
GISOX
- 1D
- 3.83%
- 1M
- -5.98%
- 6M
- 8.45%
- YTD
- 10.86%
- 1Y
- 9.01%
- 3Y*
- 5.61%
- 5Y*
- -4.06%
- 10Y*
- 6.76%
- ALL TIME*
- 7.45%
WAIOX
- 1D
- 1.62%
- 1M
- -3.09%
- 6M
- 4.44%
- YTD
- 5.03%
- 1Y
- -3.01%
- 3Y*
- 3.33%
- 5Y*
- -7.01%
- 10Y*
- 3.49%
- ALL TIME*
- 6.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GISOX vs. WAIOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GISOX Grandeur Peak International Stalwarts Fund | 10.86% | 9.82% | -10.00% | 14.58% | -37.61% | 24.41% | 38.16% | 31.57% | -17.66% | 36.78% |
WAIOX Wasatch International Opportunities Fund | 5.03% | 2.57% | -4.49% | 10.64% | -36.63% | -1.36% | 41.75% | 32.19% | -14.69% | 27.69% |
Correlation
The correlation between GISOX and WAIOX is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.75 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.78 |
The correlation between GISOX and WAIOX has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.
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Return for Risk
GISOX vs. WAIOX — Risk / Return Rank
GISOX
WAIOX
GISOX vs. WAIOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Grandeur Peak International Stalwarts Fund (GISOX) and Wasatch International Opportunities Fund (WAIOX). 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 | WAIOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.66 | ||
| Sortino ratioReturn per unit of downside risk | +0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.98 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.65 | -0.18 | +0.83 |
| Martin ratioReturn relative to average drawdown | 1.93 | -0.43 | +2.36 |
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Drawdowns
GISOX vs. WAIOX - Drawdown Comparison
The maximum GISOX drawdown since its inception was -47.98%, smaller than the maximum WAIOX drawdown of -68.04%. Use the drawdown chart below to compare losses from any high point for GISOX and WAIOX.
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Drawdown Indicators
| GISOX | WAIOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.98% | -68.04% | +20.06% |
Max Drawdown (1Y)Largest decline over 1 year | -13.42% | -18.18% | +4.76% |
Max Drawdown (3Y)Largest decline over 3 years | -22.45% | -21.23% | -1.22% |
Max Drawdown (5Y)Largest decline over 5 years | -47.98% | -50.21% | +2.23% |
Max Drawdown (10Y)Largest decline over 10 years | -47.98% | -50.21% | +2.23% |
Current DrawdownCurrent decline from peak | -24.75% | -34.76% | +10.01% |
Average DrawdownAverage peak-to-trough decline | -17.54% | -16.93% | -0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.50% | 7.71% | -3.21% |
Volatility
GISOX vs. WAIOX - Volatility Comparison
Grandeur Peak International Stalwarts Fund (GISOX) has a higher volatility of 7.21% compared to Wasatch International Opportunities Fund (WAIOX) at 4.80%. This indicates that GISOX's price experiences larger fluctuations and is considered to be riskier than WAIOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GISOX | WAIOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.21% | 4.80% | +2.41% |
Volatility (6M)Calculated over the trailing 6-month period | 17.37% | 12.83% | +4.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.71% | 15.14% | +4.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.59% | 17.24% | +3.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.95% | 16.59% | +2.36% |
GISOX vs. WAIOX - Expense Ratio Comparison
GISOX has a 1.15% expense ratio, which is lower than WAIOX's 1.96% expense ratio.
Dividends
GISOX vs. WAIOX - Dividend Comparison
GISOX's dividend yield for the trailing twelve months is around 0.45%, less than WAIOX's 65.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GISOX Grandeur Peak International Stalwarts Fund | 0.45% | 0.50% | 0.45% | 0.54% | 0.10% | 8.61% | 0.21% | 0.14% | 2.76% | 1.38% | 0.29% | 0.00% |
WAIOX Wasatch International Opportunities Fund | 65.02% | 68.29% | 0.00% | 0.00% | 0.00% | 14.35% | 1.98% | 2.38% | 2.73% | 7.00% | 0.00% | 4.76% |
Frequently Asked Questions
GISOX and WAIOX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GISOX has higher volatility (7.21%) compared to WAIOX (4.80%). In terms of maximum drawdown, GISOX dropped -47.98% vs WAIOX's -68.04%.
GISOX currently has the higher Sharpe Ratio (0.44 vs -0.22), 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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