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GPEOX vs. HLFMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GPEOX vs. HLFMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grandeur Peak Emerging Markets Opportunities Fund (GPEOX) and Harding Loevner Frontier Emerging Markets Fund (HLFMX). The values are adjusted to include any dividend payments, if applicable.

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GPEOX vs. HLFMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GPEOX
Grandeur Peak Emerging Markets Opportunities Fund
1.20%9.08%-7.19%12.00%-24.72%8.87%30.71%23.35%-20.66%28.27%
HLFMX
Harding Loevner Frontier Emerging Markets Fund
-0.11%16.95%8.76%10.43%-18.91%10.18%0.11%10.88%-15.45%25.08%

Returns By Period

In the year-to-date period, GPEOX achieves a 1.20% return, which is significantly higher than HLFMX's -0.11% return. Over the past 10 years, GPEOX has outperformed HLFMX with an annualized return of 5.14%, while HLFMX has yielded a comparatively lower 4.15% annualized return.


GPEOX

1D
1.20%
1M
-6.37%
YTD
1.20%
6M
0.31%
1Y
13.41%
3Y*
3.04%
5Y*
-1.93%
10Y*
5.14%

HLFMX

1D
2.06%
1M
-5.71%
YTD
-0.11%
6M
3.25%
1Y
15.51%
3Y*
11.57%
5Y*
4.87%
10Y*
4.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GPEOX vs. HLFMX - Expense Ratio Comparison

GPEOX has a 1.68% expense ratio, which is higher than HLFMX's 1.60% expense ratio.


Return for Risk

GPEOX vs. HLFMX — Risk / Return Rank

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

GPEOX
GPEOX Risk / Return Rank: 3333
Overall Rank
GPEOX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
GPEOX Sortino Ratio Rank: 3535
Sortino Ratio Rank
GPEOX Omega Ratio Rank: 3232
Omega Ratio Rank
GPEOX Calmar Ratio Rank: 3636
Calmar Ratio Rank
GPEOX Martin Ratio Rank: 2828
Martin Ratio Rank

HLFMX
HLFMX Risk / Return Rank: 5656
Overall Rank
HLFMX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
HLFMX Sortino Ratio Rank: 6565
Sortino Ratio Rank
HLFMX Omega Ratio Rank: 6262
Omega Ratio Rank
HLFMX Calmar Ratio Rank: 4545
Calmar Ratio Rank
HLFMX Martin Ratio Rank: 4040
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.

GPEOX vs. HLFMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grandeur Peak Emerging Markets Opportunities Fund (GPEOX) and Harding Loevner Frontier Emerging Markets Fund (HLFMX). 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.


GPEOXHLFMXDifference

Sharpe ratio

Return per unit of total volatility

0.87

1.36

-0.49

Sortino ratio

Return per unit of downside risk

1.28

1.85

-0.56

Omega ratio

Gain probability vs. loss probability

1.18

1.27

-0.09

Calmar ratio

Return relative to maximum drawdown

1.15

1.41

-0.26

Martin ratio

Return relative to average drawdown

3.58

5.03

-1.45

GPEOX vs. HLFMX - Sharpe Ratio Comparison

The current GPEOX Sharpe Ratio is 0.87, which is lower than the HLFMX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of GPEOX and HLFMX, 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


GPEOXHLFMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.36

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.48

-0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.35

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.07

+0.23

Correlation

The correlation between GPEOX and HLFMX is 0.61, 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

GPEOX vs. HLFMX - Dividend Comparison

GPEOX's dividend yield for the trailing twelve months is around 25.70%, more than HLFMX's 3.57% yield.


TTM20252024202320222021202020192018201720162015
GPEOX
Grandeur Peak Emerging Markets Opportunities Fund
25.70%26.01%3.76%3.73%0.16%12.45%0.02%0.06%1.03%0.23%0.39%3.58%
HLFMX
Harding Loevner Frontier Emerging Markets Fund
3.57%3.56%1.88%1.77%2.28%0.83%1.61%1.97%1.34%1.90%1.01%1.13%

Drawdowns

GPEOX vs. HLFMX - Drawdown Comparison

The maximum GPEOX drawdown since its inception was -35.84%, smaller than the maximum HLFMX drawdown of -63.95%. Use the drawdown chart below to compare losses from any high point for GPEOX and HLFMX.


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Drawdown Indicators


GPEOXHLFMXDifference

Max Drawdown

Largest peak-to-trough decline

-35.84%

-63.95%

+28.11%

Max Drawdown (1Y)

Largest decline over 1 year

-10.79%

-11.09%

+0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-35.84%

-28.37%

-7.47%

Max Drawdown (10Y)

Largest decline over 10 years

-35.84%

-46.61%

+10.77%

Current Drawdown

Current decline from peak

-18.94%

-9.26%

-9.68%

Average Drawdown

Average peak-to-trough decline

-13.26%

-19.38%

+6.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

3.11%

+0.36%

Volatility

GPEOX vs. HLFMX - Volatility Comparison

Grandeur Peak Emerging Markets Opportunities Fund (GPEOX) has a higher volatility of 8.29% compared to Harding Loevner Frontier Emerging Markets Fund (HLFMX) at 6.73%. This indicates that GPEOX's price experiences larger fluctuations and is considered to be riskier than HLFMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GPEOXHLFMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.29%

6.73%

+1.56%

Volatility (6M)

Calculated over the trailing 6-month period

12.04%

8.72%

+3.32%

Volatility (1Y)

Calculated over the trailing 1-year period

16.25%

12.03%

+4.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.02%

10.23%

+3.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.27%

11.79%

+2.48%