PortfoliosLab logoPortfoliosLab logo
GPGOX vs. FGIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GPGOX vs. FGIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grandeur Peak Global Opportunities Fund (GPGOX) and Nuveen Global Infrastructure Fund Class A (FGIAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GPGOX vs. FGIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GPGOX
Grandeur Peak Global Opportunities Fund
-5.54%8.59%-10.10%16.25%-33.55%21.59%44.61%31.15%-17.95%32.53%
FGIAX
Nuveen Global Infrastructure Fund Class A
10.36%17.73%10.70%8.51%-6.23%14.51%-2.76%29.32%-7.91%19.40%

Returns By Period

In the year-to-date period, GPGOX achieves a -5.54% return, which is significantly lower than FGIAX's 10.36% return. Over the past 10 years, GPGOX has underperformed FGIAX with an annualized return of 6.64%, while FGIAX has yielded a comparatively higher 8.78% annualized return.


GPGOX

1D
2.86%
1M
-6.36%
YTD
-5.54%
6M
-6.44%
1Y
9.15%
3Y*
0.61%
5Y*
-4.13%
10Y*
6.64%

FGIAX

1D
0.76%
1M
-2.77%
YTD
10.36%
6M
10.94%
1Y
21.22%
3Y*
14.32%
5Y*
10.46%
10Y*
8.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GPGOX vs. FGIAX - Expense Ratio Comparison

GPGOX has a 1.54% expense ratio, which is higher than FGIAX's 1.21% expense ratio.


Return for Risk

GPGOX vs. FGIAX — Risk / Return Rank

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

GPGOX
GPGOX Risk / Return Rank: 1616
Overall Rank
GPGOX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
GPGOX Sortino Ratio Rank: 1818
Sortino Ratio Rank
GPGOX Omega Ratio Rank: 1515
Omega Ratio Rank
GPGOX Calmar Ratio Rank: 1616
Calmar Ratio Rank
GPGOX Martin Ratio Rank: 1515
Martin Ratio Rank

FGIAX
FGIAX Risk / Return Rank: 8787
Overall Rank
FGIAX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FGIAX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FGIAX Omega Ratio Rank: 8383
Omega Ratio Rank
FGIAX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FGIAX Martin Ratio Rank: 9393
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.

GPGOX vs. FGIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grandeur Peak Global Opportunities Fund (GPGOX) and Nuveen Global Infrastructure Fund Class A (FGIAX). 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.


GPGOXFGIAXDifference

Sharpe ratio

Return per unit of total volatility

0.58

1.79

-1.22

Sortino ratio

Return per unit of downside risk

0.92

2.30

-1.38

Omega ratio

Gain probability vs. loss probability

1.12

1.36

-0.24

Calmar ratio

Return relative to maximum drawdown

0.62

2.73

-2.11

Martin ratio

Return relative to average drawdown

1.97

12.62

-10.65

GPGOX vs. FGIAX - Sharpe Ratio Comparison

The current GPGOX Sharpe Ratio is 0.58, which is lower than the FGIAX Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of GPGOX and FGIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GPGOXFGIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

1.79

-1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

0.80

-1.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.58

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.42

+0.15

Correlation

The correlation between GPGOX and FGIAX is 0.64, 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

GPGOX vs. FGIAX - Dividend Comparison

GPGOX's dividend yield for the trailing twelve months is around 5.37%, less than FGIAX's 9.05% yield.


TTM20252024202320222021202020192018201720162015
GPGOX
Grandeur Peak Global Opportunities Fund
5.37%5.08%1.54%0.43%1.70%19.69%7.51%5.55%11.23%5.50%0.12%8.28%
FGIAX
Nuveen Global Infrastructure Fund Class A
9.05%9.99%7.46%2.27%6.11%7.20%1.38%7.06%6.32%5.83%8.23%3.05%

Drawdowns

GPGOX vs. FGIAX - Drawdown Comparison

The maximum GPGOX drawdown since its inception was -43.46%, smaller than the maximum FGIAX drawdown of -49.35%. Use the drawdown chart below to compare losses from any high point for GPGOX and FGIAX.


Loading graphics...

Drawdown Indicators


GPGOXFGIAXDifference

Max Drawdown

Largest peak-to-trough decline

-43.46%

-49.35%

+5.89%

Max Drawdown (1Y)

Largest decline over 1 year

-13.06%

-8.29%

-4.77%

Max Drawdown (5Y)

Largest decline over 5 years

-43.46%

-21.08%

-22.38%

Max Drawdown (10Y)

Largest decline over 10 years

-43.46%

-38.02%

-5.44%

Current Drawdown

Current decline from peak

-31.36%

-3.06%

-28.30%

Average Drawdown

Average peak-to-trough decline

-12.23%

-7.22%

-5.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.12%

1.79%

+2.33%

Volatility

GPGOX vs. FGIAX - Volatility Comparison

Grandeur Peak Global Opportunities Fund (GPGOX) has a higher volatility of 7.27% compared to Nuveen Global Infrastructure Fund Class A (FGIAX) at 4.15%. This indicates that GPGOX's price experiences larger fluctuations and is considered to be riskier than FGIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GPGOXFGIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.27%

4.15%

+3.12%

Volatility (6M)

Calculated over the trailing 6-month period

10.97%

7.07%

+3.90%

Volatility (1Y)

Calculated over the trailing 1-year period

16.65%

12.28%

+4.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.01%

13.08%

+3.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.86%

15.17%

+1.69%