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GPGOX vs. GPMCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GPGOX vs. GPMCX - Performance Comparison

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

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GPGOX vs. GPMCX - 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%
GPMCX
Grandeur Peak Global Micro Cap Fund
-9.47%13.25%3.22%12.46%-31.66%17.27%53.02%23.79%-17.74%31.50%

Returns By Period

In the year-to-date period, GPGOX achieves a -5.54% return, which is significantly higher than GPMCX's -9.47% return. Over the past 10 years, GPGOX has underperformed GPMCX with an annualized return of 6.64%, while GPMCX has yielded a comparatively higher 7.95% 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%

GPMCX

1D
2.78%
1M
-7.56%
YTD
-9.47%
6M
-9.14%
1Y
3.48%
3Y*
5.60%
5Y*
-2.85%
10Y*
7.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GPGOX vs. GPMCX - Expense Ratio Comparison

GPGOX has a 1.54% expense ratio, which is lower than GPMCX's 1.85% expense ratio.


Return for Risk

GPGOX vs. GPMCX — 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

GPMCX
GPMCX Risk / Return Rank: 88
Overall Rank
GPMCX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
GPMCX Sortino Ratio Rank: 88
Sortino Ratio Rank
GPMCX Omega Ratio Rank: 77
Omega Ratio Rank
GPMCX Calmar Ratio Rank: 88
Calmar Ratio Rank
GPMCX Martin Ratio Rank: 88
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. GPMCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grandeur Peak Global Opportunities Fund (GPGOX) and Grandeur Peak Global Micro Cap Fund (GPMCX). 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.


GPGOXGPMCXDifference

Sharpe ratio

Return per unit of total volatility

0.58

0.24

+0.34

Sortino ratio

Return per unit of downside risk

0.92

0.42

+0.50

Omega ratio

Gain probability vs. loss probability

1.12

1.05

+0.07

Calmar ratio

Return relative to maximum drawdown

0.62

0.19

+0.43

Martin ratio

Return relative to average drawdown

1.97

0.61

+1.36

GPGOX vs. GPMCX - Sharpe Ratio Comparison

The current GPGOX Sharpe Ratio is 0.58, which is higher than the GPMCX Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of GPGOX and GPMCX, 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


GPGOXGPMCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

0.24

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

-0.19

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.54

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.53

+0.04

Correlation

The correlation between GPGOX and GPMCX is 0.86, 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

GPGOX vs. GPMCX - Dividend Comparison

GPGOX's dividend yield for the trailing twelve months is around 5.37%, more than GPMCX's 3.68% 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%
GPMCX
Grandeur Peak Global Micro Cap Fund
3.68%3.33%0.53%0.00%0.00%15.76%8.25%0.69%6.99%7.34%1.20%0.00%

Drawdowns

GPGOX vs. GPMCX - Drawdown Comparison

The maximum GPGOX drawdown since its inception was -43.46%, roughly equal to the maximum GPMCX drawdown of -44.27%. Use the drawdown chart below to compare losses from any high point for GPGOX and GPMCX.


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Drawdown Indicators


GPGOXGPMCXDifference

Max Drawdown

Largest peak-to-trough decline

-43.46%

-44.27%

+0.81%

Max Drawdown (1Y)

Largest decline over 1 year

-13.06%

-13.75%

+0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-43.46%

-44.27%

+0.81%

Max Drawdown (10Y)

Largest decline over 10 years

-43.46%

-44.27%

+0.81%

Current Drawdown

Current decline from peak

-31.36%

-24.23%

-7.13%

Average Drawdown

Average peak-to-trough decline

-12.23%

-15.01%

+2.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.12%

4.28%

-0.16%

Volatility

GPGOX vs. GPMCX - Volatility Comparison

Grandeur Peak Global Opportunities Fund (GPGOX) has a higher volatility of 7.27% compared to Grandeur Peak Global Micro Cap Fund (GPMCX) at 6.25%. This indicates that GPGOX's price experiences larger fluctuations and is considered to be riskier than GPMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GPGOXGPMCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.27%

6.25%

+1.02%

Volatility (6M)

Calculated over the trailing 6-month period

10.97%

10.40%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

16.65%

15.09%

+1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.01%

15.02%

+1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.86%

14.79%

+2.07%