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GPGOX vs. GPROX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GPGOX vs. GPROX - 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 Reach Fund (GPROX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GPGOX achieves a 10.79% return, which is significantly higher than GPROX's 5.01% return. Over the past 10 years, GPGOX has underperformed GPROX with an annualized return of 7.79%, while GPROX has yielded a comparatively higher 8.34% annualized return.


GPGOX

1D
2.15%
1M
-1.81%
6M
8.26%
YTD
10.79%
1Y
12.83%
3Y*
4.50%
5Y*
-3.32%
10Y*
7.79%
ALL TIME*
9.80%

GPROX

1D
1.90%
1M
-3.02%
6M
2.55%
YTD
5.01%
1Y
7.53%
3Y*
7.99%
5Y*
-1.61%
10Y*
8.34%
ALL TIME*
7.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

GPGOX vs. GPROX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GPGOX
Grandeur Peak Global Opportunities Fund
10.79%8.59%-10.10%16.25%-33.55%21.59%44.61%31.15%-17.95%32.53%
GPROX
Grandeur Peak Global Reach Fund
5.01%8.87%5.51%14.86%-34.54%19.78%41.16%29.39%-15.86%30.73%

Correlation

The correlation between GPGOX and GPROX is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.95

Correlation (3Y)
Balances recent behavior with more history.

0.95

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.97

Correlation (10Y)
Provides a long-term view across more market conditions.

0.96

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2014

0.96

The correlation between GPGOX and GPROX has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

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Return for Risk

GPGOX vs. GPROX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GPGOX
GPGOX Risk / Return Rank: 1818
Overall Rank
GPGOX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
GPGOX Sortino Ratio Rank: 1919
Sortino Ratio Rank
GPGOX Omega Ratio Rank: 1818
Omega Ratio Rank
GPGOX Calmar Ratio Rank: 1717
Calmar Ratio Rank
GPGOX Martin Ratio Rank: 1818
Martin Ratio Rank

GPROX
GPROX Risk / Return Rank: 1111
Overall Rank
GPROX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
GPROX Sortino Ratio Rank: 1111
Sortino Ratio Rank
GPROX Omega Ratio Rank: 1010
Omega Ratio Rank
GPROX Calmar Ratio Rank: 1010
Calmar Ratio Rank
GPROX Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GPGOX vs. GPROX - 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 Reach Fund (GPROX). 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.


GPGOXGPROXDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.14

1.08

+0.05

Calmar ratioReturn relative to maximum drawdown

0.87

0.51

+0.35

Martin ratioReturn relative to average drawdown

2.67

1.68

+0.99

GPGOX vs. GPROX - Sharpe Ratio Comparison

The current GPGOX Sharpe Ratio is 0.70, which is higher than the GPROX Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of GPGOX and GPROX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GPGOX vs. GPROX - Drawdown Comparison

The maximum GPGOX drawdown since its inception was -43.46%, roughly equal to the maximum GPROX drawdown of -43.86%. Use the drawdown chart below to compare losses from any high point for GPGOX and GPROX.


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Drawdown Indicators


GPGOXGPROXDifference

Max Drawdown

Largest peak-to-trough decline

-43.46%

-43.86%

+0.40%

Max Drawdown (1Y)

Largest decline over 1 year

-13.06%

-12.29%

-0.77%

Max Drawdown (3Y)

Largest decline over 3 years

-24.05%

-17.51%

-6.54%

Max Drawdown (5Y)

Largest decline over 5 years

-43.46%

-43.86%

+0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-43.46%

-43.86%

+0.40%

Current Drawdown

Current decline from peak

-19.49%

-13.61%

-5.88%

Average Drawdown

Average peak-to-trough decline

-12.44%

-12.98%

+0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.23%

3.74%

+0.49%

Volatility

GPGOX vs. GPROX - Volatility Comparison

Grandeur Peak Global Opportunities Fund (GPGOX) and Grandeur Peak Global Reach Fund (GPROX) have volatilities of 4.69% and 4.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GPGOXGPROXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.69%

4.49%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

13.71%

12.78%

+0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

16.26%

14.99%

+1.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.46%

18.06%

-0.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

17.04%

-0.06%

GPGOX vs. GPROX - Expense Ratio Comparison

GPGOX has a 1.54% expense ratio, which is higher than GPROX's 1.49% expense ratio.


Dividends

GPGOX vs. GPROX - Dividend Comparison

GPGOX's dividend yield for the trailing twelve months is around 4.58%, less than GPROX's 18.75% yield.


PositionTTM20252024202320222021202020192018201720162015
GPGOX
Grandeur Peak Global Opportunities Fund
4.58%5.08%1.54%0.43%1.70%19.69%7.51%5.55%11.23%5.50%0.12%8.28%
GPROX
Grandeur Peak Global Reach Fund
18.75%19.69%12.03%0.14%0.00%15.32%8.09%2.58%11.25%1.49%0.13%3.75%

Frequently Asked Questions


With a correlation of 0.95, GPGOX and GPROX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

GPGOX has higher volatility (4.69%) compared to GPROX (4.49%). In terms of maximum drawdown, GPGOX dropped -43.46% vs GPROX's -43.86%.

GPGOX currently has the higher Sharpe Ratio (0.70 vs 0.42), 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.

Portfolio Optimizer

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