PortfoliosLab logoPortfoliosLab logo
GPIOX vs. HRIOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GPIOX vs. HRIOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grandeur Peak International Opportunities Fund (GPIOX) and Hood River International Opportunity Fund (HRIOX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GPIOX vs. HRIOX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GPIOX
Grandeur Peak International Opportunities Fund
-9.42%11.78%-11.63%11.37%-34.48%3.18%
HRIOX
Hood River International Opportunity Fund
6.18%43.32%20.19%30.74%-25.86%2.01%

Returns By Period

In the year-to-date period, GPIOX achieves a -9.42% return, which is significantly lower than HRIOX's 6.18% return.


GPIOX

1D
-0.67%
1M
-11.57%
YTD
-9.42%
6M
-10.75%
1Y
5.03%
3Y*
-1.54%
5Y*
-5.57%
10Y*
4.39%

HRIOX

1D
-2.32%
1M
-13.38%
YTD
6.18%
6M
13.19%
1Y
71.03%
3Y*
30.42%
5Y*
10Y*
*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.


GPIOX vs. HRIOX - Expense Ratio Comparison

GPIOX has a 1.55% expense ratio, which is higher than HRIOX's 1.50% expense ratio.


Return for Risk

GPIOX vs. HRIOX — Risk / Return Rank

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

GPIOX
GPIOX Risk / Return Rank: 99
Overall Rank
GPIOX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
GPIOX Sortino Ratio Rank: 99
Sortino Ratio Rank
GPIOX Omega Ratio Rank: 99
Omega Ratio Rank
GPIOX Calmar Ratio Rank: 88
Calmar Ratio Rank
GPIOX Martin Ratio Rank: 88
Martin Ratio Rank

HRIOX
HRIOX Risk / Return Rank: 9797
Overall Rank
HRIOX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
HRIOX Sortino Ratio Rank: 9696
Sortino Ratio Rank
HRIOX Omega Ratio Rank: 9494
Omega Ratio Rank
HRIOX Calmar Ratio Rank: 9898
Calmar Ratio Rank
HRIOX Martin Ratio Rank: 9898
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.

GPIOX vs. HRIOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grandeur Peak International Opportunities Fund (GPIOX) and Hood River International Opportunity Fund (HRIOX). 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.


GPIOXHRIOXDifference

Sharpe ratio

Return per unit of total volatility

0.18

2.89

-2.71

Sortino ratio

Return per unit of downside risk

0.36

3.52

-3.15

Omega ratio

Gain probability vs. loss probability

1.05

1.50

-0.45

Calmar ratio

Return relative to maximum drawdown

0.12

4.81

-4.69

Martin ratio

Return relative to average drawdown

0.38

19.64

-19.26

GPIOX vs. HRIOX - Sharpe Ratio Comparison

The current GPIOX Sharpe Ratio is 0.18, which is lower than the HRIOX Sharpe Ratio of 2.89. The chart below compares the historical Sharpe Ratios of GPIOX and HRIOX, 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


GPIOXHRIOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

2.89

-2.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.68

-0.68

Correlation

The correlation between GPIOX and HRIOX is 0.70, 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

GPIOX vs. HRIOX - Dividend Comparison

GPIOX's dividend yield for the trailing twelve months is around 3.92%, less than HRIOX's 5.54% yield.


TTM20252024202320222021202020192018201720162015
GPIOX
Grandeur Peak International Opportunities Fund
3.92%3.55%2.26%0.62%0.03%13.37%3.40%3.50%13.44%3.45%2.26%4.56%
HRIOX
Hood River International Opportunity Fund
5.54%5.88%0.16%1.44%0.00%0.21%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GPIOX vs. HRIOX - Drawdown Comparison

The maximum GPIOX drawdown since its inception was -96.72%, which is greater than HRIOX's maximum drawdown of -38.76%. Use the drawdown chart below to compare losses from any high point for GPIOX and HRIOX.


Loading graphics...

Drawdown Indicators


GPIOXHRIOXDifference

Max Drawdown

Largest peak-to-trough decline

-96.72%

-38.76%

-57.96%

Max Drawdown (1Y)

Largest decline over 1 year

-13.37%

-13.78%

+0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-45.01%

Max Drawdown (10Y)

Largest decline over 10 years

-96.72%

Current Drawdown

Current decline from peak

-94.70%

-13.78%

-80.92%

Average Drawdown

Average peak-to-trough decline

-58.27%

-12.72%

-45.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.13%

3.37%

+0.76%

Volatility

GPIOX vs. HRIOX - Volatility Comparison

The current volatility for Grandeur Peak International Opportunities Fund (GPIOX) is 7.45%, while Hood River International Opportunity Fund (HRIOX) has a volatility of 9.83%. This indicates that GPIOX experiences smaller price fluctuations and is considered to be less risky than HRIOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GPIOXHRIOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.45%

9.83%

-2.38%

Volatility (6M)

Calculated over the trailing 6-month period

11.06%

17.85%

-6.79%

Volatility (1Y)

Calculated over the trailing 1-year period

16.74%

24.37%

-7.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.61%

20.76%

-4.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

933.47%

20.76%

+912.71%