GPMCX vs. ^GSPC

In the year-to-date period, GPMCX achieves a 7.19% return, which is significantly higher than ^GSPC's 1.30% return.

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This table presents a comparison of risk-adjusted performance metrics for Grandeur Peak Global Micro Cap Fund (GPMCX) and S&P 500 (^GSPC). 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.

The current GPMCX Sharpe Ratio is 0.69, which is comparable to the ^GSPC Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of GPMCX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum GPMCX drawdown since its inception was -51.97%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for GPMCX and ^GSPC. For additional features, visit the drawdowns tool.

The current volatility for Grandeur Peak Global Micro Cap Fund (GPMCX) is 3.09%, while S&P 500 (^GSPC) has a volatility of 5.42%. This indicates that GPMCX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.