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GPMCX vs. VMMSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GPMCX vs. VMMSX - Performance Comparison

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

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GPMCX vs. VMMSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GPMCX
Grandeur Peak Global Micro Cap Fund
-11.91%13.25%3.22%12.46%-31.66%17.27%53.02%23.79%-17.74%31.50%
VMMSX
Vanguard Emerging Markets Select Stock Fund
0.57%35.68%5.91%10.58%-18.15%-1.40%15.79%21.42%-12.53%32.01%

Returns By Period

In the year-to-date period, GPMCX achieves a -11.91% return, which is significantly lower than VMMSX's 0.57% return. Over the past 10 years, GPMCX has underperformed VMMSX with an annualized return of 7.66%, while VMMSX has yielded a comparatively higher 8.74% annualized return.


GPMCX

1D
-0.87%
1M
-11.40%
YTD
-11.91%
6M
-12.19%
1Y
0.75%
3Y*
4.64%
5Y*
-3.01%
10Y*
7.66%

VMMSX

1D
-1.12%
1M
-12.19%
YTD
0.57%
6M
5.25%
1Y
29.49%
3Y*
14.96%
5Y*
4.13%
10Y*
8.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GPMCX vs. VMMSX - Expense Ratio Comparison

GPMCX has a 1.85% expense ratio, which is higher than VMMSX's 0.84% expense ratio.


Return for Risk

GPMCX vs. VMMSX — Risk / Return Rank

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

GPMCX
GPMCX Risk / Return Rank: 55
Overall Rank
GPMCX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
GPMCX Sortino Ratio Rank: 55
Sortino Ratio Rank
GPMCX Omega Ratio Rank: 55
Omega Ratio Rank
GPMCX Calmar Ratio Rank: 55
Calmar Ratio Rank
GPMCX Martin Ratio Rank: 55
Martin Ratio Rank

VMMSX
VMMSX Risk / Return Rank: 8383
Overall Rank
VMMSX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VMMSX Sortino Ratio Rank: 8484
Sortino Ratio Rank
VMMSX Omega Ratio Rank: 8282
Omega Ratio Rank
VMMSX Calmar Ratio Rank: 8282
Calmar Ratio Rank
VMMSX Martin Ratio Rank: 8181
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.

GPMCX vs. VMMSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grandeur Peak Global Micro Cap Fund (GPMCX) and Vanguard Emerging Markets Select Stock Fund (VMMSX). 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.


GPMCXVMMSXDifference

Sharpe ratio

Return per unit of total volatility

-0.01

1.64

-1.65

Sortino ratio

Return per unit of downside risk

0.08

2.16

-2.07

Omega ratio

Gain probability vs. loss probability

1.01

1.32

-0.31

Calmar ratio

Return relative to maximum drawdown

-0.08

1.97

-2.05

Martin ratio

Return relative to average drawdown

-0.26

7.99

-8.24

GPMCX vs. VMMSX - Sharpe Ratio Comparison

The current GPMCX Sharpe Ratio is -0.01, which is lower than the VMMSX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of GPMCX and VMMSX, 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


GPMCXVMMSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

1.64

-1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

0.24

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.48

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.26

+0.26

Correlation

The correlation between GPMCX and VMMSX is 0.66, 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

GPMCX vs. VMMSX - Dividend Comparison

GPMCX's dividend yield for the trailing twelve months is around 3.78%, more than VMMSX's 2.30% yield.


TTM20252024202320222021202020192018201720162015
GPMCX
Grandeur Peak Global Micro Cap Fund
3.78%3.33%0.53%0.00%0.00%15.76%8.25%0.69%6.99%7.34%1.20%0.00%
VMMSX
Vanguard Emerging Markets Select Stock Fund
2.30%2.32%3.33%3.05%3.71%6.80%1.04%2.04%2.53%1.54%1.44%1.87%

Drawdowns

GPMCX vs. VMMSX - Drawdown Comparison

The maximum GPMCX drawdown since its inception was -44.27%, which is greater than VMMSX's maximum drawdown of -39.28%. Use the drawdown chart below to compare losses from any high point for GPMCX and VMMSX.


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Drawdown Indicators


GPMCXVMMSXDifference

Max Drawdown

Largest peak-to-trough decline

-44.27%

-39.28%

-4.99%

Max Drawdown (1Y)

Largest decline over 1 year

-13.75%

-13.46%

-0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-44.27%

-37.39%

-6.88%

Max Drawdown (10Y)

Largest decline over 10 years

-44.27%

-38.82%

-5.45%

Current Drawdown

Current decline from peak

-26.28%

-13.46%

-12.82%

Average Drawdown

Average peak-to-trough decline

-15.00%

-13.53%

-1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.24%

3.32%

+0.92%

Volatility

GPMCX vs. VMMSX - Volatility Comparison

The current volatility for Grandeur Peak Global Micro Cap Fund (GPMCX) is 5.42%, while Vanguard Emerging Markets Select Stock Fund (VMMSX) has a volatility of 8.14%. This indicates that GPMCX experiences smaller price fluctuations and is considered to be less risky than VMMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GPMCXVMMSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.42%

8.14%

-2.72%

Volatility (6M)

Calculated over the trailing 6-month period

10.02%

12.78%

-2.76%

Volatility (1Y)

Calculated over the trailing 1-year period

14.86%

17.75%

-2.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.97%

17.52%

-2.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.77%

18.27%

-3.50%