GPMCX vs. WAEMX

In the year-to-date period, GPMCX achieves a -0.78% return, which is significantly lower than WAEMX's -0.72% return.

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GPMCX has a 1.85% expense ratio, which is lower than WAEMX's 1.91% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Grandeur Peak Global Micro Cap Fund (GPMCX) and Wasatch Emerging Markets Small Cap Fund (WAEMX). 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 0.56, which is higher than the WAEMX Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of GPMCX and WAEMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GPMCX's dividend yield for the trailing twelve months is around 0.53%, while WAEMX has not paid dividends to shareholders.

The maximum GPMCX drawdown since its inception was -51.97%, smaller than the maximum WAEMX drawdown of -66.28%. Use the drawdown chart below to compare losses from any high point for GPMCX and WAEMX. For additional features, visit the drawdowns tool.

The current volatility for Grandeur Peak Global Micro Cap Fund (GPMCX) is 3.33%, while Wasatch Emerging Markets Small Cap Fund (WAEMX) has a volatility of 4.62%. This indicates that GPMCX experiences smaller price fluctuations and is considered to be less risky than WAEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.