GPMCX vs. WAMVX
Compare and contrast key facts about Grandeur Peak Global Micro Cap Fund (GPMCX) and Wasatch Micro Cap Value Fund (WAMVX).
GPMCX is managed by Grandeur Peak Funds. It was launched on Oct 19, 2015. WAMVX is managed by Wasatch. It was launched on Jul 28, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GPMCX or WAMVX.
Key characteristics
| GPMCX | WAMVX | |
|---|---|---|
| YTD Return | 4.71% | 26.79% |
| 1Y Return | 18.14% | 40.59% |
| 3Y Return (Ann) | -12.91% | -8.18% |
| 5Y Return (Ann) | 4.49% | 5.00% |
| Sharpe Ratio | 1.66 | 2.40 |
| Sortino Ratio | 2.32 | 3.37 |
| Omega Ratio | 1.30 | 1.41 |
| Calmar Ratio | 0.48 | 1.02 |
| Martin Ratio | 6.71 | 15.58 |
| Ulcer Index | 3.22% | 3.01% |
| Daily Std Dev | 13.00% | 19.57% |
| Max Drawdown | -51.97% | -66.97% |
| Current Drawdown | -35.39% | -22.97% |
Correlation
The correlation between GPMCX and WAMVX is 0.65, 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.
Performance
GPMCX vs. WAMVX - Performance Comparison
In the year-to-date period, GPMCX achieves a 4.71% return, which is significantly lower than WAMVX's 26.79% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GPMCX vs. WAMVX - Expense Ratio Comparison
GPMCX has a 1.85% expense ratio, which is higher than WAMVX's 1.66% expense ratio.
Risk-Adjusted Performance
GPMCX vs. WAMVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Grandeur Peak Global Micro Cap Fund (GPMCX) and Wasatch Micro Cap Value Fund (WAMVX). 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.
Dividends
GPMCX vs. WAMVX - Dividend Comparison
Neither GPMCX nor WAMVX has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
GPMCX Grandeur Peak Global Micro Cap Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.99% | 1.10% | 0.00% | 0.46% | 0.22% |
WAMVX Wasatch Micro Cap Value Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.65% | 0.00% | 0.07% |
Drawdowns
GPMCX vs. WAMVX - Drawdown Comparison
The maximum GPMCX drawdown since its inception was -51.97%, smaller than the maximum WAMVX drawdown of -66.97%. Use the drawdown chart below to compare losses from any high point for GPMCX and WAMVX. For additional features, visit the drawdowns tool.
Volatility
GPMCX vs. WAMVX - Volatility Comparison
The current volatility for Grandeur Peak Global Micro Cap Fund (GPMCX) is 3.17%, while Wasatch Micro Cap Value Fund (WAMVX) has a volatility of 7.16%. This indicates that GPMCX experiences smaller price fluctuations and is considered to be less risky than WAMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.