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GPMCX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between GPMCX and ^GSPC is 0.60, 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.


-0.50.00.51.00.6

Performance

GPMCX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grandeur Peak Global Micro Cap Fund (GPMCX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
45.74%
192.05%
GPMCX
^GSPC

Key characteristics

Sharpe Ratio

GPMCX:

0.49

^GSPC:

2.10

Sortino Ratio

GPMCX:

0.74

^GSPC:

2.80

Omega Ratio

GPMCX:

1.09

^GSPC:

1.39

Calmar Ratio

GPMCX:

0.15

^GSPC:

3.09

Martin Ratio

GPMCX:

1.71

^GSPC:

13.49

Ulcer Index

GPMCX:

3.54%

^GSPC:

1.94%

Daily Std Dev

GPMCX:

12.35%

^GSPC:

12.52%

Max Drawdown

GPMCX:

-51.97%

^GSPC:

-56.78%

Current Drawdown

GPMCX:

-36.68%

^GSPC:

-2.62%

Returns By Period

In the year-to-date period, GPMCX achieves a 2.61% return, which is significantly lower than ^GSPC's 24.34% return.


GPMCX

YTD

2.61%

1M

-2.01%

6M

4.11%

1Y

4.65%

5Y*

2.92%

10Y*

N/A

^GSPC

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

GPMCX vs. ^GSPC - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for GPMCX, currently valued at 0.49, compared to the broader market-1.000.001.002.003.004.000.492.10
The chart of Sortino ratio for GPMCX, currently valued at 0.74, compared to the broader market-2.000.002.004.006.008.0010.000.742.80
The chart of Omega ratio for GPMCX, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.003.501.091.39
The chart of Calmar ratio for GPMCX, currently valued at 0.15, compared to the broader market0.002.004.006.008.0010.0012.0014.000.153.09
The chart of Martin ratio for GPMCX, currently valued at 1.71, compared to the broader market0.0020.0040.0060.001.7113.49
GPMCX
^GSPC

The current GPMCX Sharpe Ratio is 0.49, which is lower than the ^GSPC Sharpe Ratio of 2.10. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.49
2.10
GPMCX
^GSPC

Drawdowns

GPMCX vs. ^GSPC - Drawdown Comparison

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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-36.68%
-2.62%
GPMCX
^GSPC

Volatility

GPMCX vs. ^GSPC - Volatility Comparison

The current volatility for Grandeur Peak Global Micro Cap Fund (GPMCX) is 2.76%, while S&P 500 (^GSPC) has a volatility of 3.79%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
2.76%
3.79%
GPMCX
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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