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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.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-3.52%
6.49%
GPMCX
^GSPC

Key characteristics

Sharpe Ratio

GPMCX:

0.27

^GSPC:

1.34

Sortino Ratio

GPMCX:

0.44

^GSPC:

1.84

Omega Ratio

GPMCX:

1.06

^GSPC:

1.25

Calmar Ratio

GPMCX:

0.08

^GSPC:

2.01

Martin Ratio

GPMCX:

0.74

^GSPC:

8.13

Ulcer Index

GPMCX:

4.42%

^GSPC:

2.10%

Daily Std Dev

GPMCX:

12.25%

^GSPC:

12.74%

Max Drawdown

GPMCX:

-51.97%

^GSPC:

-56.78%

Current Drawdown

GPMCX:

-35.85%

^GSPC:

-3.07%

Returns By Period

In the year-to-date period, GPMCX achieves a 0.71% return, which is significantly lower than ^GSPC's 1.25% return.


GPMCX

YTD

0.71%

1M

1.49%

6M

-4.36%

1Y

2.47%

5Y*

4.59%

10Y*

N/A

^GSPC

YTD

1.25%

1M

-2.39%

6M

5.86%

1Y

17.47%

5Y*

14.92%

10Y*

10.99%

*Annualized

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Risk-Adjusted Performance

GPMCX vs. ^GSPC — Risk-Adjusted Performance Rank

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

GPMCX
The Risk-Adjusted Performance Rank of GPMCX is 1616
Overall Rank
The Sharpe Ratio Rank of GPMCX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of GPMCX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of GPMCX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of GPMCX is 1313
Calmar Ratio Rank
The Martin Ratio Rank of GPMCX is 1717
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 7979
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 7575
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 7676
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8585
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for GPMCX, currently valued at 0.27, compared to the broader market-1.000.001.002.003.004.000.271.34
The chart of Sortino ratio for GPMCX, currently valued at 0.44, compared to the broader market0.002.004.006.008.0010.0012.000.441.84
The chart of Omega ratio for GPMCX, currently valued at 1.06, compared to the broader market1.002.003.004.001.061.25
The chart of Calmar ratio for GPMCX, currently valued at 0.08, compared to the broader market0.005.0010.0015.0020.000.082.01
The chart of Martin ratio for GPMCX, currently valued at 0.74, compared to the broader market0.0020.0040.0060.0080.000.748.13
GPMCX
^GSPC

The current GPMCX Sharpe Ratio is 0.27, which is lower than the ^GSPC Sharpe Ratio of 1.34. 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 Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
0.27
1.34
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%SeptemberOctoberNovemberDecember2025February
-35.85%
-3.07%
GPMCX
^GSPC

Volatility

GPMCX vs. ^GSPC - Volatility Comparison

Grandeur Peak Global Micro Cap Fund (GPMCX) and S&P 500 (^GSPC) have volatilities of 3.25% and 3.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
3.25%
3.41%
GPMCX
^GSPC