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GPROX vs. GPEOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GPROX vs. GPEOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grandeur Peak Global Reach Fund (GPROX) and Grandeur Peak Emerging Markets Opportunities Fund (GPEOX). The values are adjusted to include any dividend payments, if applicable.

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GPROX vs. GPEOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GPROX
Grandeur Peak Global Reach Fund
-8.35%8.87%5.51%14.86%-34.54%19.78%41.16%29.39%-15.86%30.73%
GPEOX
Grandeur Peak Emerging Markets Opportunities Fund
-0.00%9.08%-7.19%12.00%-24.72%8.87%30.71%23.35%-20.66%28.27%

Returns By Period

Over the past 10 years, GPROX has outperformed GPEOX with an annualized return of 7.52%, while GPEOX has yielded a comparatively lower 5.01% annualized return.


GPROX

1D
-0.47%
1M
-10.62%
YTD
-8.35%
6M
-8.03%
1Y
4.40%
3Y*
5.15%
5Y*
-1.78%
10Y*
7.52%

GPEOX

1D
-0.69%
1M
-9.49%
YTD
-0.00%
6M
-0.96%
1Y
12.66%
3Y*
2.63%
5Y*
-1.83%
10Y*
5.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GPROX vs. GPEOX - Expense Ratio Comparison

GPROX has a 1.49% expense ratio, which is lower than GPEOX's 1.68% expense ratio.


Return for Risk

GPROX vs. GPEOX — Risk / Return Rank

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

GPROX
GPROX Risk / Return Rank: 88
Overall Rank
GPROX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
GPROX Sortino Ratio Rank: 88
Sortino Ratio Rank
GPROX Omega Ratio Rank: 88
Omega Ratio Rank
GPROX Calmar Ratio Rank: 88
Calmar Ratio Rank
GPROX Martin Ratio Rank: 99
Martin Ratio Rank

GPEOX
GPEOX Risk / Return Rank: 2727
Overall Rank
GPEOX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
GPEOX Sortino Ratio Rank: 2828
Sortino Ratio Rank
GPEOX Omega Ratio Rank: 2626
Omega Ratio Rank
GPEOX Calmar Ratio Rank: 2828
Calmar Ratio Rank
GPEOX Martin Ratio Rank: 2424
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.

GPROX vs. GPEOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grandeur Peak Global Reach Fund (GPROX) and Grandeur Peak Emerging Markets Opportunities Fund (GPEOX). 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.


GPROXGPEOXDifference

Sharpe ratio

Return per unit of total volatility

0.21

0.69

-0.48

Sortino ratio

Return per unit of downside risk

0.38

1.04

-0.66

Omega ratio

Gain probability vs. loss probability

1.05

1.14

-0.09

Calmar ratio

Return relative to maximum drawdown

0.14

0.81

-0.67

Martin ratio

Return relative to average drawdown

0.47

2.58

-2.12

GPROX vs. GPEOX - Sharpe Ratio Comparison

The current GPROX Sharpe Ratio is 0.21, which is lower than the GPEOX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of GPROX and GPEOX, 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


GPROXGPEOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

0.69

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

-0.13

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.35

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.29

+0.13

Correlation

The correlation between GPROX and GPEOX is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GPROX vs. GPEOX - Dividend Comparison

GPROX's dividend yield for the trailing twelve months is around 21.48%, less than GPEOX's 26.01% yield.


TTM20252024202320222021202020192018201720162015
GPROX
Grandeur Peak Global Reach Fund
21.48%19.69%12.03%0.14%0.00%15.32%8.09%2.58%11.25%1.49%0.13%3.75%
GPEOX
Grandeur Peak Emerging Markets Opportunities Fund
26.01%26.01%3.76%3.73%0.16%12.45%0.02%0.06%1.03%0.23%0.39%3.58%

Drawdowns

GPROX vs. GPEOX - Drawdown Comparison

The maximum GPROX drawdown since its inception was -43.86%, which is greater than GPEOX's maximum drawdown of -35.84%. Use the drawdown chart below to compare losses from any high point for GPROX and GPEOX.


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Drawdown Indicators


GPROXGPEOXDifference

Max Drawdown

Largest peak-to-trough decline

-43.86%

-35.84%

-8.02%

Max Drawdown (1Y)

Largest decline over 1 year

-12.29%

-10.79%

-1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-43.86%

-35.84%

-8.02%

Max Drawdown (10Y)

Largest decline over 10 years

-43.86%

-35.84%

-8.02%

Current Drawdown

Current decline from peak

-24.60%

-19.90%

-4.70%

Average Drawdown

Average peak-to-trough decline

-12.96%

-13.25%

+0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

3.44%

+0.12%

Volatility

GPROX vs. GPEOX - Volatility Comparison

The current volatility for Grandeur Peak Global Reach Fund (GPROX) is 6.31%, while Grandeur Peak Emerging Markets Opportunities Fund (GPEOX) has a volatility of 8.34%. This indicates that GPROX experiences smaller price fluctuations and is considered to be less risky than GPEOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GPROXGPEOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.31%

8.34%

-2.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.91%

11.98%

-2.07%

Volatility (1Y)

Calculated over the trailing 1-year period

15.27%

16.24%

-0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.71%

14.01%

+3.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.95%

14.27%

+2.68%