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GRHIX vs. FMGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GRHIX vs. FMGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goehring & Rozencwajg Resources Fund (GRHIX) and Frontier MFG Core Infrastructure Fund (FMGIX). The values are adjusted to include any dividend payments, if applicable.

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GRHIX vs. FMGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GRHIX
Goehring & Rozencwajg Resources Fund
21.33%61.65%-1.51%16.61%16.38%62.15%-2.74%0.01%-30.03%-0.96%
FMGIX
Frontier MFG Core Infrastructure Fund
6.75%22.67%34.26%4.86%-9.46%13.84%-1.36%28.00%-6.62%20.43%

Returns By Period

In the year-to-date period, GRHIX achieves a 21.33% return, which is significantly higher than FMGIX's 6.75% return.


GRHIX

1D
1.27%
1M
-4.03%
YTD
21.33%
6M
30.10%
1Y
89.80%
3Y*
30.90%
5Y*
26.38%
10Y*

FMGIX

1D
0.80%
1M
-5.22%
YTD
6.75%
6M
8.05%
1Y
20.40%
3Y*
20.79%
5Y*
13.22%
10Y*
10.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GRHIX vs. FMGIX - Expense Ratio Comparison

GRHIX has a 0.92% expense ratio, which is higher than FMGIX's 0.50% expense ratio.


Return for Risk

GRHIX vs. FMGIX — Risk / Return Rank

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

GRHIX
GRHIX Risk / Return Rank: 9797
Overall Rank
GRHIX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
GRHIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
GRHIX Omega Ratio Rank: 9494
Omega Ratio Rank
GRHIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
GRHIX Martin Ratio Rank: 9898
Martin Ratio Rank

FMGIX
FMGIX Risk / Return Rank: 8888
Overall Rank
FMGIX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FMGIX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FMGIX Omega Ratio Rank: 8383
Omega Ratio Rank
FMGIX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FMGIX Martin Ratio Rank: 9191
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.

GRHIX vs. FMGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goehring & Rozencwajg Resources Fund (GRHIX) and Frontier MFG Core Infrastructure Fund (FMGIX). 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.


GRHIXFMGIXDifference

Sharpe ratio

Return per unit of total volatility

3.12

1.75

+1.37

Sortino ratio

Return per unit of downside risk

3.48

2.26

+1.22

Omega ratio

Gain probability vs. loss probability

1.50

1.34

+0.16

Calmar ratio

Return relative to maximum drawdown

5.65

2.81

+2.83

Martin ratio

Return relative to average drawdown

20.93

10.65

+10.28

GRHIX vs. FMGIX - Sharpe Ratio Comparison

The current GRHIX Sharpe Ratio is 3.12, which is higher than the FMGIX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of GRHIX and FMGIX, 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


GRHIXFMGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.12

1.75

+1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.47

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.24

+0.17

Correlation

The correlation between GRHIX and FMGIX is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GRHIX vs. FMGIX - Dividend Comparison

GRHIX's dividend yield for the trailing twelve months is around 2.80%, less than FMGIX's 31.50% yield.


TTM20252024202320222021202020192018201720162015
GRHIX
Goehring & Rozencwajg Resources Fund
2.80%3.39%4.02%3.19%1.21%3.25%2.03%0.57%1.18%0.51%0.00%0.00%
FMGIX
Frontier MFG Core Infrastructure Fund
31.50%33.65%48.77%4.79%3.98%2.63%2.38%2.63%3.09%3.15%2.83%2.79%

Drawdowns

GRHIX vs. FMGIX - Drawdown Comparison

The maximum GRHIX drawdown since its inception was -70.61%, which is greater than FMGIX's maximum drawdown of -57.57%. Use the drawdown chart below to compare losses from any high point for GRHIX and FMGIX.


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Drawdown Indicators


GRHIXFMGIXDifference

Max Drawdown

Largest peak-to-trough decline

-70.61%

-57.57%

-13.04%

Max Drawdown (1Y)

Largest decline over 1 year

-16.02%

-7.74%

-8.28%

Max Drawdown (5Y)

Largest decline over 5 years

-31.47%

-26.61%

-4.86%

Max Drawdown (10Y)

Largest decline over 10 years

-57.57%

Current Drawdown

Current decline from peak

-4.03%

-5.22%

+1.19%

Average Drawdown

Average peak-to-trough decline

-18.48%

-5.37%

-13.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

2.04%

+2.30%

Volatility

GRHIX vs. FMGIX - Volatility Comparison

Goehring & Rozencwajg Resources Fund (GRHIX) has a higher volatility of 8.04% compared to Frontier MFG Core Infrastructure Fund (FMGIX) at 3.97%. This indicates that GRHIX's price experiences larger fluctuations and is considered to be riskier than FMGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GRHIXFMGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.04%

3.97%

+4.07%

Volatility (6M)

Calculated over the trailing 6-month period

20.99%

6.97%

+14.02%

Volatility (1Y)

Calculated over the trailing 1-year period

29.26%

11.91%

+17.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.52%

28.44%

+1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.67%

52.56%

-22.89%