GRZZX vs. LCORX
Compare and contrast key facts about Grizzly Short Fund (GRZZX) and Leuthold Core Investment Fund (LCORX).
GRZZX is managed by Leuthold. It was launched on Jun 18, 2000. LCORX is managed by Leuthold. It was launched on Nov 19, 1995.
Performance
GRZZX vs. LCORX - Performance Comparison
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GRZZX vs. LCORX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GRZZX Grizzly Short Fund | 5.45% | -2.98% | -6.74% | -18.72% | 22.43% | -15.87% | -41.33% | -29.43% | 301.98% | -19.84% |
LCORX Leuthold Core Investment Fund | 0.39% | 14.39% | 8.01% | 11.71% | -6.78% | 15.19% | 10.08% | 11.58% | -6.23% | 15.79% |
Returns By Period
In the year-to-date period, GRZZX achieves a 5.45% return, which is significantly higher than LCORX's 0.39% return. Over the past 10 years, GRZZX has underperformed LCORX with an annualized return of -0.79%, while LCORX has yielded a comparatively higher 7.37% annualized return.
GRZZX
- 1D
- -2.44%
- 1M
- 5.87%
- YTD
- 5.45%
- 6M
- 6.28%
- 1Y
- -2.53%
- 3Y*
- -4.54%
- 5Y*
- -2.29%
- 10Y*
- -0.79%
LCORX
- 1D
- 1.67%
- 1M
- -4.39%
- YTD
- 0.39%
- 6M
- 0.64%
- 1Y
- 15.48%
- 3Y*
- 11.01%
- 5Y*
- 6.79%
- 10Y*
- 7.37%
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GRZZX vs. LCORX - Expense Ratio Comparison
GRZZX has a 1.61% expense ratio, which is higher than LCORX's 1.16% expense ratio.
Return for Risk
GRZZX vs. LCORX — Risk / Return Rank
GRZZX
LCORX
GRZZX vs. LCORX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Grizzly Short Fund (GRZZX) and Leuthold Core Investment Fund (LCORX). 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.
| GRZZX | LCORX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.14 | 1.70 | -1.84 |
Sortino ratioReturn per unit of downside risk | -0.05 | 2.37 | -2.42 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.32 | -0.33 |
Calmar ratioReturn relative to maximum drawdown | -0.13 | 2.43 | -2.56 |
Martin ratioReturn relative to average drawdown | -0.16 | 9.37 | -9.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GRZZX | LCORX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.14 | 1.70 | -1.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | 0.74 | -0.86 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | 0.77 | -0.78 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.10 | 0.71 | -0.82 |
Correlation
The correlation between GRZZX and LCORX is -0.77. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
GRZZX vs. LCORX - Dividend Comparison
GRZZX's dividend yield for the trailing twelve months is around 4.91%, less than LCORX's 7.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GRZZX Grizzly Short Fund | 4.91% | 6.00% | 10.30% | 6.61% | 0.00% | 0.00% | 0.00% | 1.14% | 0.00% | 0.00% | 0.00% | 0.00% |
LCORX Leuthold Core Investment Fund | 7.92% | 7.93% | 7.03% | 5.57% | 7.20% | 5.00% | 0.24% | 1.89% | 10.74% | 3.22% | 0.45% | 3.94% |
Drawdowns
GRZZX vs. LCORX - Drawdown Comparison
The maximum GRZZX drawdown since its inception was -91.80%, which is greater than LCORX's maximum drawdown of -41.31%. Use the drawdown chart below to compare losses from any high point for GRZZX and LCORX.
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Drawdown Indicators
| GRZZX | LCORX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.80% | -41.31% | -50.49% |
Max Drawdown (1Y)Largest decline over 1 year | -22.23% | -6.55% | -15.68% |
Max Drawdown (5Y)Largest decline over 5 years | -36.02% | -13.88% | -22.14% |
Max Drawdown (10Y)Largest decline over 10 years | -71.73% | -19.38% | -52.35% |
Current DrawdownCurrent decline from peak | -88.24% | -4.95% | -83.29% |
Average DrawdownAverage peak-to-trough decline | -69.22% | -5.03% | -64.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.82% | 1.70% | +16.12% |
Volatility
GRZZX vs. LCORX - Volatility Comparison
Grizzly Short Fund (GRZZX) has a higher volatility of 5.16% compared to Leuthold Core Investment Fund (LCORX) at 3.97%. This indicates that GRZZX's price experiences larger fluctuations and is considered to be riskier than LCORX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GRZZX | LCORX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.16% | 3.97% | +1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 10.47% | 6.71% | +3.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.84% | 9.31% | +10.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.52% | 9.21% | +10.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 96.65% | 9.64% | +87.01% |