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PEO vs. GRHIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PEO vs. GRHIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adams Natural Resources Closed Fund (PEO) and Goehring & Rozencwajg Resources Fund (GRHIX). The values are adjusted to include any dividend payments, if applicable.

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PEO vs. GRHIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PEO
Adams Natural Resources Closed Fund
24.52%9.98%13.58%0.91%41.77%53.75%-26.37%20.96%-23.11%3.47%
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%

Returns By Period

In the year-to-date period, PEO achieves a 24.52% return, which is significantly higher than GRHIX's 21.33% return.


PEO

1D
-4.57%
1M
-0.15%
YTD
24.52%
6M
27.94%
1Y
27.09%
3Y*
18.33%
5Y*
20.88%
10Y*
11.30%

GRHIX

1D
1.27%
1M
-4.03%
YTD
21.33%
6M
30.10%
1Y
89.80%
3Y*
30.90%
5Y*
26.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PEO vs. GRHIX - Expense Ratio Comparison

PEO has a 0.64% expense ratio, which is lower than GRHIX's 0.92% expense ratio.


Return for Risk

PEO vs. GRHIX — Risk / Return Rank

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

PEO
PEO Risk / Return Rank: 5959
Overall Rank
PEO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PEO Sortino Ratio Rank: 5656
Sortino Ratio Rank
PEO Omega Ratio Rank: 6262
Omega Ratio Rank
PEO Calmar Ratio Rank: 6262
Calmar Ratio Rank
PEO Martin Ratio Rank: 5151
Martin Ratio Rank

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
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.

PEO vs. GRHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Adams Natural Resources Closed Fund (PEO) and Goehring & Rozencwajg Resources Fund (GRHIX). 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.


PEOGRHIXDifference

Sharpe ratio

Return per unit of total volatility

1.17

3.12

-1.95

Sortino ratio

Return per unit of downside risk

1.59

3.48

-1.89

Omega ratio

Gain probability vs. loss probability

1.25

1.50

-0.25

Calmar ratio

Return relative to maximum drawdown

1.57

5.65

-4.08

Martin ratio

Return relative to average drawdown

5.33

20.93

-15.61

PEO vs. GRHIX - Sharpe Ratio Comparison

The current PEO Sharpe Ratio is 1.17, which is lower than the GRHIX Sharpe Ratio of 3.12. The chart below compares the historical Sharpe Ratios of PEO and GRHIX, 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


PEOGRHIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

3.12

-1.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.90

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.41

-0.08

Correlation

The correlation between PEO and GRHIX is 0.75, 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

PEO vs. GRHIX - Dividend Comparison

PEO's dividend yield for the trailing twelve months is around 7.58%, more than GRHIX's 2.80% yield.


TTM20252024202320222021202020192018201720162015
PEO
Adams Natural Resources Closed Fund
7.58%9.43%8.14%6.54%7.48%5.51%6.42%6.68%5.63%5.95%5.65%7.78%
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%

Drawdowns

PEO vs. GRHIX - Drawdown Comparison

The maximum PEO drawdown since its inception was -71.88%, roughly equal to the maximum GRHIX drawdown of -70.61%. Use the drawdown chart below to compare losses from any high point for PEO and GRHIX.


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Drawdown Indicators


PEOGRHIXDifference

Max Drawdown

Largest peak-to-trough decline

-71.88%

-70.61%

-1.27%

Max Drawdown (1Y)

Largest decline over 1 year

-17.54%

-16.02%

-1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-24.30%

-31.47%

+7.17%

Max Drawdown (10Y)

Largest decline over 10 years

-67.74%

Current Drawdown

Current decline from peak

-6.45%

-4.03%

-2.42%

Average Drawdown

Average peak-to-trough decline

-15.36%

-18.48%

+3.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.17%

4.34%

+0.83%

Volatility

PEO vs. GRHIX - Volatility Comparison

The current volatility for Adams Natural Resources Closed Fund (PEO) is 7.19%, while Goehring & Rozencwajg Resources Fund (GRHIX) has a volatility of 8.04%. This indicates that PEO experiences smaller price fluctuations and is considered to be less risky than GRHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PEOGRHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.19%

8.04%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

13.05%

20.99%

-7.94%

Volatility (1Y)

Calculated over the trailing 1-year period

23.21%

29.26%

-6.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.49%

29.52%

-6.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.31%

29.67%

-2.36%