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WAIOX vs. GISOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WAIOX vs. GISOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wasatch International Opportunities Fund (WAIOX) and Grandeur Peak International Stalwarts Fund (GISOX). The values are adjusted to include any dividend payments, if applicable.

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WAIOX vs. GISOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WAIOX
Wasatch International Opportunities Fund
-10.06%2.57%-4.49%10.64%-36.63%-1.36%41.75%32.19%-14.69%27.69%
GISOX
Grandeur Peak International Stalwarts Fund
-4.04%9.82%-10.00%14.58%-37.61%24.41%38.16%31.57%-17.66%36.78%

Returns By Period

In the year-to-date period, WAIOX achieves a -10.06% return, which is significantly lower than GISOX's -4.04% return. Over the past 10 years, WAIOX has underperformed GISOX with an annualized return of 2.46%, while GISOX has yielded a comparatively higher 5.95% annualized return.


WAIOX

1D
-0.62%
1M
-11.54%
YTD
-10.06%
6M
-14.09%
1Y
-7.43%
3Y*
-1.42%
5Y*
-9.04%
10Y*
2.46%

GISOX

1D
-0.35%
1M
-9.25%
YTD
-4.04%
6M
-3.60%
1Y
10.46%
3Y*
1.48%
5Y*
-3.52%
10Y*
5.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WAIOX vs. GISOX - Expense Ratio Comparison

WAIOX has a 1.96% expense ratio, which is higher than GISOX's 1.15% expense ratio.


Return for Risk

WAIOX vs. GISOX — Risk / Return Rank

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

WAIOX
WAIOX Risk / Return Rank: 22
Overall Rank
WAIOX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
WAIOX Sortino Ratio Rank: 11
Sortino Ratio Rank
WAIOX Omega Ratio Rank: 11
Omega Ratio Rank
WAIOX Calmar Ratio Rank: 22
Calmar Ratio Rank
WAIOX Martin Ratio Rank: 33
Martin Ratio Rank

GISOX
GISOX Risk / Return Rank: 1818
Overall Rank
GISOX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
GISOX Sortino Ratio Rank: 1818
Sortino Ratio Rank
GISOX Omega Ratio Rank: 1717
Omega Ratio Rank
GISOX Calmar Ratio Rank: 2020
Calmar Ratio Rank
GISOX Martin Ratio Rank: 1515
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.

WAIOX vs. GISOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wasatch International Opportunities Fund (WAIOX) and Grandeur Peak International Stalwarts Fund (GISOX). 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.


WAIOXGISOXDifference

Sharpe ratio

Return per unit of total volatility

-0.55

0.46

-1.01

Sortino ratio

Return per unit of downside risk

-0.66

0.79

-1.46

Omega ratio

Gain probability vs. loss probability

0.92

1.10

-0.19

Calmar ratio

Return relative to maximum drawdown

-0.39

0.60

-0.99

Martin ratio

Return relative to average drawdown

-0.87

1.50

-2.37

WAIOX vs. GISOX - Sharpe Ratio Comparison

The current WAIOX Sharpe Ratio is -0.55, which is lower than the GISOX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of WAIOX and GISOX, 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


WAIOXGISOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.55

0.46

-1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.54

-0.18

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.32

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.33

+0.03

Correlation

The correlation between WAIOX and GISOX is 0.79, 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

WAIOX vs. GISOX - Dividend Comparison

WAIOX's dividend yield for the trailing twelve months is around 75.93%, more than GISOX's 0.53% yield.


TTM20252024202320222021202020192018201720162015
WAIOX
Wasatch International Opportunities Fund
75.93%68.29%0.00%0.00%0.00%14.35%1.98%2.38%2.73%7.00%0.00%4.76%
GISOX
Grandeur Peak International Stalwarts Fund
0.53%0.50%0.45%0.54%0.10%8.61%0.21%0.14%2.76%1.38%0.29%0.00%

Drawdowns

WAIOX vs. GISOX - Drawdown Comparison

The maximum WAIOX drawdown since its inception was -68.04%, which is greater than GISOX's maximum drawdown of -47.98%. Use the drawdown chart below to compare losses from any high point for WAIOX and GISOX.


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Drawdown Indicators


WAIOXGISOXDifference

Max Drawdown

Largest peak-to-trough decline

-68.04%

-47.98%

-20.06%

Max Drawdown (1Y)

Largest decline over 1 year

-21.23%

-10.42%

-10.81%

Max Drawdown (5Y)

Largest decline over 5 years

-50.21%

-47.98%

-2.23%

Max Drawdown (10Y)

Largest decline over 10 years

-50.21%

-47.98%

-2.23%

Current Drawdown

Current decline from peak

-44.13%

-34.86%

-9.27%

Average Drawdown

Average peak-to-trough decline

-16.66%

-17.40%

+0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.60%

4.17%

+5.43%

Volatility

WAIOX vs. GISOX - Volatility Comparison

The current volatility for Wasatch International Opportunities Fund (WAIOX) is 5.39%, while Grandeur Peak International Stalwarts Fund (GISOX) has a volatility of 7.57%. This indicates that WAIOX experiences smaller price fluctuations and is considered to be less risky than GISOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WAIOXGISOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

7.57%

-2.18%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

11.70%

-2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

14.18%

18.22%

-4.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.85%

19.77%

-2.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.37%

18.59%

-2.22%