PortfoliosLab logoPortfoliosLab logo
Inception Date
Jun 29, 2021
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

GQJPX Performance Chart

GQG Partners International Quality Dividend Income Fund (GQJPX) is up 3.9% since the beginning of the year. GQJPX is currently trading at $12 per share.


Loading charts...

S&P 500 Index

Returns By Period

GQG Partners International Quality Dividend Income Fund (GQJPX) has returned 3.92% so far this year and 13.01% over the past 12 months.


GQG Partners International Quality Dividend Income Fund

1D
-1.53%
1M
-4.37%
YTD
3.92%
6M
4.60%
1Y
13.01%
3Y*
14.69%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GQJPX Monthly Returns History

Based on dividend-adjusted daily data since Jun 30, 2021, GQJPX's average daily return is +0.04%, while the average monthly return is +0.72%. At this rate, an investment would double in approximately 8.1 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2023 with a return of +6.7%, while the worst month was Jun 2022 at -9.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, GQJPX closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +3.2%, while the worst single day was Apr 4, 2025 at -5.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.55%5.90%-5.51%2.33%-1.41%-2.47%3.92%
20254.17%2.73%3.42%1.19%2.18%2.11%-1.85%4.22%-0.47%-0.87%4.48%1.36%24.88%
20241.16%1.36%3.84%1.30%4.15%0.69%1.24%2.36%-0.92%-2.43%-1.82%-3.46%7.39%
20233.69%-3.56%1.14%3.92%-2.86%5.76%3.07%-2.87%0.48%-3.42%6.74%5.44%18.06%
20221.41%-5.36%0.60%-3.46%4.99%-9.24%0.93%-1.95%-6.91%4.88%6.00%-1.62%-10.50%
20210.00%-0.30%1.30%-2.38%3.85%-7.32%6.48%1.05%

Benchmark Metrics

GQG Partners International Quality Dividend Income Fund has an annualized alpha of 2.88%, beta of 0.45, and R2 of 0.34 versus S&P 500 Index. Calculated based on daily prices since June 30, 2021.

  • This fund participated in 63.39% of S&P 500 Index downside but only 55.86% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.45 may look defensive, but with R2 of 0.34 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.34 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
2.88%
Beta
0.45
0.34
Upside Capture
55.86%
Downside Capture
63.39%

Expense Ratio

GQJPX has an expense ratio of 0.91%, placing it in the medium range.


Return for Risk

Risk / Return Rank

GQJPX ranks 19 for risk / return — in the bottom 19% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


GQJPX Risk / Return Rank: 1919
Overall Rank
GQJPX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
GQJPX Sortino Ratio Rank: 1818
Sortino Ratio Rank
GQJPX Omega Ratio Rank: 2020
Omega Ratio Rank
GQJPX Calmar Ratio Rank: 1919
Calmar Ratio Rank
GQJPX Martin Ratio Rank: 1717
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for GQG Partners International Quality Dividend Income Fund (GQJPX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GQJPXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-1.06

Omega ratioGain probability vs. loss probability

1.22

1.37

-0.15

Calmar ratioReturn relative to maximum drawdown

1.47

2.78

-1.31

Martin ratioReturn relative to average drawdown

4.28

12.44

-8.16

Dividends

Dividend History

GQG Partners International Quality Dividend Income Fund provided a 4.00% dividend yield over the last twelve months, with an annual payout of $0.49 per share.


2.00%3.00%4.00%5.00%6.00%$0.00$0.10$0.20$0.30$0.40$0.5020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.49$0.38$0.33$0.43$0.47$0.17

Dividend yield

4.00%3.22%3.35%4.50%5.59%1.75%

Monthly Dividends

The table displays the monthly dividend distributions for GQG Partners International Quality Dividend Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.11$0.00$0.00$0.00$0.11
2025$0.00$0.00$0.00$0.00$0.00$0.15$0.00$0.00$0.06$0.00$0.00$0.17$0.38
2024$0.00$0.00$0.08$0.00$0.00$0.14$0.00$0.00$0.06$0.00$0.00$0.05$0.33
2023$0.00$0.00$0.09$0.00$0.00$0.19$0.00$0.00$0.09$0.00$0.00$0.06$0.43
2022$0.00$0.00$0.05$0.00$0.00$0.16$0.00$0.00$0.15$0.00$0.00$0.11$0.47
2021$0.17$0.17

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the GQG Partners International Quality Dividend Income Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the GQG Partners International Quality Dividend Income Fund was 21.83%, occurring on Sep 27, 2022. Recovery took 313 trading sessions.

The current GQG Partners International Quality Dividend Income Fund drawdown is 7.23%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-21.83%Sep 2022
7mo 12d1y 3mo
1y 10moFeb 2022 - Dec 2023
2025 selloff2025
-9.45%Apr 2025
11d22d
1mo 3dMar 2025 - Apr 2025
2025 pullback2025
-9.39%Jan 2025
3mo 18d1mo 21d
5mo 9dSep 2024 - Mar 2025
2021 pullback2021
-8.93%Nov 2021
1mo 4d1mo 13d
2mo 17dOct 2021 - Jan 2022
2026 pullback2026
-8.56%Mar 2026
22d
3mo 27dFeb 2026 - now

Drawdown Indicators


GQJPXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-21.83%

-56.78%

+34.95%

Max Drawdown (1Y)

Largest decline over 1 year

-8.56%

-9.10%

+0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-9.45%

-18.90%

+9.45%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-7.23%

-1.80%

-5.43%

Average Drawdown

Average peak-to-trough decline

-5.52%

-10.71%

+5.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

2.03%

+0.91%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with GQJPX

Add GQG Partners International Quality Dividend Income Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with GQJPX