PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

GQG Partners Global Quality Equity Fund (GQRPX) Sharpe Ratio: 1.01

Mutual Fund · Currency in USD · Last updated Aug 4, 2026

Under normal circumstances, the fund invests at least 80% of its net assets, plus any borrowings for investment purposes, in equity securities. Under normal circumstances, it invests in at least five countries, which may include the United States, and invests at least 40% of its total assets in securities of non-U.S. companies or, if conditions are not favorable, invests at least 30% of its total assets in securities of non-U.S. companies. The fund is non-diversified.

GQRPX's Sharpe Ratio of 1.01 indicates that for each unit of volatility, it generates 1.01 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

GQRPX Sharpe Ratio Rank

GQRPX Sharpe Ratio Rank: 27.628
Below Average

GQRPX ranks above 27.6% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

GQRPX Sharpe Ratio Market Positioning

The chart shows GQRPX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.93 or lower
  • Yellow zone (middle 50%): 0.93 to 1.82
  • Green zone (top 25%): 1.82 or higher
  • Top 1%: 3.72+
  • Median: 1.47 — half of all investments score higher

How it compares to other similar mutual funds

The table compares GQG Partners Global Quality Equity Fund's Sharpe Ratio with other mutual funds in the Quality Factor, Global Equities category across multiple time periods, showing how GQRPX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
FMIEXWasatch Global Value Fund Investor Class Shares3.44
LVAFXLSV Global Managed Volatility Fund3.40
PGVFXPolaris Global Value Fund3.23
VGPMXVanguard Global Capital Cycles Fund3.12
LVAGXLSV Global Value Fund3.10
EPSYXMainStay Epoch Global Equity Yield Fund3.07
JGYIXJohn Hancock Global Shareholder Yield Fund3.02
GMGEXGMO Global Equity Allocation Fund2.76
GWOAXGMO Global Developed Equity Allocation Fund2.71
SGMAXSEI Institutional Investments Trust Global Managed Volatility Fund2.68
GQRPXGQG Partners Global Quality Equity Fund1.01
Benchmark

Compare this symbol against anything

Time Period

How much price history to include in the calculation

Historical Sharpe Ratio

The chart shows GQRPX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when GQRPX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does GQRPX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio