AGOCX vs. GQRIX
Compare and contrast key facts about PGIM Jennison Global Equity Income Fund (AGOCX) and GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX).
AGOCX is managed by PGIM. It was launched on Dec 30, 1997. GQRIX is managed by GQG Partners Inc. It was launched on Mar 29, 2019.
Performance
AGOCX vs. GQRIX - Performance Comparison
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AGOCX vs. GQRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AGOCX PGIM Jennison Global Equity Income Fund | 5.41% | 23.91% | 13.75% | 9.41% | -11.69% | 20.27% | 5.72% | 9.28% |
GQRIX GQG Partners Global Quality Equity Fund Institutional Shares | 7.87% | 0.91% | 20.18% | 19.79% | -3.64% | 17.13% | 14.75% | 12.84% |
Returns By Period
In the year-to-date period, AGOCX achieves a 5.41% return, which is significantly lower than GQRIX's 7.87% return.
AGOCX
- 1D
- 2.23%
- 1M
- -5.52%
- YTD
- 5.41%
- 6M
- 8.52%
- 1Y
- 24.03%
- 3Y*
- 16.48%
- 5Y*
- 9.82%
- 10Y*
- 9.32%
GQRIX
- 1D
- 0.11%
- 1M
- -2.69%
- YTD
- 7.87%
- 6M
- 7.23%
- 1Y
- 7.92%
- 3Y*
- 17.11%
- 5Y*
- 11.55%
- 10Y*
- —
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AGOCX vs. GQRIX - Expense Ratio Comparison
AGOCX has a 1.94% expense ratio, which is higher than GQRIX's 0.75% expense ratio.
Return for Risk
AGOCX vs. GQRIX — Risk / Return Rank
AGOCX
GQRIX
AGOCX vs. GQRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Global Equity Income Fund (AGOCX) and GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX). 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.
| AGOCX | GQRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | 0.68 | +0.99 |
Sortino ratioReturn per unit of downside risk | 2.28 | 0.97 | +1.31 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.14 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 0.97 | +1.22 |
Martin ratioReturn relative to average drawdown | 10.19 | 3.48 | +6.71 |
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
| AGOCX | GQRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 0.68 | +0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.79 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.73 | -0.30 |
Correlation
The correlation between AGOCX and GQRIX is 0.72, 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
AGOCX vs. GQRIX - Dividend Comparison
AGOCX's dividend yield for the trailing twelve months is around 9.11%, more than GQRIX's 7.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGOCX PGIM Jennison Global Equity Income Fund | 9.11% | 9.59% | 10.04% | 9.74% | 9.10% | 5.29% | 9.25% | 12.44% | 23.46% | 5.31% | 1.56% | 12.12% |
GQRIX GQG Partners Global Quality Equity Fund Institutional Shares | 7.36% | 7.94% | 6.46% | 1.39% | 2.99% | 1.65% | 0.11% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AGOCX vs. GQRIX - Drawdown Comparison
The maximum AGOCX drawdown since its inception was -51.84%, which is greater than GQRIX's maximum drawdown of -28.86%. Use the drawdown chart below to compare losses from any high point for AGOCX and GQRIX.
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Drawdown Indicators
| AGOCX | GQRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.84% | -28.86% | -22.98% |
Max Drawdown (1Y)Largest decline over 1 year | -11.24% | -8.80% | -2.44% |
Max Drawdown (5Y)Largest decline over 5 years | -24.53% | -20.29% | -4.24% |
Max Drawdown (10Y)Largest decline over 10 years | -34.69% | — | — |
Current DrawdownCurrent decline from peak | -6.05% | -3.35% | -2.70% |
Average DrawdownAverage peak-to-trough decline | -7.91% | -4.94% | -2.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 2.53% | -0.11% |
Volatility
AGOCX vs. GQRIX - Volatility Comparison
PGIM Jennison Global Equity Income Fund (AGOCX) has a higher volatility of 5.57% compared to GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX) at 3.09%. This indicates that AGOCX's price experiences larger fluctuations and is considered to be riskier than GQRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGOCX | GQRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 3.09% | +2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 8.78% | 6.73% | +2.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.49% | 11.89% | +2.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.90% | 14.69% | -0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.82% | 17.40% | -1.58% |