AMAGX vs. GQEPX
AMAGX (Amana Growth Fund Investor Shares) and GQEPX (GQG Partners US Select Quality Equity Fund Investor Shares) are both mutual funds - AMAGX is a Large Cap Growth Equities fund actively managed by Amana, while GQEPX is a Quality Factor fund managed by GQG Partners. Over the past 5 years, AMAGX returned 11.13%/yr vs 9.07%/yr for GQEPX. Their 0.69 correlation means they have sometimes moved together and sometimes differently. AMAGX charges 0.86%/yr vs 0.59%/yr for GQEPX.
Performance
AMAGX vs. GQEPX - Performance Comparison
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Returns By Period
In the year-to-date period, AMAGX achieves a 11.50% return, which is significantly higher than GQEPX's 5.74% return.
AMAGX
- 1D
- 2.14%
- 1M
- -1.51%
- 6M
- 8.84%
- YTD
- 11.50%
- 1Y
- 25.23%
- 3Y*
- 17.74%
- 5Y*
- 11.13%
- 10Y*
- 16.64%
- ALL TIME*
- 12.26%
GQEPX
- 1D
- 0.28%
- 1M
- 0.33%
- 6M
- 1.93%
- YTD
- 5.74%
- 1Y
- 6.22%
- 3Y*
- 11.35%
- 5Y*
- 9.07%
- 10Y*
- —
- ALL TIME*
- 12.93%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
AMAGX vs. GQEPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
AMAGX Amana Growth Fund Investor Shares | 11.50% | 17.62% | 15.73% | 25.67% | -19.49% | 31.51% | 32.93% | 33.09% | -12.47% |
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares | 5.74% | -4.52% | 28.99% | 17.39% | -2.81% | 19.90% | 23.65% | 27.21% | -7.67% |
Correlation
The correlation between AMAGX and GQEPX is -0.28, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.28 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.57 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2018 | 0.69 |
The correlation between AMAGX and GQEPX shifts across timeframes, from -0.28 (1 year) to 0.69 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AMAGX vs. GQEPX — Risk / Return Rank
AMAGX
GQEPX
AMAGX vs. GQEPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amana Growth Fund Investor Shares (AMAGX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX). 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.
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.
| AMAGX | GQEPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.71 | ||
| Sortino ratioReturn per unit of downside risk | +0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.10 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 0.71 | +1.33 |
| Martin ratioReturn relative to average drawdown | 7.75 | 1.61 | +6.14 |
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Drawdowns
AMAGX vs. GQEPX - Drawdown Comparison
The maximum AMAGX drawdown since its inception was -57.64%, which is greater than GQEPX's maximum drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for AMAGX and GQEPX.
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Drawdown Indicators
| AMAGX | GQEPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.64% | -28.45% | -29.19% |
Max Drawdown (1Y)Largest decline over 1 year | -11.04% | -8.48% | -2.56% |
Max Drawdown (3Y)Largest decline over 3 years | -21.45% | -18.97% | -2.48% |
Max Drawdown (5Y)Largest decline over 5 years | -28.09% | -20.49% | -7.60% |
Max Drawdown (10Y)Largest decline over 10 years | -28.09% | — | — |
Current DrawdownCurrent decline from peak | -5.03% | -9.74% | +4.71% |
Average DrawdownAverage peak-to-trough decline | -10.24% | -5.90% | -4.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 3.74% | -0.83% |
Volatility
AMAGX vs. GQEPX - Volatility Comparison
Amana Growth Fund Investor Shares (AMAGX) has a higher volatility of 4.60% compared to GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) at 2.69%. This indicates that AMAGX's price experiences larger fluctuations and is considered to be riskier than GQEPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMAGX | GQEPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.60% | 2.69% | +1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 14.13% | 8.34% | +5.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.54% | 10.57% | +6.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.65% | 15.89% | +2.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.50% | 18.62% | -0.12% |
AMAGX vs. GQEPX - Expense Ratio Comparison
AMAGX has a 0.86% expense ratio, which is higher than GQEPX's 0.59% expense ratio.
Dividends
AMAGX vs. GQEPX - Dividend Comparison
AMAGX has not paid dividends to shareholders, while GQEPX's dividend yield for the trailing twelve months is around 6.60%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMAGX Amana Growth Fund Investor Shares | 0.00% | 0.00% | 3.95% | 0.65% | 3.64% | 0.52% | 5.44% | 3.15% | 3.47% | 10.90% | 13.67% | 7.45% |
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares | 6.60% | 6.98% | 5.30% | 0.44% | 4.46% | 1.49% | 0.61% | 0.63% | 0.09% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AMAGX and GQEPX have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMAGX has higher volatility (4.60%) compared to GQEPX (2.69%). In terms of maximum drawdown, AMAGX dropped -57.64% vs GQEPX's -28.45%.
AMAGX currently has the higher Sharpe Ratio (1.29 vs 0.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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