AQGIX vs. GQFPX
Compare and contrast key facts about AQR Global Equity Fund (AQGIX) and GQG Partners Global Quality Dividend Income Fund (GQFPX).
AQGIX is managed by AQR Funds. It was launched on Dec 30, 2009. GQFPX is managed by GQG Partners Inc. It was launched on Jun 29, 2021.
Performance
AQGIX vs. GQFPX - Performance Comparison
Loading graphics...
AQGIX vs. GQFPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AQGIX AQR Global Equity Fund | -3.52% | 31.64% | 24.56% | 22.92% | -14.14% | 5.37% |
GQFPX GQG Partners Global Quality Dividend Income Fund | 10.08% | 19.29% | 4.81% | 15.09% | -1.13% | 5.03% |
Returns By Period
In the year-to-date period, AQGIX achieves a -3.52% return, which is significantly lower than GQFPX's 10.08% return.
AQGIX
- 1D
- 3.33%
- 1M
- -5.38%
- YTD
- -3.52%
- 6M
- -0.46%
- 1Y
- 20.90%
- 3Y*
- 22.43%
- 5Y*
- 12.68%
- 10Y*
- 11.85%
GQFPX
- 1D
- 0.37%
- 1M
- -2.10%
- YTD
- 10.08%
- 6M
- 11.45%
- 1Y
- 19.15%
- 3Y*
- 16.47%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
AQGIX vs. GQFPX - Expense Ratio Comparison
AQGIX has a 0.80% expense ratio, which is lower than GQFPX's 0.86% expense ratio.
Return for Risk
AQGIX vs. GQFPX — Risk / Return Rank
AQGIX
GQFPX
AQGIX vs. GQFPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Global Equity Fund (AQGIX) and GQG Partners Global Quality Dividend Income Fund (GQFPX). 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.
| AQGIX | GQFPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.58 | -0.50 |
Sortino ratioReturn per unit of downside risk | 1.57 | 2.03 | -0.46 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.33 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.96 | -0.56 |
Martin ratioReturn relative to average drawdown | 7.04 | 9.35 | -2.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| AQGIX | GQFPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.58 | -0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.87 | -0.30 |
Correlation
The correlation between AQGIX and GQFPX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
AQGIX vs. GQFPX - Dividend Comparison
AQGIX's dividend yield for the trailing twelve months is around 13.66%, more than GQFPX's 4.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AQGIX AQR Global Equity Fund | 13.66% | 13.18% | 13.59% | 5.97% | 4.39% | 12.17% | 1.16% | 1.41% | 4.72% | 5.05% | 10.34% | 0.09% |
GQFPX GQG Partners Global Quality Dividend Income Fund | 4.83% | 5.32% | 3.71% | 3.69% | 5.18% | 1.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AQGIX vs. GQFPX - Drawdown Comparison
The maximum AQGIX drawdown since its inception was -35.47%, which is greater than GQFPX's maximum drawdown of -16.95%. Use the drawdown chart below to compare losses from any high point for AQGIX and GQFPX.
Loading graphics...
Drawdown Indicators
| AQGIX | GQFPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.47% | -16.95% | -18.52% |
Max Drawdown (1Y)Largest decline over 1 year | -15.27% | -9.37% | -5.90% |
Max Drawdown (5Y)Largest decline over 5 years | -29.62% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.47% | — | — |
Current DrawdownCurrent decline from peak | -6.88% | -2.80% | -4.08% |
Average DrawdownAverage peak-to-trough decline | -6.61% | -3.03% | -3.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.08% | +0.97% |
Volatility
AQGIX vs. GQFPX - Volatility Comparison
AQR Global Equity Fund (AQGIX) has a higher volatility of 6.26% compared to GQG Partners Global Quality Dividend Income Fund (GQFPX) at 3.97%. This indicates that AQGIX's price experiences larger fluctuations and is considered to be riskier than GQFPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| AQGIX | GQFPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.26% | 3.97% | +2.29% |
Volatility (6M)Calculated over the trailing 6-month period | 10.45% | 6.99% | +3.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.06% | 12.37% | +7.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.18% | 12.88% | +5.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.92% | 12.88% | +5.04% |