PortfoliosLab logoPortfoliosLab logo
BHBFX vs. GQHPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BHBFX vs. GQHPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Madison Dividend Income Fund (BHBFX) and GQG Partners US Quality Dividend Income Fund (GQHPX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BHBFX vs. GQHPX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BHBFX
Madison Dividend Income Fund
4.89%8.19%7.62%1.76%-5.50%9.11%
GQHPX
GQG Partners US Quality Dividend Income Fund
11.95%7.53%12.69%3.94%6.73%10.34%

Returns By Period

In the year-to-date period, BHBFX achieves a 4.89% return, which is significantly lower than GQHPX's 11.95% return.


BHBFX

1D
0.20%
1M
-5.16%
YTD
4.89%
6M
4.63%
1Y
9.93%
3Y*
8.34%
5Y*
6.03%
10Y*
9.60%

GQHPX

1D
-0.27%
1M
-2.01%
YTD
11.95%
6M
11.35%
1Y
11.06%
3Y*
12.76%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


BHBFX vs. GQHPX - Expense Ratio Comparison

BHBFX has a 0.91% expense ratio, which is higher than GQHPX's 0.57% expense ratio.


Return for Risk

BHBFX vs. GQHPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BHBFX
BHBFX Risk / Return Rank: 3434
Overall Rank
BHBFX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
BHBFX Sortino Ratio Rank: 3535
Sortino Ratio Rank
BHBFX Omega Ratio Rank: 3535
Omega Ratio Rank
BHBFX Calmar Ratio Rank: 3232
Calmar Ratio Rank
BHBFX Martin Ratio Rank: 3434
Martin Ratio Rank

GQHPX
GQHPX Risk / Return Rank: 5555
Overall Rank
GQHPX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
GQHPX Sortino Ratio Rank: 5151
Sortino Ratio Rank
GQHPX Omega Ratio Rank: 5050
Omega Ratio Rank
GQHPX Calmar Ratio Rank: 6565
Calmar Ratio Rank
GQHPX Martin Ratio Rank: 5050
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.

BHBFX vs. GQHPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Madison Dividend Income Fund (BHBFX) and GQG Partners US Quality Dividend Income Fund (GQHPX). 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.


BHBFXGQHPXDifference

Sharpe ratio

Return per unit of total volatility

0.79

1.05

-0.26

Sortino ratio

Return per unit of downside risk

1.18

1.43

-0.25

Omega ratio

Gain probability vs. loss probability

1.17

1.20

-0.04

Calmar ratio

Return relative to maximum drawdown

0.90

1.50

-0.60

Martin ratio

Return relative to average drawdown

3.65

4.94

-1.29

BHBFX vs. GQHPX - Sharpe Ratio Comparison

The current BHBFX Sharpe Ratio is 0.79, which is comparable to the GQHPX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of BHBFX and GQHPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BHBFXGQHPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.05

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.90

-0.14

Correlation

The correlation between BHBFX and GQHPX is 0.76, 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

BHBFX vs. GQHPX - Dividend Comparison

BHBFX's dividend yield for the trailing twelve months is around 11.43%, more than GQHPX's 2.66% yield.


TTM20252024202320222021202020192018201720162015
BHBFX
Madison Dividend Income Fund
11.43%12.41%14.14%6.01%9.39%11.53%1.53%3.95%12.73%3.89%3.76%6.06%
GQHPX
GQG Partners US Quality Dividend Income Fund
2.66%2.98%3.14%2.64%3.24%0.77%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BHBFX vs. GQHPX - Drawdown Comparison

The maximum BHBFX drawdown since its inception was -34.07%, which is greater than GQHPX's maximum drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for BHBFX and GQHPX.


Loading graphics...

Drawdown Indicators


BHBFXGQHPXDifference

Max Drawdown

Largest peak-to-trough decline

-34.07%

-17.26%

-16.81%

Max Drawdown (1Y)

Largest decline over 1 year

-11.04%

-8.57%

-2.47%

Max Drawdown (5Y)

Largest decline over 5 years

-23.80%

Max Drawdown (10Y)

Largest decline over 10 years

-32.34%

Current Drawdown

Current decline from peak

-5.16%

-2.01%

-3.15%

Average Drawdown

Average peak-to-trough decline

-3.71%

-3.36%

-0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

2.64%

+0.10%

Volatility

BHBFX vs. GQHPX - Volatility Comparison

Madison Dividend Income Fund (BHBFX) has a higher volatility of 3.01% compared to GQG Partners US Quality Dividend Income Fund (GQHPX) at 2.66%. This indicates that BHBFX's price experiences larger fluctuations and is considered to be riskier than GQHPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BHBFXGQHPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.01%

2.66%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

7.44%

7.00%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

14.34%

11.93%

+2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.58%

12.67%

+2.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.32%

12.67%

+4.65%