BRGKX vs. GQEIX
BRGKX (iShares Russell 1000 Large-Cap Index Fund Class K) and GQEIX (GQG Partners US Select Quality Equity Fund) are both mutual funds - BRGKX is a Large Cap Blend Equities fund tracking the Russell 1000 Index, while GQEIX is a Quality Factor fund actively managed by GQG Partners. BRGKX is passively managed, while GQEIX is actively managed. Over the past 5 years, BRGKX returned 11.93%/yr vs 9.28%/yr for GQEIX. Their 0.72 correlation means they have sometimes moved together and sometimes differently. BRGKX charges 0.06%/yr vs 0.49%/yr for GQEIX.
Performance
BRGKX vs. GQEIX - Performance Comparison
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Returns By Period
In the year-to-date period, BRGKX achieves a 9.25% return, which is significantly higher than GQEIX's 5.88% return.
BRGKX
- 1D
- 1.62%
- 1M
- -0.73%
- 6M
- 7.76%
- YTD
- 9.25%
- 1Y
- 20.10%
- 3Y*
- 18.68%
- 5Y*
- 11.93%
- 10Y*
- 14.59%
- ALL TIME*
- 13.44%
GQEIX
- 1D
- 0.28%
- 1M
- 0.33%
- 6M
- 2.02%
- YTD
- 5.88%
- 1Y
- 6.47%
- 3Y*
- 11.58%
- 5Y*
- 9.28%
- 10Y*
- —
- ALL TIME*
- 13.11%
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 |
BRGKX vs. GQEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BRGKX iShares Russell 1000 Large-Cap Index Fund Class K | 9.25% | 17.28% | 24.44% | 26.49% | -19.13% | 26.24% | 20.85% | 31.30% | -14.05% |
GQEIX GQG Partners US Select Quality Equity Fund | 5.88% | -4.31% | 29.20% | 17.77% | -2.69% | 19.88% | 23.88% | 27.34% | -7.65% |
Correlation
The correlation between BRGKX and GQEIX is -0.14, 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. | -0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.50 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.63 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2018 | 0.72 |
The correlation between BRGKX and GQEIX shifts across timeframes, from -0.14 (1 year) to 0.72 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BRGKX vs. GQEIX — Risk / Return Rank
BRGKX
GQEIX
BRGKX vs. GQEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Large-Cap Index Fund Class K (BRGKX) and GQG Partners US Select Quality Equity Fund (GQEIX). 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.
| BRGKX | GQEIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.79 | ||
| Sortino ratioReturn per unit of downside risk | +1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.11 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.01 | 0.74 | +1.27 |
| Martin ratioReturn relative to average drawdown | 8.66 | 1.68 | +6.97 |
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Drawdowns
BRGKX vs. GQEIX - Drawdown Comparison
The maximum BRGKX drawdown since its inception was -34.58%, which is greater than GQEIX's maximum drawdown of -28.48%. Use the drawdown chart below to compare losses from any high point for BRGKX and GQEIX.
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Drawdown Indicators
| BRGKX | GQEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.58% | -28.48% | -6.10% |
Max Drawdown (1Y)Largest decline over 1 year | -8.85% | -8.45% | -0.40% |
Max Drawdown (3Y)Largest decline over 3 years | -19.15% | -18.92% | -0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -25.13% | -20.44% | -4.69% |
Max Drawdown (10Y)Largest decline over 10 years | -34.58% | — | — |
Current DrawdownCurrent decline from peak | -1.93% | -9.45% | +7.52% |
Average DrawdownAverage peak-to-trough decline | -4.03% | -5.83% | +1.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 3.70% | -1.64% |
Volatility
BRGKX vs. GQEIX - Volatility Comparison
iShares Russell 1000 Large-Cap Index Fund Class K (BRGKX) has a higher volatility of 3.42% compared to GQG Partners US Select Quality Equity Fund (GQEIX) at 2.70%. This indicates that BRGKX's price experiences larger fluctuations and is considered to be riskier than GQEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRGKX | GQEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 2.70% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 10.12% | 8.37% | +1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.92% | 10.61% | +2.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.29% | 15.90% | +1.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 18.64% | -0.42% |
BRGKX vs. GQEIX - Expense Ratio Comparison
BRGKX has a 0.06% expense ratio, which is lower than GQEIX's 0.49% expense ratio.
Dividends
BRGKX vs. GQEIX - Dividend Comparison
BRGKX's dividend yield for the trailing twelve months is around 2.10%, less than GQEIX's 6.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRGKX iShares Russell 1000 Large-Cap Index Fund Class K | 2.10% | 2.77% | 1.38% | 1.49% | 1.82% | 1.88% | 1.51% | 2.82% | 2.46% | 2.31% | 3.94% | 4.86% |
GQEIX GQG Partners US Select Quality Equity Fund | 6.97% | 7.38% | 5.41% | 0.63% | 4.50% | 1.50% | 0.67% | 0.65% | 0.12% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BRGKX and GQEIX have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRGKX has higher volatility (3.42%) compared to GQEIX (2.70%). In terms of maximum drawdown, BRGKX dropped -34.58% vs GQEIX's -28.48%.
BRGKX currently has the higher Sharpe Ratio (1.38 vs 0.59), 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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