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BRLGX vs. GQEPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRLGX vs. GQEPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Beacon Bridgeway Large Cap Growth Fund (BRLGX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX). The values are adjusted to include any dividend payments, if applicable.

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BRLGX vs. GQEPX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BRLGX
American Beacon Bridgeway Large Cap Growth Fund
-8.20%16.31%24.13%31.38%-25.39%22.04%34.57%30.27%-16.96%
GQEPX
GQG Partners US Select Quality Equity Fund Investor Shares
9.54%-4.52%28.99%17.39%-2.81%19.90%23.65%27.21%-7.67%

Returns By Period

In the year-to-date period, BRLGX achieves a -8.20% return, which is significantly lower than GQEPX's 9.54% return.


BRLGX

1D
3.71%
1M
-4.29%
YTD
-8.20%
6M
-6.81%
1Y
14.92%
3Y*
16.88%
5Y*
8.86%
10Y*
13.49%

GQEPX

1D
-0.23%
1M
-1.88%
YTD
9.54%
6M
8.01%
1Y
5.34%
3Y*
17.73%
5Y*
12.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BRLGX vs. GQEPX - Expense Ratio Comparison

BRLGX has a 0.80% expense ratio, which is higher than GQEPX's 0.59% expense ratio.


Return for Risk

BRLGX vs. GQEPX — Risk / Return Rank

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

BRLGX
BRLGX Risk / Return Rank: 2828
Overall Rank
BRLGX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
BRLGX Sortino Ratio Rank: 2828
Sortino Ratio Rank
BRLGX Omega Ratio Rank: 2525
Omega Ratio Rank
BRLGX Calmar Ratio Rank: 3434
Calmar Ratio Rank
BRLGX Martin Ratio Rank: 2828
Martin Ratio Rank

GQEPX
GQEPX Risk / Return Rank: 1616
Overall Rank
GQEPX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
GQEPX Sortino Ratio Rank: 1313
Sortino Ratio Rank
GQEPX Omega Ratio Rank: 1313
Omega Ratio Rank
GQEPX Calmar Ratio Rank: 2424
Calmar Ratio Rank
GQEPX Martin Ratio Rank: 1717
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.

BRLGX vs. GQEPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Beacon Bridgeway Large Cap Growth Fund (BRLGX) 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.


BRLGXGQEPXDifference

Sharpe ratio

Return per unit of total volatility

0.69

0.43

+0.26

Sortino ratio

Return per unit of downside risk

1.14

0.66

+0.48

Omega ratio

Gain probability vs. loss probability

1.16

1.09

+0.07

Calmar ratio

Return relative to maximum drawdown

1.06

0.74

+0.32

Martin ratio

Return relative to average drawdown

3.51

1.86

+1.65

BRLGX vs. GQEPX - Sharpe Ratio Comparison

The current BRLGX Sharpe Ratio is 0.69, which is higher than the GQEPX Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of BRLGX and GQEPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BRLGXGQEPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

0.43

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.78

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.75

-0.28

Correlation

The correlation between BRLGX and GQEPX 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

BRLGX vs. GQEPX - Dividend Comparison

BRLGX's dividend yield for the trailing twelve months is around 11.01%, more than GQEPX's 6.37% yield.


TTM2025202420232022202120202019201820172016
BRLGX
American Beacon Bridgeway Large Cap Growth Fund
11.01%10.11%14.74%0.76%17.14%19.83%10.72%10.33%10.87%4.20%0.64%
GQEPX
GQG Partners US Select Quality Equity Fund Investor Shares
6.37%6.98%5.30%0.44%4.46%1.49%0.61%0.63%0.09%0.00%0.00%

Drawdowns

BRLGX vs. GQEPX - Drawdown Comparison

The maximum BRLGX drawdown since its inception was -55.32%, which is greater than GQEPX's maximum drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for BRLGX and GQEPX.


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Drawdown Indicators


BRLGXGQEPXDifference

Max Drawdown

Largest peak-to-trough decline

-55.32%

-28.45%

-26.87%

Max Drawdown (1Y)

Largest decline over 1 year

-14.64%

-8.34%

-6.30%

Max Drawdown (5Y)

Largest decline over 5 years

-32.58%

-20.49%

-12.09%

Max Drawdown (10Y)

Largest decline over 10 years

-34.79%

Current Drawdown

Current decline from peak

-11.47%

-6.50%

-4.97%

Average Drawdown

Average peak-to-trough decline

-9.24%

-5.75%

-3.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.43%

3.49%

+0.94%

Volatility

BRLGX vs. GQEPX - Volatility Comparison

American Beacon Bridgeway Large Cap Growth Fund (BRLGX) has a higher volatility of 6.84% compared to GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) at 2.77%. This indicates that BRLGX'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


BRLGXGQEPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.84%

2.77%

+4.07%

Volatility (6M)

Calculated over the trailing 6-month period

13.05%

7.29%

+5.76%

Volatility (1Y)

Calculated over the trailing 1-year period

22.71%

12.41%

+10.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.54%

15.87%

+6.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.83%

18.85%

+2.98%