COFYX vs. GQHPX

Last updated Jun 4, 2026

COFYX (Columbia Contrarian Core Fund Institutional 3 Class) and GQHPX (GQG Partners US Quality Dividend Income Fund) are both Large Cap Value Equities funds. Over the past 3 years, COFYX returned 22.20%/yr vs 12.25%/yr for GQHPX. A 0.52 correlation means they provide meaningful diversification when combined. COFYX charges 0.61%/yr vs 0.57%/yr for GQHPX.

Performance

COFYX vs. GQHPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Contrarian Core Fund Institutional 3 Class (COFYX) and GQG Partners US Quality Dividend Income Fund (GQHPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with COFYX having a 10.51% return and GQHPX slightly lower at 10.15%.

COFYX

• 1D: 0.05%
• 1M: 6.23%
• YTD: 10.51%
• 6M: 10.85%
• 1Y: 27.53%
• 3Y*: 22.20%
• 5Y*: 13.56%
• 10Y*: 15.51%

GQHPX

• 1D: 0.49%
• 1M: -1.32%
• YTD: 10.15%
• 6M: 10.63%
• 1Y: 11.82%
• 3Y*: 12.25%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

COFYX vs. GQHPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
COFYX Columbia Contrarian Core Fund Institutional 3 Class	10.51%	17.49%	23.49%	32.22%	-18.51%	7.11%
GQHPX GQG Partners US Quality Dividend Income Fund	10.15%	7.53%	12.69%	3.94%	6.73%	10.34%

Correlation

The correlation between COFYX and GQHPX is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.36
Correlation (All Time) Calculated using the full available price history since Jul 1, 2021	0.52

The correlation between COFYX and GQHPX shifts across timeframes, from -0.12 (1 year) to 0.52 (all time), reflecting how their relationship changes across market environments.

Return for Risk

COFYX vs. GQHPX — Risk / Return Rank

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

COFYX

COFYX Risk / Return Rank: 58
COFYX Sharpe Ratio Rank: 63
COFYX Sortino Ratio Rank: 56
COFYX Omega Ratio Rank: 58
COFYX Calmar Ratio Rank: 56
COFYX Martin Ratio Rank: 59

GQHPX

GQHPX Risk / Return Rank: 22
GQHPX Sharpe Ratio Rank: 18
GQHPX Sortino Ratio Rank: 19
GQHPX Omega Ratio Rank: 15
GQHPX Calmar Ratio Rank: 37
GQHPX Martin Ratio Rank: 23

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.

COFYX vs. GQHPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Contrarian Core Fund Institutional 3 Class (COFYX) 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.

	COFYX	GQHPX	Difference
Sharpe ratio Return per unit of total volatility	2.35	1.19	+1.15
Sortino ratio Return per unit of downside risk	3.16	1.82	+1.34
Omega ratio Gain probability vs. loss probability	1.42	1.20	+0.22
Calmar ratio Return relative to maximum drawdown	2.87	2.29	+0.57
Martin ratio Return relative to average drawdown	11.85	5.73	+6.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COFYX vs. GQHPX - Sharpe Ratio Comparison

The current COFYX Sharpe Ratio is 2.35, which is higher than the GQHPX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of COFYX and GQHPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	COFYX	GQHPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.35	1.19	+1.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.82	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.89	0.84	+0.05

Drawdowns

COFYX vs. GQHPX - Drawdown Comparison

The maximum COFYX drawdown since its inception was -32.43%, which is greater than GQHPX's maximum drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for COFYX and GQHPX.

Drawdown Indicators

	COFYX	GQHPX	Difference
Max Drawdown Largest peak-to-trough decline	-32.43%	-17.26%	-15.17%
Max Drawdown (1Y) Largest decline over 1 year	-9.98%	-5.08%	-4.90%
Max Drawdown (3Y) Largest decline over 3 years	-19.91%	-8.71%	-11.20%
Max Drawdown (5Y) Largest decline over 5 years	-32.01%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-32.43%	—	—
Current Drawdown Current decline from peak	0.00%	-3.59%	+3.59%
Average Drawdown Average peak-to-trough decline	-5.08%	-3.35%	-1.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.41%	2.03%	+0.38%

Volatility

COFYX vs. GQHPX - Volatility Comparison

The current volatility for Columbia Contrarian Core Fund Institutional 3 Class (COFYX) is 3.03%, while GQG Partners US Quality Dividend Income Fund (GQHPX) has a volatility of 3.49%. This indicates that COFYX experiences smaller price fluctuations and is considered to be less risky than GQHPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COFYX	GQHPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.03%	3.49%	-0.46%
Volatility (6M) Calculated over the trailing 6-month period	9.06%	7.72%	+1.34%
Volatility (1Y) Calculated over the trailing 1-year period	12.19%	9.77%	+2.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.93%	12.66%	+6.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.04%	12.66%	+6.38%

COFYX vs. GQHPX - Expense Ratio Comparison

COFYX has a 0.61% expense ratio, which is higher than GQHPX's 0.57% expense ratio.

Dividends

COFYX vs. GQHPX - Dividend Comparison

COFYX's dividend yield for the trailing twelve months is around 6.58%, more than GQHPX's 3.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COFYX Columbia Contrarian Core Fund Institutional 3 Class	6.58%	7.27%	9.52%	3.11%	10.48%	13.50%	7.65%	10.86%	10.15%	4.82%	0.75%	5.96%
GQHPX GQG Partners US Quality Dividend Income Fund	3.62%	2.98%	3.14%	2.64%	3.24%	0.77%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both COFYX and GQHPX in my portfolio?

COFYX and GQHPX have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, COFYX or GQHPX?

GQHPX has higher volatility (3.49%) compared to COFYX (3.03%). In terms of maximum drawdown, COFYX dropped -32.43% vs GQHPX's -17.26%.

Which has better risk-adjusted returns?

COFYX currently has the higher Sharpe Ratio (2.35 vs 1.19), 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.