DFDPX vs. GQEPX

Last updated Jul 18, 2026

DFDPX (DF Dent Premier Growth Fund) and GQEPX (GQG Partners US Select Quality Equity Fund Investor Shares) are both Large Cap Growth Equities funds. Over the past 5 years, DFDPX returned 2.83%/yr vs 9.70%/yr for GQEPX. A 0.68 correlation means they provide meaningful diversification when combined. DFDPX charges 0.99%/yr vs 0.59%/yr for GQEPX.

Performance

DFDPX vs. GQEPX - Performance Comparison

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

Returns By Period

In the year-to-date period, DFDPX achieves a 0.08% return, which is significantly lower than GQEPX's 5.69% return.

DFDPX

• 1D: 0.24%
• 1M: 4.37%
• 6M: -1.28%
• YTD: 0.08%
• 1Y: 1.83%
• 3Y*: 9.17%
• 5Y*: 2.83%
• 10Y*: 12.21%

GQEPX

• 1D: 0.05%
• 1M: 2.17%
• 6M: 4.44%
• YTD: 5.69%
• 1Y: 5.28%
• 3Y*: 11.59%
• 5Y*: 9.70%
• 10Y*: —

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

DFDPX vs. GQEPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
DFDPX DF Dent Premier Growth Fund	0.08%	6.88%	14.77%	24.60%	-28.05%	17.01%	28.33%	42.94%	-14.22%
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares	5.69%	-4.52%	28.99%	17.39%	-2.81%	19.90%	23.65%	27.21%	-7.67%

Correlation

The correlation between DFDPX and GQEPX is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.46
Correlation (5Y) Calculated over the trailing 5-year period	0.57
Correlation (All Time) Calculated using the full available price history since Oct 4, 2018	0.68

The correlation between DFDPX and GQEPX shifts across timeframes, from -0.09 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DFDPX vs. GQEPX — Risk / Return Rank

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

DFDPX

DFDPX Risk / Return Rank: 4
DFDPX Sharpe Ratio Rank: 4
DFDPX Sortino Ratio Rank: 4
DFDPX Omega Ratio Rank: 4
DFDPX Calmar Ratio Rank: 4
DFDPX Martin Ratio Rank: 4

GQEPX

GQEPX Risk / Return Rank: 7
GQEPX Sharpe Ratio Rank: 7
GQEPX Sortino Ratio Rank: 7
GQEPX Omega Ratio Rank: 6
GQEPX Calmar Ratio Rank: 8
GQEPX Martin Ratio Rank: 7

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.

DFDPX vs. GQEPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DF Dent Premier Growth Fund (DFDPX) 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.

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.

	DFDPX	GQEPX	Difference
Sharpe ratio: Return per unit of total volatility	0.16	0.45	-0.29
Sortino ratio: Return per unit of downside risk	0.32	0.73	-0.41
Omega ratio: Gain probability vs. loss probability	1.04	1.08	-0.05
Calmar ratio: Return relative to maximum drawdown	0.13	0.57	-0.44
Martin ratio: Return relative to average drawdown	0.34	1.34	-1.00

DFDPX vs. GQEPX - Sharpe Ratio Comparison

The current DFDPX Sharpe Ratio is 0.16, which is lower than the GQEPX Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of DFDPX and GQEPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DFDPX vs. GQEPX - Drawdown Comparison

The maximum DFDPX drawdown since its inception was -58.16%, which is greater than GQEPX's maximum drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for DFDPX and GQEPX.

Drawdown Indicators

	DFDPX	GQEPX	Difference
Max Drawdown Largest peak-to-trough decline	-58.16%	-28.45%	-29.71%
Max Drawdown (1Y) Largest decline over 1 year	-18.08%	-8.48%	-9.60%
Max Drawdown (3Y) Largest decline over 3 years	-18.28%	-18.97%	+0.69%
Max Drawdown (5Y) Largest decline over 5 years	-35.38%	-20.49%	-14.89%
Max Drawdown (10Y) Largest decline over 10 years	-35.38%	—	—
Current Drawdown Current decline from peak	-3.74%	-9.78%	+6.04%
Average Drawdown Average peak-to-trough decline	-8.72%	-5.88%	-2.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.77%	3.58%	+3.19%

Volatility

DFDPX vs. GQEPX - Volatility Comparison

DF Dent Premier Growth Fund (DFDPX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) have volatilities of 4.22% and 4.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFDPX	GQEPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.22%	4.20%	+0.02%
Volatility (6M) Calculated over the trailing 6-month period	11.77%	8.39%	+3.38%
Volatility (1Y) Calculated over the trailing 1-year period	14.53%	10.61%	+3.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.29%	15.93%	+6.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.09%	18.66%	+2.43%

DFDPX vs. GQEPX - Expense Ratio Comparison

DFDPX has a 0.99% expense ratio, which is higher than GQEPX's 0.59% expense ratio.

Dividends

DFDPX vs. GQEPX - Dividend Comparison

DFDPX's dividend yield for the trailing twelve months is around 7.35%, more than GQEPX's 6.60% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFDPX DF Dent Premier Growth Fund	7.35%	7.36%	14.66%	18.69%	0.00%	7.37%	2.26%	7.21%	9.12%	9.82%	4.48%	13.48%
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares	6.60%	6.98%	5.30%	0.44%	4.46%	1.49%	0.61%	0.63%	0.09%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DFDPX and GQEPX in my portfolio?

DFDPX and GQEPX have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFDPX or GQEPX?

DFDPX has higher volatility (4.22%) compared to GQEPX (4.20%). In terms of maximum drawdown, DFDPX dropped -58.16% vs GQEPX's -28.45%.

Which has better risk-adjusted returns?

GQEPX currently has the higher Sharpe Ratio (0.45 vs 0.16), 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.