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EAD vs. GQGIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EAD vs. GQGIX

Last updated Jul 15, 2026
Documentation

EAD (Emerging Markets Dividend Fund) and GQGIX (GQG Partners Emerging Markets Equity Fund Institutional Shares) are both Emerging Markets Equities funds. Over the past 5 years, EAD returned 3.33%/yr vs 3.62%/yr for GQGIX. At a 0.34 correlation, their price movements are largely independent. EAD charges 0.04%/yr vs 0.98%/yr for GQGIX.

Performance

EAD vs. GQGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Emerging Markets Dividend Fund (EAD) and GQG Partners Emerging Markets Equity Fund Institutional Shares (GQGIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EAD achieves a 0.35% return, which is significantly lower than GQGIX's 5.39% return.

EAD

1D
0.47%
1M
0.99%
6M
-0.73%
YTD
0.35%
1Y
-0.13%
3Y*
9.88%
5Y*
3.33%
10Y*
6.79%

GQGIX

1D
-0.21%
1M
-1.11%
6M
4.05%
YTD
5.39%
1Y
11.15%
3Y*
10.91%
5Y*
3.62%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

EAD vs. GQGIX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EAD
Emerging Markets Dividend Fund		0.35%8.05%15.86%11.94%-23.08%21.62%6.35%27.22%-6.52%7.80%
GQGIX
GQG Partners Emerging Markets Equity Fund Institutional Shares		5.39%9.92%6.19%28.81%-20.85%-2.37%33.98%21.08%-14.70%30.20%

Correlation

The correlation between EAD and GQGIX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2017

0.34

Compare stocks, funds, or ETFs

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

Emerging Markets Dividend Fund

GQG Partners Emerging Markets Equity Fund Institutional Shares

Often compared with EAD:
EAD vs. ERCEAD vs. KFEAD vs. IFNEAD vs. CNWIXEAD vs. FGKPXEAD vs. FEDIXEAD vs. SIVLX
Often compared with GQGIX:
GQGIX vs. IEMGGQGIX vs. FPADXGQGIX vs. VWOGQGIX vs. VUGGQGIX vs. LZEMXGQGIX vs. FXAIXGQGIX vs. SCHG

Return for Risk

EAD vs. GQGIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EAD
EAD Risk / Return Rank: 33
Overall Rank
EAD Sharpe Ratio Rank: 33
Sharpe Ratio Rank
EAD Sortino Ratio Rank: 33
Sortino Ratio Rank
EAD Omega Ratio Rank: 33
Omega Ratio Rank
EAD Calmar Ratio Rank: 33
Calmar Ratio Rank
EAD Martin Ratio Rank: 33
Martin Ratio Rank
GQGIX
GQGIX Risk / Return Rank: 2020
Overall Rank
GQGIX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
GQGIX Sortino Ratio Rank: 2121
Sortino Ratio Rank
GQGIX Omega Ratio Rank: 2020
Omega Ratio Rank
GQGIX Calmar Ratio Rank: 2020
Calmar Ratio Rank
GQGIX Martin Ratio Rank: 1919
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.

EAD vs. GQGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Emerging Markets Dividend Fund (EAD) and GQG Partners Emerging Markets Equity Fund Institutional Shares (GQGIX). 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.

EADGQGIXDifference
Sharpe ratioReturn per unit of total volatility
-0.01
0.95

-0.97

Sortino ratioReturn per unit of downside risk
0.05
1.41

-1.37

Omega ratioGain probability vs. loss probability

1.01

1.17

-0.17

Calmar ratioReturn relative to maximum drawdown

-0.02

1.19

-1.21

Martin ratioReturn relative to average drawdown

-0.06

3.50

-3.56

EAD vs. GQGIX - Sharpe Ratio Comparison

The current EAD Sharpe Ratio is -0.01, which is lower than the GQGIX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of EAD and GQGIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

EAD vs. GQGIX - Drawdown Comparison

The maximum EAD drawdown since its inception was -67.37%, which is greater than GQGIX's maximum drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for EAD and GQGIX.

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Drawdown Indicators

EADGQGIXDifference

Max Drawdown

Largest peak-to-trough decline

-67.37%

-33.50%

-33.87%

Max Drawdown (1Y)

Largest decline over 1 year

-8.16%

-9.11%

+0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-12.65%

-18.74%

+6.09%

Max Drawdown (5Y)

Largest decline over 5 years

-29.44%

-28.02%

-1.42%

Max Drawdown (10Y)

Largest decline over 10 years

-41.54%

—

—

Current Drawdown

Current decline from peak

-2.36%

-5.06%

+2.70%

Average Drawdown

Average peak-to-trough decline

-7.13%

-11.30%

+4.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

3.10%

-0.84%

Volatility

EAD vs. GQGIX - Volatility Comparison

The current volatility for Emerging Markets Dividend Fund (EAD) is 1.99%, while GQG Partners Emerging Markets Equity Fund Institutional Shares (GQGIX) has a volatility of 3.00%. This indicates that EAD experiences smaller price fluctuations and is considered to be less risky than GQGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EADGQGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.99%

3.00%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

7.54%

9.76%

-2.22%

Volatility (1Y)

Calculated over the trailing 1-year period

9.39%

11.46%

-2.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.61%

14.71%

-1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.11%

15.88%

+0.23%

EAD vs. GQGIX - Expense Ratio Comparison

EAD has a 0.04% expense ratio, which is lower than GQGIX's 0.98% expense ratio.

Dividends

EAD vs. GQGIX - Dividend Comparison

EAD's dividend yield for the trailing twelve months is around 9.98%, more than GQGIX's 2.02% yield.

PositionTTM20252024202320222021202020192018201720162015
EAD
Emerging Markets Dividend Fund		9.98%9.47%9.08%9.07%10.97%7.59%8.51%8.44%9.11%8.58%9.62%10.95%
GQGIX
GQG Partners Emerging Markets Equity Fund Institutional Shares		2.02%2.13%1.70%2.71%5.67%3.91%0.24%1.16%0.81%0.25%0.00%0.00%

Frequently Asked Questions

EAD and GQGIX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GQGIX has higher volatility (3.00%) compared to EAD (1.99%). In terms of maximum drawdown, EAD dropped -67.37% vs GQGIX's -33.50%.

GQGIX currently has the higher Sharpe Ratio (0.95 vs -0.01), 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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