EPSYX vs. GQRIX

Last updated Jun 3, 2026

EPSYX (MainStay Epoch Global Equity Yield Fund) and GQRIX (GQG Partners Global Quality Equity Fund Institutional Shares) are both Global Equities funds. Over the past 5 years, EPSYX returned 12.85%/yr vs 9.89%/yr for GQRIX. A 0.71 correlation means they provide meaningful diversification when combined. EPSYX charges 0.84%/yr vs 0.75%/yr for GQRIX.

Performance

EPSYX vs. GQRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MainStay Epoch Global Equity Yield Fund (EPSYX) and GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EPSYX achieves a 18.48% return, which is significantly higher than GQRIX's 7.70% return.

EPSYX

• 1D: 0.07%
• 1M: 5.51%
• YTD: 18.48%
• 6M: 20.28%
• 1Y: 33.72%
• 3Y*: 21.77%
• 5Y*: 12.85%
• 10Y*: 10.34%

GQRIX

• 1D: 0.05%
• 1M: -0.85%
• YTD: 7.70%
• 6M: 7.86%
• 1Y: 7.63%
• 3Y*: 14.21%
• 5Y*: 9.89%
• 10Y*: —

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

EPSYX vs. GQRIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
EPSYX MainStay Epoch Global Equity Yield Fund	18.48%	22.09%	15.38%	12.50%	-5.37%	17.40%	-1.38%	11.56%
GQRIX GQG Partners Global Quality Equity Fund Institutional Shares	7.70%	0.91%	20.18%	19.79%	-3.64%	17.13%	14.75%	12.84%

Correlation

The correlation between EPSYX and GQRIX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (3Y) Calculated over the trailing 3-year period	0.59
Correlation (5Y) Calculated over the trailing 5-year period	0.71
Correlation (All Time) Calculated using the full available price history since Apr 1, 2019	0.71

Over the past year, the correlation between EPSYX and GQRIX has dropped to 0.42 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.

Return for Risk

EPSYX vs. GQRIX — Risk / Return Rank

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

EPSYX

EPSYX Risk / Return Rank: 92
EPSYX Sharpe Ratio Rank: 95
EPSYX Sortino Ratio Rank: 92
EPSYX Omega Ratio Rank: 88
EPSYX Calmar Ratio Rank: 91
EPSYX Martin Ratio Rank: 92

GQRIX

GQRIX Risk / Return Rank: 13
GQRIX Sharpe Ratio Rank: 11
GQRIX Sortino Ratio Rank: 11
GQRIX Omega Ratio Rank: 10
GQRIX Calmar Ratio Rank: 20
GQRIX Martin Ratio Rank: 11

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.

EPSYX vs. GQRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MainStay Epoch Global Equity Yield Fund (EPSYX) and GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX). 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.

	EPSYX	GQRIX	Difference
Sharpe ratio Return per unit of total volatility	3.39	0.91	+2.48
Sortino ratio Return per unit of downside risk	4.63	1.36	+3.27
Omega ratio Gain probability vs. loss probability	1.61	1.16	+0.46
Calmar ratio Return relative to maximum drawdown	4.84	1.69	+3.14
Martin ratio Return relative to average drawdown	19.24	3.59	+15.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EPSYX vs. GQRIX - Sharpe Ratio Comparison

The current EPSYX Sharpe Ratio is 3.39, which is higher than the GQRIX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of EPSYX and GQRIX, 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

	EPSYX	GQRIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.39	0.91	+2.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.99	0.68	+0.31
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.70	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.71	-0.18

Drawdowns

EPSYX vs. GQRIX - Drawdown Comparison

The maximum EPSYX drawdown since its inception was -48.92%, which is greater than GQRIX's maximum drawdown of -28.86%. Use the drawdown chart below to compare losses from any high point for EPSYX and GQRIX.

Drawdown Indicators

	EPSYX	GQRIX	Difference
Max Drawdown Largest peak-to-trough decline	-48.92%	-28.86%	-20.06%
Max Drawdown (1Y) Largest decline over 1 year	-7.22%	-5.40%	-1.82%
Max Drawdown (3Y) Largest decline over 3 years	-12.95%	-16.47%	+3.52%
Max Drawdown (5Y) Largest decline over 5 years	-18.92%	-20.29%	+1.37%
Max Drawdown (10Y) Largest decline over 10 years	-36.35%	—	—
Current Drawdown Current decline from peak	0.00%	-3.50%	+3.50%
Average Drawdown Average peak-to-trough decline	-6.91%	-4.91%	-2.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.82%	2.54%	-0.72%

Volatility

EPSYX vs. GQRIX - Volatility Comparison

MainStay Epoch Global Equity Yield Fund (EPSYX) has a higher volatility of 3.39% compared to GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX) at 2.70%. This indicates that EPSYX's price experiences larger fluctuations and is considered to be riskier than GQRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EPSYX	GQRIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.39%	2.70%	+0.69%
Volatility (6M) Calculated over the trailing 6-month period	7.90%	6.93%	+0.97%
Volatility (1Y) Calculated over the trailing 1-year period	10.26%	8.98%	+1.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.06%	14.67%	-1.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.89%	17.26%	-2.37%

EPSYX vs. GQRIX - Expense Ratio Comparison

EPSYX has a 0.84% expense ratio, which is higher than GQRIX's 0.75% expense ratio.

Dividends

EPSYX vs. GQRIX - Dividend Comparison

EPSYX's dividend yield for the trailing twelve months is around 6.71%, less than GQRIX's 7.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EPSYX MainStay Epoch Global Equity Yield Fund	6.71%	8.24%	10.13%	2.71%	2.64%	2.66%	2.74%	6.87%	9.87%	2.24%	3.18%	9.65%
GQRIX GQG Partners Global Quality Equity Fund Institutional Shares	7.38%	7.94%	6.46%	1.39%	2.99%	1.65%	0.11%	0.04%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EPSYX and GQRIX in my portfolio?

EPSYX and GQRIX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EPSYX or GQRIX?

EPSYX has higher volatility (3.39%) compared to GQRIX (2.70%). In terms of maximum drawdown, EPSYX dropped -48.92% vs GQRIX's -28.86%.

Which has better risk-adjusted returns?

EPSYX currently has the higher Sharpe Ratio (3.39 vs 0.91), 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.