FCUEX vs. GQEFX
FCUEX (Fiera Capital U.S. Equity Long-Term Quality Fund) and GQEFX (GMO Quality Fund Class IV) are both Quality Factor funds. Over the past 5 years, FCUEX returned 6.26%/yr vs 12.55%/yr for GQEFX. Their correlation of 0.90 means they have usually moved in the same direction. FCUEX charges 1.00%/yr vs 0.47%/yr for GQEFX.
Performance
FCUEX vs. GQEFX - Performance Comparison
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Returns By Period
In the year-to-date period, FCUEX achieves a 1.14% return, which is significantly lower than GQEFX's 6.55% return.
FCUEX
- 1D
- 1.19%
- 1M
- -1.87%
- 6M
- -1.16%
- YTD
- 1.14%
- 1Y
- 5.52%
- 3Y*
- 7.81%
- 5Y*
- 6.26%
- 10Y*
- —
- ALL TIME*
- 12.41%
GQEFX
- 1D
- 0.86%
- 1M
- -0.11%
- 6M
- 4.99%
- YTD
- 6.55%
- 1Y
- 21.67%
- 3Y*
- 15.73%
- 5Y*
- 12.55%
- 10Y*
- —
- ALL TIME*
- 15.53%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FCUEX vs. GQEFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FCUEX Fiera Capital U.S. Equity Long-Term Quality Fund | 1.14% | 7.63% | 10.98% | 21.73% | -15.78% | 32.94% | 23.14% | 9.69% |
GQEFX GMO Quality Fund Class IV | 6.55% | 19.64% | 17.54% | 28.95% | -15.30% | 31.76% | 18.39% | 11.08% |
Correlation
The correlation between FCUEX and GQEFX is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2019 | 0.90 |
The correlation between FCUEX and GQEFX has been stable across timeframes, ranging from 0.81 to 0.90 - a consistent structural relationship.
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Return for Risk
FCUEX vs. GQEFX — Risk / Return Rank
FCUEX
GQEFX
FCUEX vs. GQEFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fiera Capital U.S. Equity Long-Term Quality Fund (FCUEX) and GMO Quality Fund Class IV (GQEFX). 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.
| FCUEX | GQEFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.26 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 1.51 | -1.15 |
| Martin ratioReturn relative to average drawdown | 1.12 | 5.97 | -4.84 |
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Drawdowns
FCUEX vs. GQEFX - Drawdown Comparison
The maximum FCUEX drawdown since its inception was -33.02%, which is greater than GQEFX's maximum drawdown of -30.42%. Use the drawdown chart below to compare losses from any high point for FCUEX and GQEFX.
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Drawdown Indicators
| FCUEX | GQEFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.02% | -30.42% | -2.60% |
Max Drawdown (1Y)Largest decline over 1 year | -11.33% | -12.74% | +1.41% |
Max Drawdown (3Y)Largest decline over 3 years | -14.54% | -15.55% | +1.01% |
Max Drawdown (5Y)Largest decline over 5 years | -25.24% | -24.22% | -1.02% |
Current DrawdownCurrent decline from peak | -2.68% | -0.36% | -2.32% |
Average DrawdownAverage peak-to-trough decline | -5.29% | -4.11% | -1.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 3.22% | +0.38% |
Volatility
FCUEX vs. GQEFX - Volatility Comparison
Fiera Capital U.S. Equity Long-Term Quality Fund (FCUEX) has a higher volatility of 3.68% compared to GMO Quality Fund Class IV (GQEFX) at 3.14%. This indicates that FCUEX's price experiences larger fluctuations and is considered to be riskier than GQEFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCUEX | GQEFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 3.14% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 9.50% | 10.16% | -0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.84% | 12.80% | -0.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.70% | 15.94% | -0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.28% | 17.69% | +1.59% |
FCUEX vs. GQEFX - Expense Ratio Comparison
FCUEX has a 1.00% expense ratio, which is higher than GQEFX's 0.47% expense ratio.
Dividends
FCUEX vs. GQEFX - Dividend Comparison
FCUEX's dividend yield for the trailing twelve months is around 0.93%, less than GQEFX's 11.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FCUEX Fiera Capital U.S. Equity Long-Term Quality Fund | 0.93% | 0.94% | 1.34% | 0.29% | 3.47% | 0.86% | 1.20% | 0.26% | 0.00% | 0.00% |
GQEFX GMO Quality Fund Class IV | 11.25% | 11.15% | 3.70% | 3.43% | 11.84% | 10.23% | 13.62% | 8.09% | 21.69% | 7.08% |
Frequently Asked Questions
FCUEX and GQEFX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FCUEX has higher volatility (3.68%) compared to GQEFX (3.14%). In terms of maximum drawdown, FCUEX dropped -33.02% vs GQEFX's -30.42%.
GQEFX currently has the higher Sharpe Ratio (1.50 vs 0.34), 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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