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FEQIX vs. GQHPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEQIX vs. GQHPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Equity-Income Fund (FEQIX) and GQG Partners US Quality Dividend Income Fund (GQHPX). The values are adjusted to include any dividend payments, if applicable.

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FEQIX vs. GQHPX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FEQIX
Fidelity Equity-Income Fund
1.32%18.96%15.34%10.62%-5.10%7.04%
GQHPX
GQG Partners US Quality Dividend Income Fund
11.95%7.53%12.69%3.94%6.73%10.34%

Returns By Period

In the year-to-date period, FEQIX achieves a 1.32% return, which is significantly lower than GQHPX's 11.95% return.


FEQIX

1D
0.04%
1M
-6.45%
YTD
1.32%
6M
5.37%
1Y
16.73%
3Y*
15.21%
5Y*
10.74%
10Y*
11.41%

GQHPX

1D
-0.27%
1M
-2.01%
YTD
11.95%
6M
11.35%
1Y
11.06%
3Y*
12.76%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEQIX vs. GQHPX - Expense Ratio Comparison

Both FEQIX and GQHPX have an expense ratio of 0.57%.


Return for Risk

FEQIX vs. GQHPX — Risk / Return Rank

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

FEQIX
FEQIX Risk / Return Rank: 7272
Overall Rank
FEQIX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FEQIX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FEQIX Omega Ratio Rank: 7474
Omega Ratio Rank
FEQIX Calmar Ratio Rank: 6666
Calmar Ratio Rank
FEQIX Martin Ratio Rank: 7676
Martin Ratio Rank

GQHPX
GQHPX Risk / Return Rank: 5555
Overall Rank
GQHPX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
GQHPX Sortino Ratio Rank: 5151
Sortino Ratio Rank
GQHPX Omega Ratio Rank: 5050
Omega Ratio Rank
GQHPX Calmar Ratio Rank: 6565
Calmar Ratio Rank
GQHPX Martin Ratio Rank: 5050
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.

FEQIX vs. GQHPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Equity-Income Fund (FEQIX) 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.


FEQIXGQHPXDifference

Sharpe ratio

Return per unit of total volatility

1.25

1.05

+0.21

Sortino ratio

Return per unit of downside risk

1.77

1.43

+0.34

Omega ratio

Gain probability vs. loss probability

1.28

1.20

+0.07

Calmar ratio

Return relative to maximum drawdown

1.49

1.50

-0.01

Martin ratio

Return relative to average drawdown

7.32

4.94

+2.37

FEQIX vs. GQHPX - Sharpe Ratio Comparison

The current FEQIX Sharpe Ratio is 1.25, which is comparable to the GQHPX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of FEQIX and GQHPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FEQIXGQHPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.05

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.90

-0.41

Correlation

The correlation between FEQIX and GQHPX is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FEQIX vs. GQHPX - Dividend Comparison

FEQIX's dividend yield for the trailing twelve months is around 4.91%, more than GQHPX's 2.66% yield.


TTM20252024202320222021202020192018201720162015
FEQIX
Fidelity Equity-Income Fund
4.91%4.67%5.51%4.26%4.56%9.90%3.38%7.16%9.76%6.29%4.28%12.17%
GQHPX
GQG Partners US Quality Dividend Income Fund
2.66%2.98%3.14%2.64%3.24%0.77%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FEQIX vs. GQHPX - Drawdown Comparison

The maximum FEQIX drawdown since its inception was -62.38%, which is greater than GQHPX's maximum drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for FEQIX and GQHPX.


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Drawdown Indicators


FEQIXGQHPXDifference

Max Drawdown

Largest peak-to-trough decline

-62.38%

-17.26%

-45.12%

Max Drawdown (1Y)

Largest decline over 1 year

-11.05%

-8.57%

-2.48%

Max Drawdown (5Y)

Largest decline over 5 years

-17.20%

Max Drawdown (10Y)

Largest decline over 10 years

-33.12%

Current Drawdown

Current decline from peak

-6.45%

-2.01%

-4.44%

Average Drawdown

Average peak-to-trough decline

-8.04%

-3.36%

-4.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

2.64%

-0.39%

Volatility

FEQIX vs. GQHPX - Volatility Comparison

Fidelity Equity-Income Fund (FEQIX) has a higher volatility of 3.33% compared to GQG Partners US Quality Dividend Income Fund (GQHPX) at 2.66%. This indicates that FEQIX's price experiences larger fluctuations and is considered to be riskier than GQHPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEQIXGQHPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

2.66%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

7.06%

7.00%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

14.30%

11.93%

+2.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.47%

12.67%

+0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.49%

12.67%

+2.82%