FMIEX vs. GQRPX
Compare and contrast key facts about Wasatch Global Value Fund Investor Class Shares (FMIEX) and GQG Partners Global Quality Equity Fund (GQRPX).
FMIEX is managed by Wasatch. It was launched on Sep 25, 1996. GQRPX is managed by GQG Partners. It was launched on Mar 28, 2019.
Performance
FMIEX vs. GQRPX - Performance Comparison
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FMIEX vs. GQRPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FMIEX Wasatch Global Value Fund Investor Class Shares | 7.66% | 30.93% | 8.66% | 5.67% | -0.12% | 25.11% | 2.04% | 6.95% |
GQRPX GQG Partners Global Quality Equity Fund | 7.78% | 0.67% | 19.98% | 19.56% | -3.77% | 16.94% | 14.55% | 12.70% |
Returns By Period
The year-to-date returns for both investments are quite close, with FMIEX having a 7.66% return and GQRPX slightly higher at 7.78%.
FMIEX
- 1D
- 1.53%
- 1M
- -3.71%
- YTD
- 7.66%
- 6M
- 12.40%
- 1Y
- 26.75%
- 3Y*
- 17.27%
- 5Y*
- 11.77%
- 10Y*
- 11.20%
GQRPX
- 1D
- 0.05%
- 1M
- -2.75%
- YTD
- 7.78%
- 6M
- 7.06%
- 1Y
- 7.69%
- 3Y*
- 16.88%
- 5Y*
- 11.35%
- 10Y*
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FMIEX vs. GQRPX - Expense Ratio Comparison
FMIEX has a 1.10% expense ratio, which is higher than GQRPX's 0.97% expense ratio.
Return for Risk
FMIEX vs. GQRPX — Risk / Return Rank
FMIEX
GQRPX
FMIEX vs. GQRPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Global Value Fund Investor Class Shares (FMIEX) and GQG Partners Global Quality Equity Fund (GQRPX). 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.
| FMIEX | GQRPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.22 | 0.66 | +1.56 |
Sortino ratioReturn per unit of downside risk | 2.97 | 0.94 | +2.03 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.14 | +0.30 |
Calmar ratioReturn relative to maximum drawdown | 2.83 | 0.94 | +1.89 |
Martin ratioReturn relative to average drawdown | 13.12 | 3.32 | +9.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FMIEX | GQRPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.22 | 0.66 | +1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.78 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.71 | -0.13 |
Correlation
The correlation between FMIEX and GQRPX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FMIEX vs. GQRPX - Dividend Comparison
FMIEX's dividend yield for the trailing twelve months is around 4.88%, less than GQRPX's 7.05% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMIEX Wasatch Global Value Fund Investor Class Shares | 4.88% | 5.76% | 9.02% | 3.27% | 8.54% | 4.34% | 1.74% | 3.82% | 18.46% | 16.45% | 5.16% | 11.75% |
GQRPX GQG Partners Global Quality Equity Fund | 7.05% | 7.60% | 6.35% | 1.22% | 2.93% | 1.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FMIEX vs. GQRPX - Drawdown Comparison
The maximum FMIEX drawdown since its inception was -49.85%, which is greater than GQRPX's maximum drawdown of -28.88%. Use the drawdown chart below to compare losses from any high point for FMIEX and GQRPX.
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Drawdown Indicators
| FMIEX | GQRPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.85% | -28.88% | -20.97% |
Max Drawdown (1Y)Largest decline over 1 year | -9.34% | -8.84% | -0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -18.63% | -20.39% | +1.76% |
Max Drawdown (10Y)Largest decline over 10 years | -39.33% | — | — |
Current DrawdownCurrent decline from peak | -4.40% | -3.36% | -1.04% |
Average DrawdownAverage peak-to-trough decline | -6.61% | -5.00% | -1.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 2.56% | -0.50% |
Volatility
FMIEX vs. GQRPX - Volatility Comparison
Wasatch Global Value Fund Investor Class Shares (FMIEX) has a higher volatility of 3.91% compared to GQG Partners Global Quality Equity Fund (GQRPX) at 3.07%. This indicates that FMIEX's price experiences larger fluctuations and is considered to be riskier than GQRPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FMIEX | GQRPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 3.07% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 6.85% | 6.72% | +0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.87% | 11.88% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.77% | 14.70% | -1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.73% | 17.41% | -1.68% |