GCCHX vs. GQFPX
GCCHX (GMO Climate Change Fund) and GQFPX (GQG Partners Global Quality Dividend Income Fund) are both mutual funds - GCCHX is a Global Equities fund managed by GMO, while GQFPX is a Quality Factor fund managed by GQG Partners. Over the past 5 years, GCCHX returned 0.78%/yr vs 10.72%/yr for GQFPX. Their 0.56 correlation means they have sometimes moved together and sometimes differently. GCCHX charges 0.77%/yr vs 0.86%/yr for GQFPX.
Performance
GCCHX vs. GQFPX - Performance Comparison
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Returns By Period
In the year-to-date period, GCCHX achieves a 10.46% return, which is significantly lower than GQFPX's 11.60% return.
GCCHX
- 1D
- 3.38%
- 1M
- -3.29%
- 6M
- 0.57%
- YTD
- 10.46%
- 1Y
- 40.74%
- 3Y*
- -1.39%
- 5Y*
- 0.78%
- 10Y*
- —
- ALL TIME*
- 9.04%
GQFPX
- 1D
- -0.07%
- 1M
- 3.13%
- 6M
- 4.87%
- YTD
- 11.60%
- 1Y
- 18.02%
- 3Y*
- 13.78%
- 5Y*
- 10.72%
- 10Y*
- —
- ALL TIME*
- 10.59%
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 |
GCCHX vs. GQFPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GCCHX GMO Climate Change Fund | 10.46% | 39.25% | -25.63% | -6.85% | -10.39% | 7.56% |
GQFPX GQG Partners Global Quality Dividend Income Fund | 11.60% | 19.29% | 4.81% | 15.09% | -1.13% | 5.03% |
Correlation
The correlation between GCCHX and GQFPX is 0.18, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.18 |
Correlation (3Y) Balances recent behavior with more history. | 0.43 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2021 | 0.56 |
Over the past year, the correlation between GCCHX and GQFPX has dropped to 0.18 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.
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Return for Risk
GCCHX vs. GQFPX — Risk / Return Rank
GCCHX
GQFPX
GCCHX vs. GQFPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Climate Change Fund (GCCHX) and GQG Partners Global Quality Dividend Income Fund (GQFPX). 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.
| GCCHX | GQFPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.30 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 2.80 | -0.59 |
| Martin ratioReturn relative to average drawdown | 6.75 | 7.14 | -0.39 |
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Drawdowns
GCCHX vs. GQFPX - Drawdown Comparison
The maximum GCCHX drawdown since its inception was -54.32%, which is greater than GQFPX's maximum drawdown of -16.95%. Use the drawdown chart below to compare losses from any high point for GCCHX and GQFPX.
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Drawdown Indicators
| GCCHX | GQFPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.32% | -16.95% | -37.37% |
Max Drawdown (1Y)Largest decline over 1 year | -17.06% | -6.28% | -10.78% |
Max Drawdown (3Y)Largest decline over 3 years | -49.09% | -10.57% | -38.52% |
Max Drawdown (5Y)Largest decline over 5 years | -54.32% | -16.95% | -37.37% |
Current DrawdownCurrent decline from peak | -14.26% | -1.46% | -12.80% |
Average DrawdownAverage peak-to-trough decline | -13.85% | -3.03% | -10.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 2.45% | +3.15% |
Volatility
GCCHX vs. GQFPX - Volatility Comparison
GMO Climate Change Fund (GCCHX) has a higher volatility of 6.52% compared to GQG Partners Global Quality Dividend Income Fund (GQFPX) at 3.28%. This indicates that GCCHX's price experiences larger fluctuations and is considered to be riskier than GQFPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GCCHX | GQFPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.52% | 3.28% | +3.24% |
Volatility (6M)Calculated over the trailing 6-month period | 18.44% | 8.32% | +10.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.04% | 10.18% | +13.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.22% | 12.78% | +14.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.19% | 12.81% | +12.38% |
GCCHX vs. GQFPX - Expense Ratio Comparison
GCCHX has a 0.77% expense ratio, which is lower than GQFPX's 0.86% expense ratio.
Dividends
GCCHX vs. GQFPX - Dividend Comparison
GCCHX's dividend yield for the trailing twelve months is around 2.12%, less than GQFPX's 5.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
GCCHX GMO Climate Change Fund | 2.12% | 1.51% | 0.66% | 0.96% | 2.24% | 25.43% | 5.42% | 4.03% | 2.62% | 3.43% |
GQFPX GQG Partners Global Quality Dividend Income Fund | 5.52% | 5.32% | 3.71% | 3.69% | 5.18% | 1.38% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GCCHX and GQFPX have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GCCHX has higher volatility (6.52%) compared to GQFPX (3.28%). In terms of maximum drawdown, GCCHX dropped -54.32% vs GQFPX's -16.95%.
GQFPX currently has the higher Sharpe Ratio (1.73 vs 1.58), 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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