GQEFX vs. FNDX
Compare and contrast key facts about GMO Quality Fund Class IV (GQEFX) and Schwab Fundamental U.S. Large Company Index ETF (FNDX).
GQEFX is an actively managed fund by GMO. It was launched on Feb 6, 2004. FNDX is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental U.S. Large Company Index. It was launched on Aug 15, 2013.
Performance
GQEFX vs. FNDX - Performance Comparison
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GQEFX vs. FNDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GQEFX GMO Quality Fund Class IV | -7.00% | 19.64% | 17.54% | 28.95% | -15.30% | 31.76% | 18.39% | 31.87% | 0.54% | 10.45% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 2.98% | 16.94% | 16.77% | 18.23% | -6.92% | 31.73% | 9.12% | 28.65% | -7.30% | 11.36% |
Returns By Period
In the year-to-date period, GQEFX achieves a -7.00% return, which is significantly lower than FNDX's 2.98% return.
GQEFX
- 1D
- 2.80%
- 1M
- -6.44%
- YTD
- -7.00%
- 6M
- -2.28%
- 1Y
- 12.46%
- 3Y*
- 15.77%
- 5Y*
- 11.70%
- 10Y*
- —
FNDX
- 1D
- 0.22%
- 1M
- -3.37%
- YTD
- 2.98%
- 6M
- 6.54%
- 1Y
- 20.25%
- 3Y*
- 17.20%
- 5Y*
- 12.04%
- 10Y*
- 13.29%
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GQEFX vs. FNDX - Expense Ratio Comparison
GQEFX has a 0.47% expense ratio, which is higher than FNDX's 0.25% expense ratio.
Return for Risk
GQEFX vs. FNDX — Risk / Return Rank
GQEFX
FNDX
GQEFX vs. FNDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Quality Fund Class IV (GQEFX) and Schwab Fundamental U.S. Large Company Index ETF (FNDX). 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.
| GQEFX | FNDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 1.26 | -0.51 |
Sortino ratioReturn per unit of downside risk | 1.20 | 1.82 | -0.62 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.28 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 1.65 | -0.64 |
Martin ratioReturn relative to average drawdown | 4.06 | 7.91 | -3.85 |
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
| GQEFX | FNDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 1.26 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.79 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.74 | +0.07 |
Correlation
The correlation between GQEFX and FNDX is 0.85, 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
GQEFX vs. FNDX - Dividend Comparison
GQEFX's dividend yield for the trailing twelve months is around 11.99%, more than FNDX's 1.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQEFX GMO Quality Fund Class IV | 11.99% | 11.15% | 3.70% | 3.43% | 11.84% | 10.23% | 13.62% | 8.09% | 21.69% | 7.08% | 0.00% | 0.00% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 1.61% | 1.63% | 1.76% | 1.82% | 2.07% | 1.64% | 2.29% | 2.23% | 2.40% | 1.86% | 2.01% | 2.01% |
Drawdowns
GQEFX vs. FNDX - Drawdown Comparison
The maximum GQEFX drawdown since its inception was -30.42%, smaller than the maximum FNDX drawdown of -37.72%. Use the drawdown chart below to compare losses from any high point for GQEFX and FNDX.
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Drawdown Indicators
| GQEFX | FNDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.42% | -37.72% | +7.30% |
Max Drawdown (1Y)Largest decline over 1 year | -12.74% | -12.25% | -0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -24.22% | -19.06% | -5.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.72% | — |
Current DrawdownCurrent decline from peak | -10.30% | -4.00% | -6.30% |
Average DrawdownAverage peak-to-trough decline | -4.20% | -3.59% | -0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 2.56% | +0.61% |
Volatility
GQEFX vs. FNDX - Volatility Comparison
GMO Quality Fund Class IV (GQEFX) has a higher volatility of 5.62% compared to Schwab Fundamental U.S. Large Company Index ETF (FNDX) at 3.84%. This indicates that GQEFX's price experiences larger fluctuations and is considered to be riskier than FNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GQEFX | FNDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 3.84% | +1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 9.67% | 8.06% | +1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.60% | 16.18% | +0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.86% | 15.26% | +0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.84% | 17.51% | +0.33% |