GQEIX vs. GQETX
GQEIX (GQG Partners US Select Quality Equity Fund) and GQETX (GMO Quality Fund) are both Quality Factor funds. Over the past 5 years, GQEIX returned 9.28%/yr vs 12.56%/yr for GQETX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.49% expense ratio.
Performance
GQEIX vs. GQETX - Performance Comparison
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Returns By Period
In the year-to-date period, GQEIX achieves a 5.88% return, which is significantly lower than GQETX's 6.51% return.
GQEIX
- 1D
- 0.28%
- 1M
- 0.33%
- 6M
- 2.02%
- YTD
- 5.88%
- 1Y
- 6.47%
- 3Y*
- 11.58%
- 5Y*
- 9.28%
- 10Y*
- —
- ALL TIME*
- 13.11%
GQETX
- 1D
- 0.86%
- 1M
- -0.11%
- 6M
- 4.98%
- YTD
- 6.51%
- 1Y
- 21.59%
- 3Y*
- 15.78%
- 5Y*
- 12.56%
- 10Y*
- 15.76%
- ALL TIME*
- 11.67%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
GQETX GMO Quality Fund | $0.00 | $0.00 | $0.00 |
GQEIX vs. GQETX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
GQEIX GQG Partners US Select Quality Equity Fund | 5.88% | -4.31% | 29.20% | 17.77% | -2.69% | 19.88% | 23.88% | 27.34% | -7.65% |
GQETX GMO Quality Fund | 6.51% | 19.61% | 17.76% | 28.94% | -15.33% | 31.67% | 18.33% | 31.77% | -12.20% |
Correlation
The correlation between GQEIX and GQETX is -0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.09 |
Correlation (3Y) Balances recent behavior with more history. | 0.48 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.61 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2018 | 0.70 |
The correlation between GQEIX and GQETX shifts across timeframes, from -0.09 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GQEIX vs. GQETX — Risk / Return Rank
GQEIX
GQETX
GQEIX vs. GQETX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GQG Partners US Select Quality Equity Fund (GQEIX) and GMO Quality Fund (GQETX). 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.
| GQEIX | GQETX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.26 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 1.50 | -0.76 |
| Martin ratioReturn relative to average drawdown | 1.68 | 5.93 | -4.24 |
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Drawdowns
GQEIX vs. GQETX - Drawdown Comparison
The maximum GQEIX drawdown since its inception was -28.48%, smaller than the maximum GQETX drawdown of -39.99%. Use the drawdown chart below to compare losses from any high point for GQEIX and GQETX.
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Drawdown Indicators
| GQEIX | GQETX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.48% | -39.99% | +11.51% |
Max Drawdown (1Y)Largest decline over 1 year | -8.45% | -12.76% | +4.31% |
Max Drawdown (3Y)Largest decline over 3 years | -18.92% | -15.54% | -3.38% |
Max Drawdown (5Y)Largest decline over 5 years | -20.44% | -24.22% | +3.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.44% | — |
Current DrawdownCurrent decline from peak | -9.45% | -0.36% | -9.09% |
Average DrawdownAverage peak-to-trough decline | -5.83% | -4.97% | -0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 3.23% | +0.47% |
Volatility
GQEIX vs. GQETX - Volatility Comparison
The current volatility for GQG Partners US Select Quality Equity Fund (GQEIX) is 2.70%, while GMO Quality Fund (GQETX) has a volatility of 3.13%. This indicates that GQEIX experiences smaller price fluctuations and is considered to be less risky than GQETX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GQEIX | GQETX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 3.13% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 8.37% | 10.17% | -1.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.61% | 12.81% | -2.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.90% | 15.93% | -0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.64% | 17.06% | +1.58% |
GQEIX vs. GQETX - Expense Ratio Comparison
Both GQEIX and GQETX have an expense ratio of 0.49%.
Dividends
GQEIX vs. GQETX - Dividend Comparison
GQEIX's dividend yield for the trailing twelve months is around 6.97%, less than GQETX's 11.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQEIX GQG Partners US Select Quality Equity Fund | 6.97% | 7.38% | 5.41% | 0.63% | 4.50% | 1.50% | 0.67% | 0.65% | 0.12% | 0.00% | 0.00% | 0.00% |
GQETX GMO Quality Fund | 11.24% | 11.16% | 3.91% | 3.43% | 11.85% | 10.19% | 13.61% | 8.08% | 21.66% | 8.10% | 3.56% | 17.25% |
Frequently Asked Questions
GQEIX and GQETX have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GQETX has higher volatility (3.13%) compared to GQEIX (2.70%). In terms of maximum drawdown, GQEIX dropped -28.48% vs GQETX's -39.99%.
GQETX currently has the higher Sharpe Ratio (1.50 vs 0.59), 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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