GQEIX vs. IIRLX
GQEIX (GQG Partners US Select Quality Equity Fund) and IIRLX (Voya Russell Large Cap Index Portfolio) are both mutual funds - GQEIX is a Quality Factor fund actively managed by GQG Partners, while IIRLX is a Large Cap Blend Equities fund managed by Voya. Over the past 5 years, GQEIX returned 9.28%/yr vs 12.83%/yr for IIRLX. Their 0.72 correlation means they have sometimes moved together and sometimes differently. GQEIX charges 0.49%/yr vs 0.36%/yr for IIRLX.
Performance
GQEIX vs. IIRLX - 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 IIRLX's 7.81% 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%
IIRLX
- 1D
- 1.94%
- 1M
- -0.87%
- 6M
- 6.83%
- YTD
- 7.81%
- 1Y
- 17.78%
- 3Y*
- 19.57%
- 5Y*
- 12.83%
- 10Y*
- 15.48%
- ALL TIME*
- 11.91%
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 |
GQEIX vs. IIRLX - 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% |
IIRLX Voya Russell Large Cap Index Portfolio | 7.81% | 18.77% | 26.95% | 29.41% | -20.07% | 27.26% | 21.71% | 31.18% | -13.83% |
Correlation
The correlation between GQEIX and IIRLX is -0.21, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.21 |
Correlation (3Y) Balances recent behavior with more history. | 0.46 |
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 | 0.72 |
The correlation between GQEIX and IIRLX shifts across timeframes, from -0.21 (1 year) to 0.72 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GQEIX vs. IIRLX — Risk / Return Rank
GQEIX
IIRLX
GQEIX vs. IIRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GQG Partners US Select Quality Equity Fund (GQEIX) and Voya Russell Large Cap Index Portfolio (IIRLX). 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 | IIRLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.24 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 1.93 | -1.19 |
| Martin ratioReturn relative to average drawdown | 1.68 | 7.58 | -5.89 |
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Drawdowns
GQEIX vs. IIRLX - Drawdown Comparison
The maximum GQEIX drawdown since its inception was -28.48%, smaller than the maximum IIRLX drawdown of -50.33%. Use the drawdown chart below to compare losses from any high point for GQEIX and IIRLX.
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Drawdown Indicators
| GQEIX | IIRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.48% | -50.33% | +21.85% |
Max Drawdown (1Y)Largest decline over 1 year | -8.45% | -9.83% | +1.38% |
Max Drawdown (3Y)Largest decline over 3 years | -18.92% | -19.58% | +0.66% |
Max Drawdown (5Y)Largest decline over 5 years | -20.44% | -25.83% | +5.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.60% | — |
Current DrawdownCurrent decline from peak | -9.45% | -2.95% | -6.50% |
Average DrawdownAverage peak-to-trough decline | -5.83% | -6.74% | +0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 2.42% | +1.28% |
Volatility
GQEIX vs. IIRLX - Volatility Comparison
The current volatility for GQG Partners US Select Quality Equity Fund (GQEIX) is 2.70%, while Voya Russell Large Cap Index Portfolio (IIRLX) has a volatility of 3.87%. This indicates that GQEIX experiences smaller price fluctuations and is considered to be less risky than IIRLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GQEIX | IIRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 3.87% | -1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 8.37% | 11.79% | -3.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.61% | 14.57% | -3.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.90% | 17.93% | -2.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.64% | 18.54% | +0.10% |
GQEIX vs. IIRLX - Expense Ratio Comparison
GQEIX has a 0.49% expense ratio, which is higher than IIRLX's 0.36% expense ratio.
Dividends
GQEIX vs. IIRLX - Dividend Comparison
GQEIX's dividend yield for the trailing twelve months is around 6.97%, more than IIRLX's 4.91% 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% |
IIRLX Voya Russell Large Cap Index Portfolio | 4.91% | 3.76% | 0.96% | 1.14% | 5.04% | 4.77% | 4.71% | 4.35% | 1.73% | 1.47% | 1.77% | 1.66% |
Frequently Asked Questions
GQEIX and IIRLX have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IIRLX has higher volatility (3.87%) compared to GQEIX (2.70%). In terms of maximum drawdown, GQEIX dropped -28.48% vs IIRLX's -50.33%.
IIRLX currently has the higher Sharpe Ratio (1.30 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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