GQEPX vs. DGRW

Last updated Aug 4, 2026

GQEPX (GQG Partners US Select Quality Equity Fund Investor Shares) and DGRW (WisdomTree U.S. Quality Dividend Growth Fund) are both Quality Factor funds. Over the past 5 years, GQEPX returned 9.28%/yr vs 11.72%/yr for DGRW. Their 0.72 correlation means they have sometimes moved together and sometimes differently. GQEPX charges 0.59%/yr vs 0.28%/yr for DGRW.

Performance

GQEPX vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GQEPX achieves a 6.74% return, which is significantly lower than DGRW's 10.05% return.

GQEPX

• 1D: 0.94%
• 1M: 1.28%
• 6M: 3.19%
• YTD: 6.74%
• 1Y: 7.22%
• 3Y*: 11.80%
• 5Y*: 9.28%
• 10Y*: —
• ALL TIME*: 13.06%

DGRW

• 1D: 1.37%
• 1M: 2.07%
• 6M: 6.86%
• YTD: 10.05%
• 1Y: 17.60%
• 3Y*: 15.28%
• 5Y*: 11.72%
• 10Y*: 13.79%
• ALL TIME*: 13.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DGRW WisdomTree U.S. Quality Dividend Growth Fund	$51.74M	$49.20M	$56.02M
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares	$0.00	$0.00	$0.00

GQEPX vs. DGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares	6.74%	-4.52%	28.99%	17.39%	-2.81%	19.90%	23.65%	27.21%	-7.67%
DGRW WisdomTree U.S. Quality Dividend Growth Fund	10.05%	12.17%	16.98%	18.66%	-6.33%	24.46%	13.87%	29.54%	-13.43%

Correlation

The correlation between GQEPX and DGRW is 0.10, 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.	0.10
Correlation (3Y) Balances recent behavior with more history.	0.53
Correlation (5Y) Shows whether the relationship held over a longer period.	0.65
Correlation (All Time) Calculated using the full available price history since Oct 4, 2018	0.72

Over the past year, the correlation between GQEPX and DGRW has dropped to 0.10 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.

Return for Risk

GQEPX vs. DGRW — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GQEPX

GQEPX Risk / Return Rank: 14
GQEPX Sharpe Ratio Rank: 15
GQEPX Sortino Ratio Rank: 15
GQEPX Omega Ratio Rank: 14
GQEPX Calmar Ratio Rank: 15
GQEPX Martin Ratio Rank: 12

DGRW

DGRW Risk / Return Rank: 70
DGRW Sharpe Ratio Rank: 73
DGRW Sortino Ratio Rank: 74
DGRW Omega Ratio Rank: 74
DGRW Calmar Ratio Rank: 59
DGRW Martin Ratio Rank: 69

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GQEPX vs. DGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). 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.

	GQEPX	DGRW	Difference
Sharpe ratio: Return per unit of total volatility	0.65	1.69	-1.04
Sortino ratio: Return per unit of downside risk	1.01	2.41	-1.40
Omega ratio: Gain probability vs. loss probability	1.12	1.31	-0.20
Calmar ratio: Return relative to maximum drawdown	0.81	2.13	-1.32
Martin ratio: Return relative to average drawdown	1.84	8.60	-6.77

GQEPX vs. DGRW - Sharpe Ratio Comparison

The current GQEPX Sharpe Ratio is 0.65, which is lower than the DGRW Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of GQEPX and DGRW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GQEPX vs. DGRW - Drawdown Comparison

The maximum GQEPX drawdown since its inception was -28.45%, smaller than the maximum DGRW drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for GQEPX and DGRW.

Drawdown Indicators

	GQEPX	DGRW	Difference
Max Drawdown Largest peak-to-trough decline	-28.45%	-32.04%	+3.59%
Max Drawdown (1Y) Largest decline over 1 year	-8.48%	-8.30%	-0.18%
Max Drawdown (3Y) Largest decline over 3 years	-18.97%	-16.21%	-2.76%
Max Drawdown (5Y) Largest decline over 5 years	-20.49%	-17.27%	-3.22%
Max Drawdown (10Y) Largest decline over 10 years	—	-32.04%	—
Current Drawdown Current decline from peak	-8.89%	0.00%	-8.89%
Average Drawdown Average peak-to-trough decline	-5.90%	-3.00%	-2.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.75%	2.05%	+1.70%

Volatility

GQEPX vs. DGRW - Volatility Comparison

The current volatility for GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) is 2.81%, while WisdomTree U.S. Quality Dividend Growth Fund (DGRW) has a volatility of 3.19%. This indicates that GQEPX experiences smaller price fluctuations and is considered to be less risky than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GQEPX	DGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.81%	3.19%	-0.38%
Volatility (6M) Calculated over the trailing 6-month period	8.39%	8.44%	-0.05%
Volatility (1Y) Calculated over the trailing 1-year period	10.60%	10.47%	+0.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.89%	14.02%	+1.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.61%	16.19%	+2.42%

GQEPX vs. DGRW - Expense Ratio Comparison

GQEPX has a 0.59% expense ratio, which is higher than DGRW's 0.28% expense ratio.

Dividends

GQEPX vs. DGRW - Dividend Comparison

GQEPX's dividend yield for the trailing twelve months is around 6.54%, more than DGRW's 1.26% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGRW WisdomTree U.S. Quality Dividend Growth Fund	1.26%	1.43%	1.55%	1.74%	2.15%	1.78%	1.93%	2.20%	2.42%	1.71%	2.13%	2.18%
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares	6.54%	6.98%	5.30%	0.44%	4.46%	1.49%	0.61%	0.63%	0.09%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GQEPX and DGRW in my portfolio?

GQEPX and DGRW have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GQEPX or DGRW?

DGRW has higher volatility (3.19%) compared to GQEPX (2.81%). In terms of maximum drawdown, GQEPX dropped -28.45% vs DGRW's -32.04%.

Which has better risk-adjusted returns?

DGRW currently has the higher Sharpe Ratio (1.69 vs 0.65), 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.