GQEPX vs. EBSIX
Compare and contrast key facts about GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) and Campbell Systematic Macro Fund Class I Shares (EBSIX).
GQEPX is managed by GQG Partners Inc. It was launched on Sep 28, 2018. EBSIX is managed by Campbell & Company. It was launched on Mar 4, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GQEPX or EBSIX.
Performance
GQEPX vs. EBSIX - Performance Comparison
Returns By Period
In the year-to-date period, GQEPX achieves a 34.30% return, which is significantly higher than EBSIX's 6.33% return.
GQEPX
34.30%
3.19%
9.26%
38.91%
17.83%
N/A
EBSIX
6.33%
-1.44%
0.74%
3.46%
8.58%
4.29%
Key characteristics
| GQEPX | EBSIX | |
|---|---|---|
| Sharpe Ratio | 2.26 | 0.35 |
| Sortino Ratio | 3.09 | 0.53 |
| Omega Ratio | 1.41 | 1.07 |
| Calmar Ratio | 3.34 | 0.32 |
| Martin Ratio | 11.09 | 1.55 |
| Ulcer Index | 3.51% | 2.24% |
| Daily Std Dev | 17.20% | 9.80% |
| Max Drawdown | -28.45% | -30.10% |
| Current Drawdown | 0.00% | -4.78% |
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GQEPX vs. EBSIX - Expense Ratio Comparison
GQEPX has a 0.59% expense ratio, which is lower than EBSIX's 1.75% expense ratio.
Correlation
The correlation between GQEPX and EBSIX is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
GQEPX vs. EBSIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) and Campbell Systematic Macro Fund Class I Shares (EBSIX). 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.
Dividends
GQEPX vs. EBSIX - Dividend Comparison
GQEPX's dividend yield for the trailing twelve months is around 0.33%, while EBSIX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares | 0.33% | 0.44% | 1.68% | 0.81% | 0.07% | 0.63% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% |
EBSIX Campbell Systematic Macro Fund Class I Shares | 0.00% | 1.81% | 2.34% | 6.61% | 0.00% | 10.31% | 14.06% | 0.00% | 0.00% | 2.09% | 6.01% |
Drawdowns
GQEPX vs. EBSIX - Drawdown Comparison
The maximum GQEPX drawdown since its inception was -28.45%, smaller than the maximum EBSIX drawdown of -30.10%. Use the drawdown chart below to compare losses from any high point for GQEPX and EBSIX. For additional features, visit the drawdowns tool.
Volatility
GQEPX vs. EBSIX - Volatility Comparison
The current volatility for GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) is 3.60%, while Campbell Systematic Macro Fund Class I Shares (EBSIX) has a volatility of 4.20%. This indicates that GQEPX experiences smaller price fluctuations and is considered to be less risky than EBSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.