GQEPX vs. GQEIX

Last updated Aug 4, 2026

GQEPX (GQG Partners US Select Quality Equity Fund Investor Shares) and GQEIX (GQG Partners US Select Quality Equity Fund) are both Quality Factor funds from GQG Partners. Over the past 5 years, GQEPX returned 9.28%/yr vs 9.49%/yr for GQEIX. Their 1.00 correlation means they have historically moved very closely together. GQEPX charges 0.59%/yr vs 0.49%/yr for GQEIX.

Performance

GQEPX vs. GQEIX - 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 GQG Partners US Select Quality Equity Fund (GQEIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with GQEPX having a 6.74% return and GQEIX slightly higher at 6.87%.

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%

GQEIX

• 1D: 0.94%
• 1M: 1.27%
• 6M: 3.27%
• YTD: 6.87%
• 1Y: 7.47%
• 3Y*: 12.04%
• 5Y*: 9.49%
• 10Y*: —
• ALL TIME*: 13.24%

*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)
GQEIX GQG Partners US Select Quality Equity Fund	$0.00	$0.00	$0.00
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares	$0.00	$0.00	$0.00

GQEPX vs. GQEIX - 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%
GQEIX GQG Partners US Select Quality Equity Fund	6.87%	-4.31%	29.20%	17.77%	-2.69%	19.88%	23.88%	27.34%	-7.65%

Correlation

The correlation between GQEPX and GQEIX is 1.00 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	1.00
Correlation (3Y) Balances recent behavior with more history.	1.00
Correlation (5Y) Shows whether the relationship held over a longer period.	1.00
Correlation (All Time) Calculated using the full available price history since Oct 4, 2018	1.00

The correlation between GQEPX and GQEIX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

Return for Risk

GQEPX vs. GQEIX — 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

GQEIX

GQEIX Risk / Return Rank: 15
GQEIX Sharpe Ratio Rank: 16
GQEIX Sortino Ratio Rank: 16
GQEIX Omega Ratio Rank: 15
GQEIX Calmar Ratio Rank: 16
GQEIX Martin Ratio Rank: 13

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. GQEIX - 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 GQG Partners US Select Quality Equity Fund (GQEIX). 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	GQEIX	Difference
Sharpe ratio: Return per unit of total volatility	0.65	0.67	-0.02
Sortino ratio: Return per unit of downside risk	1.01	1.04	-0.03
Omega ratio: Gain probability vs. loss probability	1.12	1.12	0.00
Calmar ratio: Return relative to maximum drawdown	0.81	0.85	-0.03
Martin ratio: Return relative to average drawdown	1.84	1.92	-0.08

GQEPX vs. GQEIX - Sharpe Ratio Comparison

The current GQEPX Sharpe Ratio is 0.65, which is comparable to the GQEIX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of GQEPX and GQEIX, 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. GQEIX - Drawdown Comparison

The maximum GQEPX drawdown since its inception was -28.45%, roughly equal to the maximum GQEIX drawdown of -28.48%. Use the drawdown chart below to compare losses from any high point for GQEPX and GQEIX.

Drawdown Indicators

	GQEPX	GQEIX	Difference
Max Drawdown Largest peak-to-trough decline	-28.45%	-28.48%	+0.03%
Max Drawdown (1Y) Largest decline over 1 year	-8.48%	-8.45%	-0.03%
Max Drawdown (3Y) Largest decline over 3 years	-18.97%	-18.92%	-0.05%
Max Drawdown (5Y) Largest decline over 5 years	-20.49%	-20.44%	-0.05%
Current Drawdown Current decline from peak	-8.89%	-8.60%	-0.29%
Average Drawdown Average peak-to-trough decline	-5.90%	-5.83%	-0.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.75%	3.71%	+0.04%

Volatility

GQEPX vs. GQEIX - Volatility Comparison

GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) and GQG Partners US Select Quality Equity Fund (GQEIX) have volatilities of 2.81% and 2.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GQEPX	GQEIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.81%	2.82%	-0.01%
Volatility (6M) Calculated over the trailing 6-month period	8.39%	8.42%	-0.03%
Volatility (1Y) Calculated over the trailing 1-year period	10.60%	10.65%	-0.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.89%	15.90%	-0.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.61%	18.64%	-0.03%

GQEPX vs. GQEIX - Expense Ratio Comparison

GQEPX has a 0.59% expense ratio, which is higher than GQEIX's 0.49% expense ratio.

Dividends

GQEPX vs. GQEIX - Dividend Comparison

GQEPX's dividend yield for the trailing twelve months is around 6.54%, less than GQEIX's 6.90% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
GQEIX GQG Partners US Select Quality Equity Fund	6.90%	7.38%	5.41%	0.63%	4.50%	1.50%	0.67%	0.65%	0.12%
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%

Frequently Asked Questions

Can I hold both GQEPX and GQEIX in my portfolio?

With a correlation of 1.00, GQEPX and GQEIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, GQEPX or GQEIX?

GQEIX has higher volatility (2.82%) compared to GQEPX (2.81%). In terms of maximum drawdown, GQEPX dropped -28.45% vs GQEIX's -28.48%.

Which has better risk-adjusted returns?

GQEIX currently has the higher Sharpe Ratio (0.67 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.