GQEPX vs. GQRPX
GQEPX (GQG Partners US Select Quality Equity Fund Investor Shares) and GQRPX (GQG Partners Global Quality Equity Fund) are both Quality Factor funds from GQG Partners. Over the past 5 years, GQEPX returned 9.28%/yr vs 9.14%/yr for GQRPX. Their correlation of 0.95 means they have usually moved in the same direction. GQEPX charges 0.59%/yr vs 0.97%/yr for GQRPX.
Performance
GQEPX vs. GQRPX - Performance Comparison
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Returns By Period
In the year-to-date period, GQEPX achieves a 6.74% return, which is significantly lower than GQRPX's 7.89% 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%
GQRPX
- 1D
- 0.70%
- 1M
- 1.08%
- 6M
- 4.23%
- YTD
- 7.89%
- 1Y
- 9.98%
- 3Y*
- 12.04%
- 5Y*
- 9.14%
- 10Y*
- —
- ALL TIME*
- 11.77%
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 |
GQEPX vs. GQRPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares | 6.74% | -4.52% | 28.99% | 17.39% | -2.81% | 19.90% | 23.65% | 15.60% |
GQRPX GQG Partners Global Quality Equity Fund | 7.89% | 0.67% | 19.98% | 19.56% | -3.77% | 16.94% | 14.55% | 12.70% |
Correlation
The correlation between GQEPX and GQRPX is 0.93, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.93 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2019 | 0.95 |
The correlation between GQEPX and GQRPX has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
GQEPX vs. GQRPX — Risk / Return Rank
GQEPX
GQRPX
GQEPX vs. GQRPX - 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 Global Quality Equity Fund (GQRPX). 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 | GQRPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.18 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | 1.37 | -0.55 |
| Martin ratioReturn relative to average drawdown | 1.84 | 3.09 | -1.25 |
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Drawdowns
GQEPX vs. GQRPX - Drawdown Comparison
The maximum GQEPX drawdown since its inception was -28.45%, roughly equal to the maximum GQRPX drawdown of -28.88%. Use the drawdown chart below to compare losses from any high point for GQEPX and GQRPX.
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Drawdown Indicators
| GQEPX | GQRPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.45% | -28.88% | +0.43% |
Max Drawdown (1Y)Largest decline over 1 year | -8.48% | -7.02% | -1.46% |
Max Drawdown (3Y)Largest decline over 3 years | -18.97% | -16.49% | -2.48% |
Max Drawdown (5Y)Largest decline over 5 years | -20.49% | -20.39% | -0.10% |
Current DrawdownCurrent decline from peak | -8.89% | -3.25% | -5.64% |
Average DrawdownAverage peak-to-trough decline | -5.90% | -4.95% | -0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.75% | 3.11% | +0.64% |
Volatility
GQEPX vs. GQRPX - Volatility Comparison
GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) and GQG Partners Global Quality Equity Fund (GQRPX) have volatilities of 2.81% and 2.79%, 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.
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Volatility by Period
| GQEPX | GQRPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 2.79% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 7.53% | +0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.60% | 9.50% | +1.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.89% | 14.68% | +1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.61% | 17.15% | +1.46% |
GQEPX vs. GQRPX - Expense Ratio Comparison
GQEPX has a 0.59% expense ratio, which is lower than GQRPX's 0.97% expense ratio.
Dividends
GQEPX vs. GQRPX - Dividend Comparison
GQEPX's dividend yield for the trailing twelve months is around 6.54%, less than GQRPX's 7.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
GQRPX GQG Partners Global Quality Equity Fund | 7.04% | 7.60% | 6.35% | 1.22% | 2.93% | 1.53% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.93, GQEPX and GQRPX 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.
GQEPX has higher volatility (2.81%) compared to GQRPX (2.79%). In terms of maximum drawdown, GQEPX dropped -28.45% vs GQRPX's -28.88%.
GQRPX currently has the higher Sharpe Ratio (1.01 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.
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