GQEPX vs. SWPPX
Compare and contrast key facts about GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) and Schwab S&P 500 Index Fund (SWPPX).
GQEPX is managed by GQG Partners Inc. It was launched on Sep 28, 2018. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GQEPX or SWPPX.
Key characteristics
| GQEPX | SWPPX | |
|---|---|---|
| YTD Return | 15.92% | 5.66% |
| 1Y Return | 37.39% | 23.68% |
| 3Y Return (Ann) | 13.62% | 7.92% |
| 5Y Return (Ann) | 17.32% | 13.12% |
| Sharpe Ratio | 1.98 | 1.88 |
| Daily Std Dev | 17.88% | 11.82% |
| Max Drawdown | -28.45% | -55.06% |
| Current Drawdown | -7.43% | -4.42% |
Correlation
The correlation between GQEPX and SWPPX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
GQEPX vs. SWPPX - Performance Comparison
In the year-to-date period, GQEPX achieves a 15.92% return, which is significantly higher than SWPPX's 5.66% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GQEPX vs. SWPPX - Expense Ratio Comparison
GQEPX has a 0.59% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Risk-Adjusted Performance
GQEPX vs. SWPPX - 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 Schwab S&P 500 Index Fund (SWPPX). 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. SWPPX - Dividend Comparison
GQEPX's dividend yield for the trailing twelve months is around 0.38%, less than SWPPX's 1.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares | 0.38% | 0.44% | 4.46% | 1.49% | 0.61% | 0.63% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SWPPX Schwab S&P 500 Index Fund | 1.35% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.66% | 1.78% | 2.55% | 3.17% | 1.80% | 1.67% |
Drawdowns
GQEPX vs. SWPPX - Drawdown Comparison
The maximum GQEPX drawdown since its inception was -28.45%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for GQEPX and SWPPX. For additional features, visit the drawdowns tool.
Volatility
GQEPX vs. SWPPX - Volatility Comparison
GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) has a higher volatility of 6.83% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.91%. This indicates that GQEPX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.