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.
Performance
GQEPX vs. SWPPX - Performance Comparison
Returns By Period
In the year-to-date period, GQEPX achieves a 34.30% return, which is significantly higher than SWPPX's 26.66% return.
GQEPX
34.30%
3.19%
9.26%
38.91%
17.83%
N/A
SWPPX
26.66%
3.08%
13.26%
32.82%
15.76%
13.20%
Key characteristics
| GQEPX | SWPPX | |
|---|---|---|
| Sharpe Ratio | 2.26 | 2.67 |
| Sortino Ratio | 3.09 | 3.55 |
| Omega Ratio | 1.41 | 1.50 |
| Calmar Ratio | 3.34 | 3.88 |
| Martin Ratio | 11.09 | 17.39 |
| Ulcer Index | 3.51% | 1.89% |
| Daily Std Dev | 17.20% | 12.30% |
| Max Drawdown | -28.45% | -55.06% |
| Current Drawdown | 0.00% | -0.46% |
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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.
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.
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 0.33%, less than SWPPX's 1.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
SWPPX Schwab S&P 500 Index Fund | 1.13% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 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
The current volatility for GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) is 3.60%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 3.96%. This indicates that GQEPX experiences smaller price fluctuations and is considered to be less risky than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.