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 a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
GQEPX vs. SWPPX - Performance Comparison
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GQEPX vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares | 9.79% | -4.52% | 28.99% | 17.39% | -2.81% | 19.90% | 23.65% | 27.21% | -7.67% |
SWPPX Schwab S&P 500 Index Fund | -4.39% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -13.23% |
Returns By Period
In the year-to-date period, GQEPX achieves a 9.79% return, which is significantly higher than SWPPX's -4.39% return.
GQEPX
- 1D
- 0.73%
- 1M
- -1.92%
- YTD
- 9.79%
- 6M
- 7.86%
- 1Y
- 5.58%
- 3Y*
- 17.82%
- 5Y*
- 12.59%
- 10Y*
- —
SWPPX
- 1D
- 2.88%
- 1M
- -5.04%
- YTD
- -4.39%
- 6M
- -2.17%
- 1Y
- 17.28%
- 3Y*
- 18.27%
- 5Y*
- 11.76%
- 10Y*
- 14.04%
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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.
Return for Risk
GQEPX vs. SWPPX — Risk / Return Rank
GQEPX
SWPPX
GQEPX vs. SWPPX - 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 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.
| GQEPX | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 0.97 | -0.43 |
Sortino ratioReturn per unit of downside risk | 0.81 | 1.49 | -0.68 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.23 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.67 | 1.52 | -0.85 |
Martin ratioReturn relative to average drawdown | 1.68 | 7.29 | -5.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GQEPX | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 0.97 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.70 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.48 | +0.27 |
Correlation
The correlation between GQEPX and SWPPX is 0.77, 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.
Dividends
GQEPX vs. SWPPX - Dividend Comparison
GQEPX's dividend yield for the trailing twelve months is around 6.36%, more than SWPPX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares | 6.36% | 6.98% | 5.30% | 0.44% | 4.46% | 1.49% | 0.61% | 0.63% | 0.09% | 0.00% | 0.00% | 0.00% |
SWPPX Schwab S&P 500 Index Fund | 1.16% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
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.
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Drawdown Indicators
| GQEPX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.45% | -55.06% | +26.61% |
Max Drawdown (1Y)Largest decline over 1 year | -8.71% | -12.10% | +3.39% |
Max Drawdown (5Y)Largest decline over 5 years | -20.49% | -24.51% | +4.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.80% | — |
Current DrawdownCurrent decline from peak | -6.29% | -6.26% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -5.75% | -10.00% | +4.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 2.52% | +0.96% |
Volatility
GQEPX vs. SWPPX - Volatility Comparison
The current volatility for GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) is 2.77%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 5.36%. 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.
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Volatility by Period
| GQEPX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 5.36% | -2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 7.29% | 9.55% | -2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.43% | 18.32% | -5.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.87% | 16.94% | -1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.85% | 18.21% | +0.64% |