GQEPX vs. TVRIX
Compare and contrast key facts about GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) and Guggenheim Directional Allocation Fund (TVRIX).
GQEPX is managed by GQG Partners Inc. It was launched on Sep 28, 2018. TVRIX is managed by Guggenheim. It was launched on Jun 18, 2012.
Performance
GQEPX vs. TVRIX - Performance Comparison
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GQEPX vs. TVRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares | 9.54% | -4.52% | 28.99% | 17.39% | -2.81% | 19.90% | 23.65% | 27.21% | -7.67% |
TVRIX Guggenheim Directional Allocation Fund | -4.87% | 13.83% | 7.87% | 11.00% | -17.53% | 27.30% | 5.08% | 30.45% | -15.62% |
Returns By Period
In the year-to-date period, GQEPX achieves a 9.54% return, which is significantly higher than TVRIX's -4.87% return.
GQEPX
- 1D
- -0.23%
- 1M
- -1.88%
- YTD
- 9.54%
- 6M
- 8.01%
- 1Y
- 5.34%
- 3Y*
- 17.73%
- 5Y*
- 12.35%
- 10Y*
- —
TVRIX
- 1D
- 2.44%
- 1M
- -4.44%
- YTD
- -4.87%
- 6M
- -2.48%
- 1Y
- 11.69%
- 3Y*
- 8.78%
- 5Y*
- 4.76%
- 10Y*
- 8.72%
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GQEPX vs. TVRIX - Expense Ratio Comparison
GQEPX has a 0.59% expense ratio, which is lower than TVRIX's 1.09% expense ratio.
Return for Risk
GQEPX vs. TVRIX — Risk / Return Rank
GQEPX
TVRIX
GQEPX vs. TVRIX - 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 Guggenheim Directional Allocation Fund (TVRIX). 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 | TVRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.43 | 0.97 | -0.53 |
Sortino ratioReturn per unit of downside risk | 0.66 | 1.43 | -0.77 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.20 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 1.48 | -0.73 |
Martin ratioReturn relative to average drawdown | 1.86 | 6.06 | -4.20 |
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 | TVRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 0.97 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.33 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.55 | +0.20 |
Correlation
The correlation between GQEPX and TVRIX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
GQEPX vs. TVRIX - Dividend Comparison
GQEPX's dividend yield for the trailing twelve months is around 6.37%, less than TVRIX's 10.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares | 6.37% | 6.98% | 5.30% | 0.44% | 4.46% | 1.49% | 0.61% | 0.63% | 0.09% |
TVRIX Guggenheim Directional Allocation Fund | 10.13% | 9.64% | 0.00% | 2.03% | 0.71% | 14.34% | 0.30% | 16.62% | 14.33% |
Drawdowns
GQEPX vs. TVRIX - Drawdown Comparison
The maximum GQEPX drawdown since its inception was -28.45%, smaller than the maximum TVRIX drawdown of -39.36%. Use the drawdown chart below to compare losses from any high point for GQEPX and TVRIX.
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Drawdown Indicators
| GQEPX | TVRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.45% | -39.36% | +10.91% |
Max Drawdown (1Y)Largest decline over 1 year | -8.34% | -8.45% | +0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -20.49% | -24.87% | +4.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.36% | — |
Current DrawdownCurrent decline from peak | -6.50% | -9.20% | +2.70% |
Average DrawdownAverage peak-to-trough decline | -5.75% | -6.10% | +0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 2.06% | +1.43% |
Volatility
GQEPX vs. TVRIX - Volatility Comparison
The current volatility for GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) is 2.77%, while Guggenheim Directional Allocation Fund (TVRIX) has a volatility of 4.44%. This indicates that GQEPX experiences smaller price fluctuations and is considered to be less risky than TVRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GQEPX | TVRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 4.44% | -1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 7.29% | 7.84% | -0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.41% | 12.61% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.87% | 14.46% | +1.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.85% | 17.80% | +1.05% |