GQEPX vs. VOO
Compare and contrast key facts about GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) and Vanguard S&P 500 ETF (VOO).
GQEPX is managed by GQG Partners Inc. It was launched on Sep 28, 2018. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GQEPX or VOO.
Performance
GQEPX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, GQEPX achieves a 34.30% return, which is significantly higher than VOO's 26.58% return.
GQEPX
34.30%
3.19%
9.26%
38.91%
17.83%
N/A
VOO
26.58%
3.05%
13.23%
32.77%
15.74%
13.22%
Key characteristics
| GQEPX | VOO | |
|---|---|---|
| Sharpe Ratio | 2.26 | 2.69 |
| Sortino Ratio | 3.09 | 3.59 |
| Omega Ratio | 1.41 | 1.50 |
| Calmar Ratio | 3.34 | 3.88 |
| Martin Ratio | 11.09 | 17.58 |
| Ulcer Index | 3.51% | 1.86% |
| Daily Std Dev | 17.20% | 12.19% |
| Max Drawdown | -28.45% | -33.99% |
| Current Drawdown | 0.00% | -0.53% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GQEPX vs. VOO - Expense Ratio Comparison
GQEPX has a 0.59% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between GQEPX and VOO 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. VOO - 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 Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
GQEPX's dividend yield for the trailing twelve months is around 0.33%, less than VOO's 1.24% 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% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
GQEPX vs. VOO - Drawdown Comparison
The maximum GQEPX drawdown since its inception was -28.45%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GQEPX and VOO. For additional features, visit the drawdowns tool.
Volatility
GQEPX vs. VOO - Volatility Comparison
The current volatility for GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) is 3.60%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.99%. This indicates that GQEPX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.