GQEPX vs. VXUS
Compare and contrast key facts about GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) and Vanguard Total International Stock ETF (VXUS).
GQEPX is managed by GQG Partners Inc. It was launched on Sep 28, 2018. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GQEPX or VXUS.
Performance
GQEPX vs. VXUS - Performance Comparison
Returns By Period
In the year-to-date period, GQEPX achieves a 34.30% return, which is significantly higher than VXUS's 6.78% return.
GQEPX
34.30%
3.19%
9.26%
38.91%
17.83%
N/A
VXUS
6.78%
-2.42%
0.03%
12.91%
5.53%
4.78%
Key characteristics
| GQEPX | VXUS | |
|---|---|---|
| Sharpe Ratio | 2.26 | 1.02 |
| Sortino Ratio | 3.09 | 1.47 |
| Omega Ratio | 1.41 | 1.18 |
| Calmar Ratio | 3.34 | 1.21 |
| Martin Ratio | 11.09 | 5.02 |
| Ulcer Index | 3.51% | 2.57% |
| Daily Std Dev | 17.20% | 12.68% |
| Max Drawdown | -28.45% | -35.97% |
| Current Drawdown | 0.00% | -6.82% |
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GQEPX vs. VXUS - Expense Ratio Comparison
GQEPX has a 0.59% expense ratio, which is higher than VXUS's 0.07% expense ratio.
Correlation
The correlation between GQEPX and VXUS 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.
Risk-Adjusted Performance
GQEPX vs. VXUS - 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 Total International Stock ETF (VXUS). 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. VXUS - Dividend Comparison
GQEPX's dividend yield for the trailing twelve months is around 0.33%, less than VXUS's 3.00% 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% |
VXUS Vanguard Total International Stock ETF | 3.00% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
GQEPX vs. VXUS - Drawdown Comparison
The maximum GQEPX drawdown since its inception was -28.45%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for GQEPX and VXUS. For additional features, visit the drawdowns tool.
Volatility
GQEPX vs. VXUS - Volatility Comparison
GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) and Vanguard Total International Stock ETF (VXUS) have volatilities of 3.60% and 3.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.