Correlation
The correlation between GQETX and GQEPX is 0.83, 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.
GQETX vs. GQEPX
Compare and contrast key facts about GMO Quality Fund (GQETX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX).
GQETX is managed by GMO. It was launched on Feb 6, 2004. GQEPX is managed by GQG Partners Inc. It was launched on Sep 28, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GQETX or GQEPX.
Performance
GQETX vs. GQEPX - Performance Comparison
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Key characteristics
GQETX:
0.69
GQEPX:
0.16
GQETX:
0.92
GQEPX:
0.20
GQETX:
1.13
GQEPX:
1.03
GQETX:
0.60
GQEPX:
0.06
GQETX:
2.34
GQEPX:
0.15
GQETX:
4.01%
GQEPX:
7.79%
GQETX:
16.66%
GQEPX:
16.85%
GQETX:
-41.46%
GQEPX:
-28.45%
GQETX:
-3.55%
GQEPX:
-13.51%
Returns By Period
In the year-to-date period, GQETX achieves a 2.61% return, which is significantly higher than GQEPX's -3.25% return.
GQETX
2.61%
4.27%
0.13%
11.43%
14.95%
16.88%
9.45%
GQEPX
-3.25%
0.28%
-8.53%
2.71%
10.11%
15.04%
N/A
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GQETX vs. GQEPX - Expense Ratio Comparison
GQETX has a 0.49% expense ratio, which is lower than GQEPX's 0.59% expense ratio.
Risk-Adjusted Performance
GQETX vs. GQEPX — Risk-Adjusted Performance Rank
GQETX
GQEPX
GQETX vs. GQEPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Quality Fund (GQETX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX). 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.
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Dividends
GQETX vs. GQEPX - Dividend Comparison
GQETX's dividend yield for the trailing twelve months is around 4.80%, less than GQEPX's 5.48% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQETX GMO Quality Fund | 4.80% | 4.92% | 4.25% | 12.03% | 10.20% | 13.61% | 8.08% | 21.66% | 8.10% | 3.56% | 17.25% | 24.26% |
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares | 5.48% | 5.30% | 0.44% | 4.46% | 1.49% | 0.61% | 0.63% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GQETX vs. GQEPX - Drawdown Comparison
The maximum GQETX drawdown since its inception was -41.46%, which is greater than GQEPX's maximum drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for GQETX and GQEPX.
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Volatility
GQETX vs. GQEPX - Volatility Comparison
GMO Quality Fund (GQETX) has a higher volatility of 4.43% compared to GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) at 4.08%. This indicates that GQETX's price experiences larger fluctuations and is considered to be riskier than GQEPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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