GQETX vs. HAVGX
GQETX (GMO Quality Fund) and HAVGX (Haverford Quality Growth Stock Fund) are both Quality Factor funds. Over the past 10 years, GQETX returned 15.89%/yr vs 11.68%/yr for HAVGX. Their correlation of 0.91 means they have usually moved in the same direction. GQETX charges 0.49%/yr vs 0.80%/yr for HAVGX.
Performance
GQETX vs. HAVGX - Performance Comparison
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Returns By Period
In the year-to-date period, GQETX achieves a 7.37% return, which is significantly higher than HAVGX's 5.53% return. Over the past 10 years, GQETX has outperformed HAVGX with an annualized return of 15.89%, while HAVGX has yielded a comparatively lower 11.68% annualized return.
GQETX
- 1D
- 0.80%
- 1M
- 0.69%
- 6M
- 4.85%
- YTD
- 7.37%
- 1Y
- 22.56%
- 3Y*
- 16.24%
- 5Y*
- 12.74%
- 10Y*
- 15.89%
- ALL TIME*
- 11.71%
HAVGX
- 1D
- 0.19%
- 1M
- 2.58%
- 6M
- 2.54%
- YTD
- 5.53%
- 1Y
- 13.27%
- 3Y*
- 11.87%
- 5Y*
- 8.67%
- 10Y*
- 11.68%
- ALL TIME*
- 8.06%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
GQETX GMO Quality Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
GQETX vs. HAVGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GQETX GMO Quality Fund | 7.37% | 19.61% | 17.76% | 28.94% | -15.33% | 31.67% | 18.33% | 31.77% | 0.50% | 29.11% |
HAVGX Haverford Quality Growth Stock Fund | 5.53% | 13.22% | 15.58% | 9.26% | -7.97% | 24.40% | 15.35% | 33.26% | -5.90% | 18.46% |
Correlation
The correlation between GQETX and HAVGX is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2005 | 0.91 |
The correlation between GQETX and HAVGX has been stable across timeframes, ranging from 0.83 to 0.91 - a consistent structural relationship.
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Return for Risk
GQETX vs. HAVGX — Risk / Return Rank
GQETX
HAVGX
GQETX vs. HAVGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Quality Fund (GQETX) and Haverford Quality Growth Stock Fund (HAVGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GQETX | HAVGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.21 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.66 | 1.36 | +0.30 |
| Martin ratioReturn relative to average drawdown | 6.56 | 5.48 | +1.08 |
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Drawdowns
GQETX vs. HAVGX - Drawdown Comparison
The maximum GQETX drawdown since its inception was -39.99%, smaller than the maximum HAVGX drawdown of -50.37%. Use the drawdown chart below to compare losses from any high point for GQETX and HAVGX.
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Drawdown Indicators
| GQETX | HAVGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.99% | -50.37% | +10.38% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -8.90% | -3.86% |
Max Drawdown (3Y)Largest decline over 3 years | -15.54% | -15.85% | +0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -24.22% | -21.65% | -2.57% |
Max Drawdown (10Y)Largest decline over 10 years | -30.44% | -34.50% | +4.06% |
Current DrawdownCurrent decline from peak | 0.00% | -0.37% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -6.43% | +1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.20% | +1.03% |
Volatility
GQETX vs. HAVGX - Volatility Comparison
GMO Quality Fund (GQETX) and Haverford Quality Growth Stock Fund (HAVGX) have volatilities of 3.19% and 3.28%, 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.
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Volatility by Period
| GQETX | HAVGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.19% | 3.28% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.18% | 7.97% | +2.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.83% | 10.26% | +2.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.93% | 14.70% | +1.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.06% | 16.99% | +0.07% |
GQETX vs. HAVGX - Expense Ratio Comparison
GQETX has a 0.49% expense ratio, which is lower than HAVGX's 0.80% expense ratio.
Dividends
GQETX vs. HAVGX - Dividend Comparison
GQETX's dividend yield for the trailing twelve months is around 11.15%, more than HAVGX's 7.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQETX GMO Quality Fund | 11.15% | 11.16% | 3.91% | 3.43% | 11.85% | 10.19% | 13.61% | 8.08% | 21.66% | 8.10% | 3.56% | 17.25% |
HAVGX Haverford Quality Growth Stock Fund | 7.82% | 8.28% | 8.54% | 4.76% | 10.14% | 5.65% | 0.84% | 1.39% | 6.38% | 2.65% | 1.18% | 1.26% |
Frequently Asked Questions
GQETX and HAVGX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HAVGX has higher volatility (3.28%) compared to GQETX (3.19%). In terms of maximum drawdown, GQETX dropped -39.99% vs HAVGX's -50.37%.
GQETX currently has the higher Sharpe Ratio (1.66 vs 1.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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