GQETX vs. THD
Compare and contrast key facts about GMO Quality Fund (GQETX) and iShares MSCI Thailand ETF (THD).
GQETX is managed by GMO. It was launched on Feb 6, 2004. THD is a passively managed fund by iShares that tracks the performance of the MSCI Thailand Investable Market Index. It was launched on Mar 26, 2008.
Performance
GQETX vs. THD - Performance Comparison
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GQETX vs. THD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GQETX GMO Quality Fund | -7.00% | 19.61% | 17.76% | 28.94% | -15.33% | 31.67% | 18.33% | 31.77% | 0.50% | 29.11% |
THD iShares MSCI Thailand ETF | 15.47% | 2.36% | -2.21% | -12.63% | 1.22% | 1.87% | -9.89% | 8.32% | -8.25% | 31.45% |
Returns By Period
In the year-to-date period, GQETX achieves a -7.00% return, which is significantly lower than THD's 15.47% return. Over the past 10 years, GQETX has outperformed THD with an annualized return of 14.85%, while THD has yielded a comparatively lower 3.02% annualized return.
GQETX
- 1D
- 2.81%
- 1M
- -6.44%
- YTD
- -7.00%
- 6M
- -2.28%
- 1Y
- 12.44%
- 3Y*
- 15.83%
- 5Y*
- 11.72%
- 10Y*
- 14.85%
THD
- 1D
- -0.69%
- 1M
- -3.64%
- YTD
- 15.47%
- 6M
- 17.87%
- 1Y
- 37.48%
- 3Y*
- 1.16%
- 5Y*
- -0.54%
- 10Y*
- 3.02%
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GQETX vs. THD - Expense Ratio Comparison
GQETX has a 0.49% expense ratio, which is lower than THD's 0.59% expense ratio.
Return for Risk
GQETX vs. THD — Risk / Return Rank
GQETX
THD
GQETX vs. THD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Quality Fund (GQETX) and iShares MSCI Thailand ETF (THD). 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.
| GQETX | THD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 1.43 | -0.68 |
Sortino ratioReturn per unit of downside risk | 1.20 | 2.20 | -1.01 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.28 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 2.79 | -1.78 |
Martin ratioReturn relative to average drawdown | 4.04 | 7.56 | -3.52 |
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
| GQETX | THD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 1.43 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | -0.03 | +0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.14 | +0.73 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.17 | +0.51 |
Correlation
The correlation between GQETX and THD is 0.52, 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
GQETX vs. THD - Dividend Comparison
GQETX's dividend yield for the trailing twelve months is around 12.00%, more than THD's 2.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQETX GMO Quality Fund | 12.00% | 11.16% | 3.91% | 3.43% | 11.85% | 10.19% | 13.61% | 8.08% | 21.66% | 8.10% | 3.56% | 17.25% |
THD iShares MSCI Thailand ETF | 2.91% | 3.36% | 3.15% | 2.92% | 2.41% | 3.16% | 2.31% | 2.42% | 2.57% | 2.16% | 2.61% | 3.58% |
Drawdowns
GQETX vs. THD - Drawdown Comparison
The maximum GQETX drawdown since its inception was -39.99%, smaller than the maximum THD drawdown of -64.22%. Use the drawdown chart below to compare losses from any high point for GQETX and THD.
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Drawdown Indicators
| GQETX | THD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.99% | -64.22% | +24.23% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -13.43% | +0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -24.22% | -40.24% | +16.02% |
Max Drawdown (10Y)Largest decline over 10 years | -30.44% | -49.32% | +18.88% |
Current DrawdownCurrent decline from peak | -10.31% | -15.21% | +4.90% |
Average DrawdownAverage peak-to-trough decline | -5.02% | -18.33% | +13.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 4.96% | -1.78% |
Volatility
GQETX vs. THD - Volatility Comparison
The current volatility for GMO Quality Fund (GQETX) is 5.64%, while iShares MSCI Thailand ETF (THD) has a volatility of 10.25%. This indicates that GQETX experiences smaller price fluctuations and is considered to be less risky than THD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GQETX | THD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 10.25% | -4.61% |
Volatility (6M)Calculated over the trailing 6-month period | 9.71% | 17.05% | -7.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.62% | 26.30% | -9.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.85% | 19.59% | -3.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.03% | 21.49% | -4.46% |