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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GQETX or THD.
Correlation
The correlation between GQETX and THD is 0.53, 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.
Performance
GQETX vs. THD - Performance Comparison
Key characteristics
GQETX:
0.28
THD:
-0.34
GQETX:
0.51
THD:
-0.37
GQETX:
1.07
THD:
0.96
GQETX:
0.28
THD:
-0.18
GQETX:
1.31
THD:
-0.67
GQETX:
3.39%
THD:
12.20%
GQETX:
15.98%
THD:
24.11%
GQETX:
-41.46%
THD:
-64.22%
GQETX:
-11.76%
THD:
-38.15%
Returns By Period
In the year-to-date period, GQETX achieves a -6.13% return, which is significantly higher than THD's -13.78% return. Over the past 10 years, GQETX has outperformed THD with an annualized return of 8.48%, while THD has yielded a comparatively lower -2.06% annualized return.
GQETX
-6.13%
-6.68%
-8.06%
5.00%
15.88%
8.48%
THD
-13.78%
-3.57%
-23.91%
-6.43%
-1.21%
-2.06%
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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.
Risk-Adjusted Performance
GQETX vs. THD — Risk-Adjusted Performance Rank
GQETX
THD
GQETX vs. THD - Risk-Adjusted Performance 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.
Dividends
GQETX vs. THD - Dividend Comparison
GQETX's dividend yield for the trailing twelve months is around 1.07%, less than THD's 3.65% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQETX GMO Quality Fund | 1.07% | 1.00% | 0.99% | 1.28% | 5.25% | 1.37% | 1.44% | 1.93% | 1.66% | 1.72% | 2.18% | 2.19% |
THD iShares MSCI Thailand ETF | 3.65% | 3.15% | 2.92% | 2.41% | 3.16% | 2.31% | 2.42% | 2.57% | 2.16% | 2.61% | 3.58% | 2.34% |
Drawdowns
GQETX vs. THD - Drawdown Comparison
The maximum GQETX drawdown since its inception was -41.46%, 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. For additional features, visit the drawdowns tool.
Volatility
GQETX vs. THD - Volatility Comparison
The current volatility for GMO Quality Fund (GQETX) is 11.23%, while iShares MSCI Thailand ETF (THD) has a volatility of 15.26%. 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.