GQETX vs. VOO
Compare and contrast key facts about GMO Quality Fund (GQETX) and Vanguard S&P 500 ETF (VOO).
GQETX is managed by GMO. It was launched on Feb 6, 2004. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GQETX or VOO.
Correlation
The correlation between GQETX and VOO is 0.94, 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.
Performance
GQETX vs. VOO - Performance Comparison
Key characteristics
GQETX:
0.59
VOO:
0.59
GQETX:
0.95
VOO:
0.94
GQETX:
1.13
VOO:
1.14
GQETX:
0.62
VOO:
0.60
GQETX:
2.49
VOO:
2.34
GQETX:
3.90%
VOO:
4.80%
GQETX:
16.33%
VOO:
19.10%
GQETX:
-41.46%
VOO:
-33.99%
GQETX:
-5.91%
VOO:
-8.16%
Returns By Period
In the year-to-date period, GQETX achieves a 0.09% return, which is significantly higher than VOO's -3.92% return. Over the past 10 years, GQETX has underperformed VOO with an annualized return of 9.14%, while VOO has yielded a comparatively higher 12.27% annualized return.
GQETX
0.09%
10.35%
-1.39%
8.28%
17.14%
9.14%
VOO
-3.92%
11.29%
-4.41%
9.97%
15.75%
12.27%
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GQETX vs. VOO - Expense Ratio Comparison
GQETX has a 0.49% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
GQETX vs. VOO — Risk-Adjusted Performance Rank
GQETX
VOO
GQETX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Quality Fund (GQETX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
GQETX's dividend yield for the trailing twelve months is around 4.92%, more than VOO's 1.35% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQETX GMO Quality Fund | 4.92% | 4.92% | 4.25% | 11.85% | 10.19% | 13.61% | 8.08% | 21.66% | 8.10% | 3.56% | 17.25% | 24.26% |
VOO Vanguard S&P 500 ETF | 1.35% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
GQETX vs. VOO - Drawdown Comparison
The maximum GQETX drawdown since its inception was -41.46%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GQETX and VOO. For additional features, visit the drawdowns tool.
Volatility
GQETX vs. VOO - Volatility Comparison
The current volatility for GMO Quality Fund (GQETX) is 9.66%, while Vanguard S&P 500 ETF (VOO) has a volatility of 11.23%. This indicates that GQETX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.