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GQFPX vs. GIDGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GQFPX vs. GIDGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GQG Partners Global Quality Dividend Income Fund (GQFPX) and Goldman Sachs Enhanced Dividend Global Equity Portfolio (GIDGX). The values are adjusted to include any dividend payments, if applicable.

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GQFPX vs. GIDGX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GQFPX
GQG Partners Global Quality Dividend Income Fund
9.67%19.29%4.81%15.09%-1.13%5.03%
GIDGX
Goldman Sachs Enhanced Dividend Global Equity Portfolio
-3.20%15.74%20.59%17.92%-12.75%4.95%

Returns By Period

In the year-to-date period, GQFPX achieves a 9.67% return, which is significantly higher than GIDGX's -3.20% return.


GQFPX

1D
-0.37%
1M
-3.16%
YTD
9.67%
6M
10.95%
1Y
18.91%
3Y*
16.33%
5Y*
10Y*

GIDGX

1D
-0.24%
1M
-6.60%
YTD
-3.20%
6M
-0.07%
1Y
13.80%
3Y*
14.61%
5Y*
9.07%
10Y*
9.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GQFPX vs. GIDGX - Expense Ratio Comparison

GQFPX has a 0.86% expense ratio, which is higher than GIDGX's 0.17% expense ratio.


Return for Risk

GQFPX vs. GIDGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GQFPX
GQFPX Risk / Return Rank: 8282
Overall Rank
GQFPX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
GQFPX Sortino Ratio Rank: 7979
Sortino Ratio Rank
GQFPX Omega Ratio Rank: 8181
Omega Ratio Rank
GQFPX Calmar Ratio Rank: 8080
Calmar Ratio Rank
GQFPX Martin Ratio Rank: 8787
Martin Ratio Rank

GIDGX
GIDGX Risk / Return Rank: 5454
Overall Rank
GIDGX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
GIDGX Sortino Ratio Rank: 5555
Sortino Ratio Rank
GIDGX Omega Ratio Rank: 6262
Omega Ratio Rank
GIDGX Calmar Ratio Rank: 3939
Calmar Ratio Rank
GIDGX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GQFPX vs. GIDGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GQG Partners Global Quality Dividend Income Fund (GQFPX) and Goldman Sachs Enhanced Dividend Global Equity Portfolio (GIDGX). 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.


GQFPXGIDGXDifference

Sharpe ratio

Return per unit of total volatility

1.57

1.09

+0.48

Sortino ratio

Return per unit of downside risk

2.02

1.49

+0.53

Omega ratio

Gain probability vs. loss probability

1.33

1.24

+0.09

Calmar ratio

Return relative to maximum drawdown

1.93

1.04

+0.89

Martin ratio

Return relative to average drawdown

9.22

5.17

+4.05

GQFPX vs. GIDGX - Sharpe Ratio Comparison

The current GQFPX Sharpe Ratio is 1.57, which is higher than the GIDGX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of GQFPX and GIDGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GQFPXGIDGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

1.09

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.63

+0.23

Correlation

The correlation between GQFPX and GIDGX is 0.66, 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

GQFPX vs. GIDGX - Dividend Comparison

GQFPX's dividend yield for the trailing twelve months is around 4.85%, less than GIDGX's 6.38% yield.


TTM20252024202320222021202020192018201720162015
GQFPX
GQG Partners Global Quality Dividend Income Fund
4.85%5.32%3.71%3.69%5.18%1.38%0.00%0.00%0.00%0.00%0.00%0.00%
GIDGX
Goldman Sachs Enhanced Dividend Global Equity Portfolio
6.38%5.92%12.06%4.32%8.89%8.41%1.99%4.85%5.67%3.35%2.97%3.21%

Drawdowns

GQFPX vs. GIDGX - Drawdown Comparison

The maximum GQFPX drawdown since its inception was -16.95%, smaller than the maximum GIDGX drawdown of -31.63%. Use the drawdown chart below to compare losses from any high point for GQFPX and GIDGX.


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Drawdown Indicators


GQFPXGIDGXDifference

Max Drawdown

Largest peak-to-trough decline

-16.95%

-31.63%

+14.68%

Max Drawdown (1Y)

Largest decline over 1 year

-9.60%

-10.90%

+1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

Max Drawdown (10Y)

Largest decline over 10 years

-31.63%

Current Drawdown

Current decline from peak

-3.16%

-7.14%

+3.98%

Average Drawdown

Average peak-to-trough decline

-3.03%

-3.90%

+0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

2.31%

-0.24%

Volatility

GQFPX vs. GIDGX - Volatility Comparison

GQG Partners Global Quality Dividend Income Fund (GQFPX) and Goldman Sachs Enhanced Dividend Global Equity Portfolio (GIDGX) have volatilities of 3.98% and 4.14%, 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


GQFPXGIDGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

4.14%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

7.03%

7.39%

-0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

12.39%

12.93%

-0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.89%

12.91%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.89%

14.14%

-1.25%