GQFPX vs. GQEPX

Last updated Jun 24, 2026

GQFPX (GQG Partners Global Quality Dividend Income Fund) and GQEPX (GQG Partners US Select Quality Equity Fund Investor Shares) are both mutual funds - GQFPX is a Global Equities fund managed by GQG Partners Inc, while GQEPX is a Large Cap Growth Equities fund managed by GQG Partners Inc. Over the past 3 years, GQFPX returned 13.46%/yr vs 12.05%/yr for GQEPX. A 0.73 correlation means they provide meaningful diversification when combined. GQFPX charges 0.86%/yr vs 0.59%/yr for GQEPX.

Performance

GQFPX vs. GQEPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GQG Partners Global Quality Dividend Income Fund (GQFPX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GQFPX achieves a 6.50% return, which is significantly higher than GQEPX's 2.80% return.

GQFPX

• 1D: 0.31%
• 1M: -4.84%
• YTD: 6.50%
• 6M: 6.97%
• 1Y: 13.20%
• 3Y*: 13.46%
• 5Y*: —
• 10Y*: —

GQEPX

• 1D: 0.34%
• 1M: -5.38%
• YTD: 2.80%
• 6M: 2.91%
• 1Y: 0.89%
• 3Y*: 12.05%
• 5Y*: 9.23%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GQFPX vs. GQEPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
GQFPX GQG Partners Global Quality Dividend Income Fund	6.50%	19.29%	4.81%	15.09%	-1.13%	5.03%
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares	2.80%	-4.52%	28.99%	17.39%	-2.81%	5.84%

Correlation

The correlation between GQFPX and GQEPX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (All Time) Calculated using the full available price history since Jun 30, 2021	0.73

The correlation between GQFPX and GQEPX shifts across timeframes, from 0.64 (3 years) to 0.75 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

GQFPX vs. GQEPX — Risk / Return Rank

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

GQFPX

GQFPX Risk / Return Rank: 29
GQFPX Sharpe Ratio Rank: 27
GQFPX Sortino Ratio Rank: 25
GQFPX Omega Ratio Rank: 24
GQFPX Calmar Ratio Rank: 37
GQFPX Martin Ratio Rank: 30

GQEPX

GQEPX Risk / Return Rank: 4
GQEPX Sharpe Ratio Rank: 4
GQEPX Sortino Ratio Rank: 4
GQEPX Omega Ratio Rank: 4
GQEPX Calmar Ratio Rank: 4
GQEPX Martin Ratio Rank: 4

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. GQEPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GQG Partners Global Quality Dividend Income Fund (GQFPX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX). 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.

	GQFPX	GQEPX	Difference
Sharpe ratio: Return per unit of total volatility	1.38	0.19	+1.19
Sortino ratio: Return per unit of downside risk	1.95	0.35	+1.60
Omega ratio: Gain probability vs. loss probability	1.24	1.04	+0.20
Calmar ratio: Return relative to maximum drawdown	2.17	0.24	+1.94
Martin ratio: Return relative to average drawdown	6.49	0.61	+5.87

GQFPX vs. GQEPX - Sharpe Ratio Comparison

The current GQFPX Sharpe Ratio is 1.38, which is higher than the GQEPX Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of GQFPX and GQEPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GQFPX vs. GQEPX - Drawdown Comparison

The maximum GQFPX drawdown since its inception was -16.95%, smaller than the maximum GQEPX drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for GQFPX and GQEPX.

Drawdown Indicators

	GQFPX	GQEPX	Difference
Max Drawdown Largest peak-to-trough decline	-16.95%	-28.45%	+11.50%
Max Drawdown (1Y) Largest decline over 1 year	-6.25%	-8.48%	+2.23%
Max Drawdown (3Y) Largest decline over 3 years	-10.57%	-18.97%	+8.40%
Max Drawdown (5Y) Largest decline over 5 years	—	-20.49%	—
Current Drawdown Current decline from peak	-5.96%	-12.26%	+6.30%
Average Drawdown Average peak-to-trough decline	-3.02%	-5.84%	+2.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.09%	3.30%	-1.21%

Volatility

GQFPX vs. GQEPX - Volatility Comparison

The current volatility for GQG Partners Global Quality Dividend Income Fund (GQFPX) is 3.45%, while GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) has a volatility of 3.64%. This indicates that GQFPX experiences smaller price fluctuations and is considered to be less risky than GQEPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GQFPX	GQEPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.45%	3.64%	-0.19%
Volatility (6M) Calculated over the trailing 6-month period	7.98%	7.96%	+0.02%
Volatility (1Y) Calculated over the trailing 1-year period	9.84%	10.42%	-0.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.83%	15.90%	-3.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.83%	18.69%	-5.86%

GQFPX vs. GQEPX - Expense Ratio Comparison

GQFPX has a 0.86% expense ratio, which is higher than GQEPX's 0.59% expense ratio.

Dividends

GQFPX vs. GQEPX - Dividend Comparison

GQFPX's dividend yield for the trailing twelve months is around 5.99%, less than GQEPX's 6.79% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares	6.79%	6.98%	5.30%	0.44%	4.46%	1.49%	0.61%	0.63%	0.09%
GQFPX GQG Partners Global Quality Dividend Income Fund	5.99%	5.32%	3.71%	3.69%	5.18%	1.38%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GQFPX and GQEPX in my portfolio?

GQFPX and GQEPX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GQFPX or GQEPX?

GQEPX has higher volatility (3.64%) compared to GQFPX (3.45%). In terms of maximum drawdown, GQFPX dropped -16.95% vs GQEPX's -28.45%.

Which has better risk-adjusted returns?

GQFPX currently has the higher Sharpe Ratio (1.38 vs 0.19), 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.