GQGIX vs. VEMAX
Compare and contrast key facts about GQG Partners Emerging Markets Equity Fund Institutional Shares (GQGIX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX).
GQGIX is managed by GQG Partners. VEMAX is managed by Vanguard. It was launched on Jun 23, 2006.
Performance
GQGIX vs. VEMAX - Performance Comparison
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GQGIX vs. VEMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GQGIX GQG Partners Emerging Markets Equity Fund Institutional Shares | 0.45% | 9.92% | 6.19% | 28.81% | -20.85% | -2.37% | 33.98% | 21.08% | -14.70% | 30.20% |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | -2.51% | 24.76% | 11.34% | 8.82% | -17.79% | 0.85% | 15.24% | 20.29% | -14.59% | 30.23% |
Returns By Period
In the year-to-date period, GQGIX achieves a 0.45% return, which is significantly higher than VEMAX's -2.51% return.
GQGIX
- 1D
- -0.61%
- 1M
- -7.74%
- YTD
- 0.45%
- 6M
- 4.06%
- 1Y
- 10.75%
- 3Y*
- 13.55%
- 5Y*
- 3.40%
- 10Y*
- —
VEMAX
- 1D
- -0.82%
- 1M
- -9.73%
- YTD
- -2.51%
- 6M
- -1.16%
- 1Y
- 19.13%
- 3Y*
- 12.46%
- 5Y*
- 3.36%
- 10Y*
- 7.28%
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GQGIX vs. VEMAX - Expense Ratio Comparison
GQGIX has a 0.98% expense ratio, which is higher than VEMAX's 0.14% expense ratio.
Return for Risk
GQGIX vs. VEMAX — Risk / Return Rank
GQGIX
VEMAX
GQGIX vs. VEMAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GQG Partners Emerging Markets Equity Fund Institutional Shares (GQGIX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX). 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.
| GQGIX | VEMAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 1.23 | -0.38 |
Sortino ratioReturn per unit of downside risk | 1.23 | 1.70 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.24 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.53 | -0.50 |
Martin ratioReturn relative to average drawdown | 3.60 | 5.69 | -2.09 |
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
| GQGIX | VEMAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 1.23 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.22 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.26 | +0.27 |
Correlation
The correlation between GQGIX and VEMAX is 0.82, 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.
Dividends
GQGIX vs. VEMAX - Dividend Comparison
GQGIX's dividend yield for the trailing twelve months is around 2.12%, less than VEMAX's 2.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQGIX GQG Partners Emerging Markets Equity Fund Institutional Shares | 2.12% | 2.13% | 1.70% | 2.71% | 5.67% | 3.91% | 0.24% | 1.16% | 0.81% | 0.25% | 0.00% | 0.00% |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 2.73% | 2.74% | 3.13% | 3.47% | 4.05% | 2.57% | 1.87% | 3.20% | 2.85% | 2.31% | 2.51% | 3.25% |
Drawdowns
GQGIX vs. VEMAX - Drawdown Comparison
The maximum GQGIX drawdown since its inception was -33.50%, smaller than the maximum VEMAX drawdown of -66.45%. Use the drawdown chart below to compare losses from any high point for GQGIX and VEMAX.
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Drawdown Indicators
| GQGIX | VEMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.50% | -66.45% | +32.95% |
Max Drawdown (1Y)Largest decline over 1 year | -9.11% | -11.08% | +1.97% |
Max Drawdown (5Y)Largest decline over 5 years | -29.89% | -32.60% | +2.71% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.11% | — |
Current DrawdownCurrent decline from peak | -8.96% | -11.05% | +2.09% |
Average DrawdownAverage peak-to-trough decline | -11.54% | -16.25% | +4.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.99% | -0.39% |
Volatility
GQGIX vs. VEMAX - Volatility Comparison
The current volatility for GQG Partners Emerging Markets Equity Fund Institutional Shares (GQGIX) is 5.75%, while Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) has a volatility of 6.36%. This indicates that GQGIX experiences smaller price fluctuations and is considered to be less risky than VEMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GQGIX | VEMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 6.36% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 10.70% | -1.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.51% | 15.26% | -2.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.72% | 15.18% | -0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 16.37% | -0.38% |