GQGIX vs. VOO
Compare and contrast key facts about GQG Partners Emerging Markets Equity Fund Institutional Shares (GQGIX) and Vanguard S&P 500 ETF (VOO).
GQGIX is managed by GQG Partners. 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: GQGIX or VOO.
Key characteristics
| GQGIX | VOO | |
|---|---|---|
| YTD Return | 10.67% | 27.15% |
| 1Y Return | 22.56% | 39.90% |
| 3Y Return (Ann) | 2.28% | 10.28% |
| 5Y Return (Ann) | 8.63% | 16.00% |
| Sharpe Ratio | 1.60 | 3.15 |
| Sortino Ratio | 2.12 | 4.19 |
| Omega Ratio | 1.31 | 1.59 |
| Calmar Ratio | 1.10 | 4.60 |
| Martin Ratio | 6.20 | 21.00 |
| Ulcer Index | 3.64% | 1.85% |
| Daily Std Dev | 14.14% | 12.34% |
| Max Drawdown | -34.47% | -33.99% |
| Current Drawdown | -8.03% | 0.00% |
Correlation
The correlation between GQGIX and VOO is 0.60, 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
GQGIX vs. VOO - Performance Comparison
In the year-to-date period, GQGIX achieves a 10.67% return, which is significantly lower than VOO's 27.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GQGIX vs. VOO - Expense Ratio Comparison
GQGIX has a 0.98% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
GQGIX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GQG Partners Emerging Markets Equity Fund Institutional Shares (GQGIX) 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
GQGIX vs. VOO - Dividend Comparison
GQGIX's dividend yield for the trailing twelve months is around 2.45%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQGIX GQG Partners Emerging Markets Equity Fund Institutional Shares | 2.45% | 2.71% | 5.67% | 2.41% | 0.24% | 1.16% | 0.80% | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
GQGIX vs. VOO - Drawdown Comparison
The maximum GQGIX drawdown since its inception was -34.47%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GQGIX and VOO. For additional features, visit the drawdowns tool.
Volatility
GQGIX vs. VOO - Volatility Comparison
The current volatility for GQG Partners Emerging Markets Equity Fund Institutional Shares (GQGIX) is 2.79%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.95%. This indicates that GQGIX 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.