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GQGPX vs. DEMGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GQGPX and DEMGX is 0.75, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

GQGPX vs. DEMGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GQG Partners Emerging Markets Equity Fund (GQGPX) and DFA Emerging Markets Targeted Value Portfolio (DEMGX). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%80.00%90.00%NovemberDecember2025FebruaryMarchApril
63.16%
26.86%
GQGPX
DEMGX

Key characteristics

Sharpe Ratio

GQGPX:

-0.58

DEMGX:

-0.14

Sortino Ratio

GQGPX:

-0.67

DEMGX:

-0.10

Omega Ratio

GQGPX:

0.90

DEMGX:

0.99

Calmar Ratio

GQGPX:

-0.60

DEMGX:

-0.14

Martin Ratio

GQGPX:

-1.17

DEMGX:

-0.33

Ulcer Index

GQGPX:

8.30%

DEMGX:

5.73%

Daily Std Dev

GQGPX:

16.79%

DEMGX:

13.37%

Max Drawdown

GQGPX:

-34.66%

DEMGX:

-42.40%

Current Drawdown

GQGPX:

-16.10%

DEMGX:

-12.80%

Returns By Period

In the year-to-date period, GQGPX achieves a -4.86% return, which is significantly lower than DEMGX's -3.64% return.


GQGPX

YTD

-4.86%

1M

-3.69%

6M

-12.05%

1Y

-9.34%

5Y*

10.85%

10Y*

N/A

DEMGX

YTD

-3.64%

1M

-5.37%

6M

-11.96%

1Y

-1.70%

5Y*

11.93%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GQGPX vs. DEMGX - Expense Ratio Comparison

GQGPX has a 1.22% expense ratio, which is higher than DEMGX's 0.66% expense ratio.


GQGPX
GQG Partners Emerging Markets Equity Fund
Expense ratio chart for GQGPX: current value is 1.22%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GQGPX: 1.22%
Expense ratio chart for DEMGX: current value is 0.66%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DEMGX: 0.66%

Risk-Adjusted Performance

GQGPX vs. DEMGX — Risk-Adjusted Performance Rank

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

GQGPX
The Risk-Adjusted Performance Rank of GQGPX is 99
Overall Rank
The Sharpe Ratio Rank of GQGPX is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of GQGPX is 99
Sortino Ratio Rank
The Omega Ratio Rank of GQGPX is 99
Omega Ratio Rank
The Calmar Ratio Rank of GQGPX is 33
Calmar Ratio Rank
The Martin Ratio Rank of GQGPX is 1616
Martin Ratio Rank

DEMGX
The Risk-Adjusted Performance Rank of DEMGX is 3535
Overall Rank
The Sharpe Ratio Rank of DEMGX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of DEMGX is 3535
Sortino Ratio Rank
The Omega Ratio Rank of DEMGX is 3535
Omega Ratio Rank
The Calmar Ratio Rank of DEMGX is 3434
Calmar Ratio Rank
The Martin Ratio Rank of DEMGX is 3737
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GQGPX vs. DEMGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GQG Partners Emerging Markets Equity Fund (GQGPX) and DFA Emerging Markets Targeted Value Portfolio (DEMGX). 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.


Sharpe ratio
The chart of Sharpe ratio for GQGPX, currently valued at -0.58, compared to the broader market-1.000.001.002.003.00
GQGPX: -0.58
DEMGX: -0.14
The chart of Sortino ratio for GQGPX, currently valued at -0.67, compared to the broader market-2.000.002.004.006.008.0010.00
GQGPX: -0.67
DEMGX: -0.10
The chart of Omega ratio for GQGPX, currently valued at 0.90, compared to the broader market0.501.001.502.002.503.003.50
GQGPX: 0.90
DEMGX: 0.99
The chart of Calmar ratio for GQGPX, currently valued at -0.60, compared to the broader market0.005.0010.0015.00
GQGPX: -0.60
DEMGX: -0.14
The chart of Martin ratio for GQGPX, currently valued at -1.17, compared to the broader market0.0020.0040.0060.00
GQGPX: -1.17
DEMGX: -0.33

The current GQGPX Sharpe Ratio is -0.58, which is lower than the DEMGX Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of GQGPX and DEMGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.58
-0.14
GQGPX
DEMGX

Dividends

GQGPX vs. DEMGX - Dividend Comparison

GQGPX's dividend yield for the trailing twelve months is around 1.57%, less than DEMGX's 4.77% yield.


TTM20242023202220212020201920182017
GQGPX
GQG Partners Emerging Markets Equity Fund
1.57%1.50%2.53%5.52%2.27%0.15%2.39%0.59%0.17%
DEMGX
DFA Emerging Markets Targeted Value Portfolio
4.77%4.60%3.58%2.45%3.55%2.03%2.12%0.08%0.00%

Drawdowns

GQGPX vs. DEMGX - Drawdown Comparison

The maximum GQGPX drawdown since its inception was -34.66%, smaller than the maximum DEMGX drawdown of -42.40%. Use the drawdown chart below to compare losses from any high point for GQGPX and DEMGX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.10%
-12.80%
GQGPX
DEMGX

Volatility

GQGPX vs. DEMGX - Volatility Comparison

GQG Partners Emerging Markets Equity Fund (GQGPX) and DFA Emerging Markets Targeted Value Portfolio (DEMGX) have volatilities of 5.46% and 5.49%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
5.46%
5.49%
GQGPX
DEMGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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