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

Performance

GQGPX vs. VEIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GQG Partners Emerging Markets Equity Fund (GQGPX) and Vanguard Emerging Markets Stock Index Fund Investor Shares (VEIEX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-6.78%
3.34%
GQGPX
VEIEX

Returns By Period

In the year-to-date period, GQGPX achieves a 6.60% return, which is significantly lower than VEIEX's 11.24% return.


GQGPX

YTD

6.60%

1M

-4.17%

6M

-6.77%

1Y

15.00%

5Y (annualized)

7.89%

10Y (annualized)

N/A

VEIEX

YTD

11.24%

1M

-3.58%

6M

3.34%

1Y

15.26%

5Y (annualized)

4.18%

10Y (annualized)

3.27%

Key characteristics


GQGPXVEIEX
Sharpe Ratio0.921.20
Sortino Ratio1.281.75
Omega Ratio1.201.22
Calmar Ratio0.800.65
Martin Ratio3.545.60
Ulcer Index4.23%2.73%
Daily Std Dev16.30%12.68%
Max Drawdown-34.66%-65.96%
Current Drawdown-11.30%-10.69%

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GQGPX vs. VEIEX - Expense Ratio Comparison

GQGPX has a 1.22% expense ratio, which is higher than VEIEX's 0.29% expense ratio.


GQGPX
GQG Partners Emerging Markets Equity Fund
Expense ratio chart for GQGPX: current value at 1.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.22%
Expense ratio chart for VEIEX: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Correlation

-0.50.00.51.00.8

The correlation between GQGPX and VEIEX is 0.83, 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.

Risk-Adjusted Performance

GQGPX vs. VEIEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GQG Partners Emerging Markets Equity Fund (GQGPX) and Vanguard Emerging Markets Stock Index Fund Investor Shares (VEIEX). 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 0.92, compared to the broader market-1.000.001.002.003.004.005.000.921.20
The chart of Sortino ratio for GQGPX, currently valued at 1.28, compared to the broader market0.005.0010.001.281.75
The chart of Omega ratio for GQGPX, currently valued at 1.20, compared to the broader market1.002.003.004.001.201.22
The chart of Calmar ratio for GQGPX, currently valued at 0.80, compared to the broader market0.005.0010.0015.0020.000.800.65
The chart of Martin ratio for GQGPX, currently valued at 3.54, compared to the broader market0.0020.0040.0060.0080.00100.003.545.60
GQGPX
VEIEX

The current GQGPX Sharpe Ratio is 0.92, which is comparable to the VEIEX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of GQGPX and VEIEX, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.92
1.20
GQGPX
VEIEX

Dividends

GQGPX vs. VEIEX - Dividend Comparison

GQGPX's dividend yield for the trailing twelve months is around 2.38%, less than VEIEX's 2.46% yield.


TTM20232022202120202019201820172016201520142013
GQGPX
GQG Partners Emerging Markets Equity Fund
2.38%2.53%5.52%2.27%0.15%2.39%0.59%0.17%0.00%0.00%0.00%0.00%
VEIEX
Vanguard Emerging Markets Stock Index Fund Investor Shares
2.46%3.31%3.87%2.41%1.72%3.07%2.67%2.14%2.33%3.04%2.67%2.57%

Drawdowns

GQGPX vs. VEIEX - Drawdown Comparison

The maximum GQGPX drawdown since its inception was -34.66%, smaller than the maximum VEIEX drawdown of -65.96%. Use the drawdown chart below to compare losses from any high point for GQGPX and VEIEX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.30%
-10.69%
GQGPX
VEIEX

Volatility

GQGPX vs. VEIEX - Volatility Comparison

GQG Partners Emerging Markets Equity Fund (GQGPX) has a higher volatility of 8.71% compared to Vanguard Emerging Markets Stock Index Fund Investor Shares (VEIEX) at 3.84%. This indicates that GQGPX's price experiences larger fluctuations and is considered to be riskier than VEIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
8.71%
3.84%
GQGPX
VEIEX