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

Correlation

The correlation between GQGPX and VEIEX 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.


-0.50.00.51.0
Correlation: 0.6

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.

40.00%50.00%60.00%70.00%80.00%90.00%100.00%NovemberDecember2025FebruaryMarchApril
92.39%
56.95%
GQGPX
VEIEX

Key characteristics

Sharpe Ratio

GQGPX:

-0.10

VEIEX:

0.76

Sortino Ratio

GQGPX:

-0.02

VEIEX:

1.15

Omega Ratio

GQGPX:

1.00

VEIEX:

1.15

Calmar Ratio

GQGPX:

-0.10

VEIEX:

0.64

Martin Ratio

GQGPX:

-0.20

VEIEX:

2.31

Ulcer Index

GQGPX:

8.97%

VEIEX:

5.25%

Daily Std Dev

GQGPX:

17.36%

VEIEX:

15.88%

Max Drawdown

GQGPX:

-33.68%

VEIEX:

-65.96%

Current Drawdown

GQGPX:

-11.97%

VEIEX:

-9.54%

Returns By Period

In the year-to-date period, GQGPX achieves a -0.18% return, which is significantly lower than VEIEX's 1.69% return.


GQGPX

YTD

-0.18%

1M

-1.08%

6M

-5.15%

1Y

-3.28%

5Y*

10.30%

10Y*

N/A

VEIEX

YTD

1.69%

1M

-2.20%

6M

-2.11%

1Y

10.64%

5Y*

8.08%

10Y*

2.84%

*Annualized

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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.


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 VEIEX: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VEIEX: 0.29%

Risk-Adjusted Performance

GQGPX vs. VEIEX — 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 1919
Overall Rank
The Sharpe Ratio Rank of GQGPX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of GQGPX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of GQGPX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of GQGPX is 1717
Calmar Ratio Rank
The Martin Ratio Rank of GQGPX is 2020
Martin Ratio Rank

VEIEX
The Risk-Adjusted Performance Rank of VEIEX is 6969
Overall Rank
The Sharpe Ratio Rank of VEIEX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of VEIEX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VEIEX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VEIEX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of VEIEX is 6464
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. 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.


The chart of Sharpe ratio for GQGPX, currently valued at -0.10, compared to the broader market-1.000.001.002.003.00
GQGPX: -0.10
VEIEX: 0.76
The chart of Sortino ratio for GQGPX, currently valued at -0.02, compared to the broader market-2.000.002.004.006.008.00
GQGPX: -0.02
VEIEX: 1.15
The chart of Omega ratio for GQGPX, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.00
GQGPX: 1.00
VEIEX: 1.15
The chart of Calmar ratio for GQGPX, currently valued at -0.10, compared to the broader market0.002.004.006.008.0010.00
GQGPX: -0.10
VEIEX: 0.64
The chart of Martin ratio for GQGPX, currently valued at -0.20, compared to the broader market0.0010.0020.0030.0040.0050.00
GQGPX: -0.20
VEIEX: 2.31

The current GQGPX Sharpe Ratio is -0.10, which is lower than the VEIEX Sharpe Ratio of 0.76. 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 Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.10
0.76
GQGPX
VEIEX

Dividends

GQGPX vs. VEIEX - Dividend Comparison

GQGPX's dividend yield for the trailing twelve months is around 1.50%, less than VEIEX's 2.94% yield.


TTM20242023202220212020201920182017201620152014
GQGPX
GQG Partners Emerging Markets Equity Fund
1.50%1.50%2.54%5.52%3.78%0.15%2.39%0.59%0.17%0.00%0.00%0.00%
VEIEX
Vanguard Emerging Markets Stock Index Fund Investor Shares
2.94%2.98%3.31%3.87%2.41%1.72%3.07%2.67%2.14%2.33%3.04%2.67%

Drawdowns

GQGPX vs. VEIEX - Drawdown Comparison

The maximum GQGPX drawdown since its inception was -33.68%, 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.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%NovemberDecember2025FebruaryMarchApril
-11.97%
-9.54%
GQGPX
VEIEX

Volatility

GQGPX vs. VEIEX - Volatility Comparison

The current volatility for GQG Partners Emerging Markets Equity Fund (GQGPX) is 6.99%, while Vanguard Emerging Markets Stock Index Fund Investor Shares (VEIEX) has a volatility of 8.96%. This indicates that GQGPX experiences smaller price fluctuations and is considered to be less risky than VEIEX based on this measure. 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
6.99%
8.96%
GQGPX
VEIEX