GQGPX vs. XCEM
Compare and contrast key facts about GQG Partners Emerging Markets Equity Fund (GQGPX) and Columbia EM Core ex-China ETF (XCEM).
GQGPX is managed by GQG Partners Inc. It was launched on Dec 27, 2016. XCEM is a passively managed fund by Ameriprise Financial that tracks the performance of the MSCI Emerging Markets ex China Index. It was launched on Sep 2, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GQGPX or XCEM.
Key characteristics
| GQGPX | XCEM | |
|---|---|---|
| YTD Return | 10.92% | 7.13% |
| 1Y Return | 22.77% | 18.42% |
| 3Y Return (Ann) | 2.22% | 1.55% |
| 5Y Return (Ann) | 8.51% | 5.18% |
| Sharpe Ratio | 1.61 | 1.24 |
| Sortino Ratio | 2.14 | 1.73 |
| Omega Ratio | 1.32 | 1.22 |
| Calmar Ratio | 1.08 | 1.17 |
| Martin Ratio | 6.28 | 6.31 |
| Ulcer Index | 3.61% | 2.80% |
| Daily Std Dev | 14.11% | 14.30% |
| Max Drawdown | -34.66% | -40.92% |
| Current Drawdown | -7.71% | -4.03% |
Correlation
The correlation between GQGPX and XCEM is 0.72, 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.
Performance
GQGPX vs. XCEM - Performance Comparison
In the year-to-date period, GQGPX achieves a 10.92% return, which is significantly higher than XCEM's 7.13% 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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GQGPX vs. XCEM - Expense Ratio Comparison
GQGPX has a 1.22% expense ratio, which is higher than XCEM's 0.16% expense ratio.
Risk-Adjusted Performance
GQGPX vs. XCEM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GQG Partners Emerging Markets Equity Fund (GQGPX) and Columbia EM Core ex-China ETF (XCEM). 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
GQGPX vs. XCEM - Dividend Comparison
GQGPX's dividend yield for the trailing twelve months is around 2.28%, more than XCEM's 1.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
GQGPX GQG Partners Emerging Markets Equity Fund | 2.28% | 2.53% | 5.52% | 2.27% | 0.15% | 2.39% | 0.59% | 0.17% | 0.00% | 0.00% |
XCEM Columbia EM Core ex-China ETF | 1.14% | 1.22% | 2.42% | 1.94% | 1.63% | 2.11% | 3.24% | 8.57% | 1.24% | 2.57% |
Drawdowns
GQGPX vs. XCEM - Drawdown Comparison
The maximum GQGPX drawdown since its inception was -34.66%, smaller than the maximum XCEM drawdown of -40.92%. Use the drawdown chart below to compare losses from any high point for GQGPX and XCEM. For additional features, visit the drawdowns tool.
Volatility
GQGPX vs. XCEM - Volatility Comparison
The current volatility for GQG Partners Emerging Markets Equity Fund (GQGPX) is 2.78%, while Columbia EM Core ex-China ETF (XCEM) has a volatility of 3.13%. This indicates that GQGPX experiences smaller price fluctuations and is considered to be less risky than XCEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.