GQHPX vs. SCHD

In the year-to-date period, GQHPX achieves a 6.58% return, which is significantly higher than SCHD's -3.35% return.

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GQHPX has a 0.57% expense ratio, which is higher than SCHD's 0.06% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for GQG Partners US Quality Dividend Income Fund (GQHPX) and Schwab US Dividend Equity ETF (SCHD). 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 current GQHPX Sharpe Ratio is 0.76, which is higher than the SCHD Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of GQHPX and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GQHPX's dividend yield for the trailing twelve months is around 3.15%, less than SCHD's 3.97% yield.

The maximum GQHPX drawdown since its inception was -17.26%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for GQHPX and SCHD.

The current volatility for GQG Partners US Quality Dividend Income Fund (GQHPX) is 3.80%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 4.90%. This indicates that GQHPX experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.