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GQJPX vs. ACWI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GQJPX vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GQG Partners International Quality Dividend Income Fund (GQJPX) and iShares MSCI ACWI ETF (ACWI). The values are adjusted to include any dividend payments, if applicable.

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GQJPX vs. ACWI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GQJPX
GQG Partners International Quality Dividend Income Fund
3.87%24.88%7.39%18.06%-10.50%1.05%
ACWI
iShares MSCI ACWI ETF
-2.21%22.41%17.45%22.27%-18.39%5.62%

Returns By Period

In the year-to-date period, GQJPX achieves a 3.87% return, which is significantly higher than ACWI's -2.21% return.


GQJPX

1D
-0.32%
1M
-7.07%
YTD
3.87%
6M
9.04%
1Y
17.20%
3Y*
17.59%
5Y*
10Y*

ACWI

1D
3.11%
1M
-6.11%
YTD
-2.21%
6M
0.97%
1Y
20.86%
3Y*
16.98%
5Y*
9.40%
10Y*
11.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GQJPX vs. ACWI - Expense Ratio Comparison

GQJPX has a 0.91% expense ratio, which is higher than ACWI's 0.32% expense ratio.


Return for Risk

GQJPX vs. ACWI — Risk / Return Rank

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

GQJPX
GQJPX Risk / Return Rank: 7474
Overall Rank
GQJPX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
GQJPX Sortino Ratio Rank: 7373
Sortino Ratio Rank
GQJPX Omega Ratio Rank: 7474
Omega Ratio Rank
GQJPX Calmar Ratio Rank: 7474
Calmar Ratio Rank
GQJPX Martin Ratio Rank: 6969
Martin Ratio Rank

ACWI
ACWI Risk / Return Rank: 7575
Overall Rank
ACWI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 7474
Sortino Ratio Rank
ACWI Omega Ratio Rank: 7575
Omega Ratio Rank
ACWI Calmar Ratio Rank: 7474
Calmar Ratio Rank
ACWI Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GQJPX vs. ACWI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GQG Partners International Quality Dividend Income Fund (GQJPX) and iShares MSCI ACWI ETF (ACWI). 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.


GQJPXACWIDifference

Sharpe ratio

Return per unit of total volatility

1.39

1.20

+0.19

Sortino ratio

Return per unit of downside risk

1.81

1.77

+0.04

Omega ratio

Gain probability vs. loss probability

1.28

1.27

+0.01

Calmar ratio

Return relative to maximum drawdown

1.71

1.79

-0.08

Martin ratio

Return relative to average drawdown

6.57

8.26

-1.69

GQJPX vs. ACWI - Sharpe Ratio Comparison

The current GQJPX Sharpe Ratio is 1.39, which is comparable to the ACWI Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of GQJPX and ACWI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GQJPXACWIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.20

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.39

+0.29

Correlation

The correlation between GQJPX and ACWI is 0.67, 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.


Dividends

GQJPX vs. ACWI - Dividend Comparison

GQJPX's dividend yield for the trailing twelve months is around 3.10%, more than ACWI's 1.59% yield.


TTM20252024202320222021202020192018201720162015
GQJPX
GQG Partners International Quality Dividend Income Fund
3.10%3.22%3.35%4.50%5.59%1.75%0.00%0.00%0.00%0.00%0.00%0.00%
ACWI
iShares MSCI ACWI ETF
1.59%1.55%1.70%1.88%1.79%1.71%1.43%2.33%2.18%1.94%2.19%2.56%

Drawdowns

GQJPX vs. ACWI - Drawdown Comparison

The maximum GQJPX drawdown since its inception was -21.83%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for GQJPX and ACWI.


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Drawdown Indicators


GQJPXACWIDifference

Max Drawdown

Largest peak-to-trough decline

-21.83%

-56.00%

+34.17%

Max Drawdown (1Y)

Largest decline over 1 year

-8.78%

-11.76%

+2.98%

Max Drawdown (5Y)

Largest decline over 5 years

-26.42%

Max Drawdown (10Y)

Largest decline over 10 years

-33.53%

Current Drawdown

Current decline from peak

-7.28%

-6.92%

-0.36%

Average Drawdown

Average peak-to-trough decline

-5.58%

-8.69%

+3.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

2.54%

-0.08%

Volatility

GQJPX vs. ACWI - Volatility Comparison

The current volatility for GQG Partners International Quality Dividend Income Fund (GQJPX) is 5.40%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 6.38%. This indicates that GQJPX experiences smaller price fluctuations and is considered to be less risky than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GQJPXACWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

6.38%

-0.98%

Volatility (6M)

Calculated over the trailing 6-month period

8.01%

10.05%

-2.04%

Volatility (1Y)

Calculated over the trailing 1-year period

12.39%

17.48%

-5.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.05%

15.97%

-2.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.05%

17.08%

-4.03%