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GQJPX vs. BDOKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GQJPX vs. BDOKX - 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 Total International Index Fund Class K (BDOKX). The values are adjusted to include any dividend payments, if applicable.

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GQJPX vs. BDOKX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GQJPX
GQG Partners International Quality Dividend Income Fund
4.71%24.88%7.39%18.06%-10.50%1.05%
BDOKX
iShares MSCI Total International Index Fund Class K
1.15%32.56%5.37%15.26%-16.40%-1.40%

Returns By Period

In the year-to-date period, GQJPX achieves a 4.71% return, which is significantly higher than BDOKX's 1.15% return.


GQJPX

1D
0.81%
1M
-4.74%
YTD
4.71%
6M
9.45%
1Y
17.72%
3Y*
17.91%
5Y*
10Y*

BDOKX

1D
2.41%
1M
-7.58%
YTD
1.15%
6M
5.19%
1Y
25.90%
3Y*
14.97%
5Y*
6.91%
10Y*
8.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GQJPX vs. BDOKX - Expense Ratio Comparison

GQJPX has a 0.91% expense ratio, which is higher than BDOKX's 0.09% expense ratio.


Return for Risk

GQJPX vs. BDOKX — Risk / Return Rank

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

GQJPX
GQJPX Risk / Return Rank: 7373
Overall Rank
GQJPX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
GQJPX Sortino Ratio Rank: 7373
Sortino Ratio Rank
GQJPX Omega Ratio Rank: 7575
Omega Ratio Rank
GQJPX Calmar Ratio Rank: 7373
Calmar Ratio Rank
GQJPX Martin Ratio Rank: 6868
Martin Ratio Rank

BDOKX
BDOKX Risk / Return Rank: 7979
Overall Rank
BDOKX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
BDOKX Sortino Ratio Rank: 7878
Sortino Ratio Rank
BDOKX Omega Ratio Rank: 7777
Omega Ratio Rank
BDOKX Calmar Ratio Rank: 8181
Calmar Ratio Rank
BDOKX Martin Ratio Rank: 7777
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. BDOKX - 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 Total International Index Fund Class K (BDOKX). 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.


GQJPXBDOKXDifference

Sharpe ratio

Return per unit of total volatility

1.48

1.62

-0.14

Sortino ratio

Return per unit of downside risk

1.92

2.17

-0.25

Omega ratio

Gain probability vs. loss probability

1.30

1.32

-0.03

Calmar ratio

Return relative to maximum drawdown

1.84

2.23

-0.39

Martin ratio

Return relative to average drawdown

6.99

8.67

-1.69

GQJPX vs. BDOKX - Sharpe Ratio Comparison

The current GQJPX Sharpe Ratio is 1.48, which is comparable to the BDOKX Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of GQJPX and BDOKX, 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


GQJPXBDOKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

1.62

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.34

+0.36

Correlation

The correlation between GQJPX and BDOKX is 0.78, 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.


Dividends

GQJPX vs. BDOKX - Dividend Comparison

GQJPX's dividend yield for the trailing twelve months is around 3.07%, more than BDOKX's 2.30% yield.


TTM20252024202320222021202020192018201720162015
GQJPX
GQG Partners International Quality Dividend Income Fund
3.07%3.22%3.35%4.50%5.59%1.75%0.00%0.00%0.00%0.00%0.00%0.00%
BDOKX
iShares MSCI Total International Index Fund Class K
2.30%3.01%2.84%2.94%2.84%3.01%1.98%4.48%3.28%1.81%3.51%3.87%

Drawdowns

GQJPX vs. BDOKX - Drawdown Comparison

The maximum GQJPX drawdown since its inception was -21.83%, smaller than the maximum BDOKX drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for GQJPX and BDOKX.


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Drawdown Indicators


GQJPXBDOKXDifference

Max Drawdown

Largest peak-to-trough decline

-21.83%

-34.22%

+12.39%

Max Drawdown (1Y)

Largest decline over 1 year

-8.78%

-11.38%

+2.60%

Max Drawdown (5Y)

Largest decline over 5 years

-30.23%

Max Drawdown (10Y)

Largest decline over 10 years

-34.22%

Current Drawdown

Current decline from peak

-6.53%

-9.24%

+2.71%

Average Drawdown

Average peak-to-trough decline

-5.58%

-8.30%

+2.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

2.93%

-0.44%

Volatility

GQJPX vs. BDOKX - Volatility Comparison

The current volatility for GQG Partners International Quality Dividend Income Fund (GQJPX) is 5.33%, while iShares MSCI Total International Index Fund Class K (BDOKX) has a volatility of 7.64%. This indicates that GQJPX experiences smaller price fluctuations and is considered to be less risky than BDOKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GQJPXBDOKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

7.64%

-2.31%

Volatility (6M)

Calculated over the trailing 6-month period

8.03%

11.13%

-3.10%

Volatility (1Y)

Calculated over the trailing 1-year period

12.39%

16.30%

-3.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.05%

15.24%

-2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.05%

16.18%

-3.13%