GQJPX vs. BDOKX
GQJPX (GQG Partners International Quality Dividend Income Fund) and BDOKX (iShares MSCI Total International Index Fund Class K) are both Foreign Large Cap Equities funds. Over the past 3 years, GQJPX returned 15.52%/yr vs 19.04%/yr for BDOKX. A 0.75 correlation means they provide meaningful diversification when combined. GQJPX charges 0.91%/yr vs 0.09%/yr for BDOKX.
Performance
GQJPX vs. BDOKX - Performance Comparison
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Returns By Period
In the year-to-date period, GQJPX achieves a 4.09% return, which is significantly lower than BDOKX's 12.99% return.
GQJPX
- 1D
- 0.25%
- 1M
- -4.22%
- YTD
- 4.09%
- 6M
- 4.16%
- 1Y
- 11.71%
- 3Y*
- 15.52%
- 5Y*
- —
- 10Y*
- —
BDOKX
- 1D
- -3.11%
- 1M
- 0.69%
- YTD
- 12.99%
- 6M
- 12.91%
- 1Y
- 28.08%
- 3Y*
- 19.04%
- 5Y*
- 8.27%
- 10Y*
- 10.16%
GQJPX vs. BDOKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GQJPX GQG Partners International Quality Dividend Income Fund | 4.09% | 24.88% | 7.39% | 18.06% | -10.50% | 1.05% |
BDOKX iShares MSCI Total International Index Fund Class K | 12.99% | 32.56% | 5.37% | 15.26% | -16.40% | -2.08% |
Correlation
The correlation between GQJPX and BDOKX is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2021 | 0.75 |
The correlation between GQJPX and BDOKX shifts across timeframes, from 0.58 (1 year) to 0.75 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GQJPX vs. BDOKX — Risk / Return Rank
GQJPX
BDOKX
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GQJPX | BDOKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.36 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.52 | 2.65 | -1.14 |
| Martin ratioReturn relative to average drawdown | 4.31 | 10.28 | -5.97 |
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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
| GQJPX | BDOKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.83% | -34.22% | +12.39% |
Max Drawdown (1Y)Largest decline over 1 year | -8.56% | -11.38% | +2.82% |
Max Drawdown (3Y)Largest decline over 3 years | -9.45% | -13.54% | +4.09% |
Max Drawdown (5Y)Largest decline over 5 years | — | -30.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.22% | — |
Current DrawdownCurrent decline from peak | -7.08% | -3.11% | -3.97% |
Average DrawdownAverage peak-to-trough decline | -5.52% | -8.20% | +2.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.93% | +0.07% |
Volatility
GQJPX vs. BDOKX - Volatility Comparison
The current volatility for GQG Partners International Quality Dividend Income Fund (GQJPX) is 3.03%, while iShares MSCI Total International Index Fund Class K (BDOKX) has a volatility of 7.21%. 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
| GQJPX | BDOKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 7.21% | -4.18% |
Volatility (6M)Calculated over the trailing 6-month period | 8.53% | 13.94% | -5.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.46% | 15.97% | -5.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.94% | 15.72% | -2.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.94% | 16.17% | -3.23% |
GQJPX vs. BDOKX - Expense Ratio Comparison
GQJPX has a 0.91% expense ratio, which is higher than BDOKX's 0.09% expense ratio.
Dividends
GQJPX vs. BDOKX - Dividend Comparison
GQJPX's dividend yield for the trailing twelve months is around 3.99%, more than BDOKX's 2.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDOKX iShares MSCI Total International Index Fund Class K | 2.55% | 3.01% | 2.84% | 2.94% | 2.84% | 3.01% | 1.98% | 4.48% | 3.28% | 1.81% | 3.51% | 3.87% |
GQJPX GQG Partners International Quality Dividend Income Fund | 3.99% | 3.22% | 3.35% | 4.50% | 5.59% | 1.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GQJPX and BDOKX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BDOKX has higher volatility (7.21%) compared to GQJPX (3.03%). In terms of maximum drawdown, GQJPX dropped -21.83% vs BDOKX's -34.22%.
BDOKX currently has the higher Sharpe Ratio (1.89 vs 1.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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