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GQJPX vs. FFEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GQJPX vs. FFEM - Performance Comparison

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

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Returns By Period

In the year-to-date period, GQJPX achieves a 3.92% return, which is significantly lower than FFEM's 36.81% return.


GQJPX

1D
-1.53%
1M
-4.37%
YTD
3.92%
6M
4.60%
1Y
13.01%
3Y*
14.69%
5Y*
10Y*

FFEM

1D
0.78%
1M
8.97%
YTD
36.81%
6M
39.07%
1Y
70.78%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GQJPX vs. FFEM - Yearly Performance Comparison


Correlation

The correlation between GQJPX and FFEM is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2024

0.46

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Return for Risk

GQJPX vs. FFEM — Risk / Return Rank

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

GQJPX
GQJPX Risk / Return Rank: 1919
Overall Rank
GQJPX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
GQJPX Sortino Ratio Rank: 1818
Sortino Ratio Rank
GQJPX Omega Ratio Rank: 2020
Omega Ratio Rank
GQJPX Calmar Ratio Rank: 1919
Calmar Ratio Rank
GQJPX Martin Ratio Rank: 1717
Martin Ratio Rank

FFEM
FFEM Risk / Return Rank: 8989
Overall Rank
FFEM Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FFEM Sortino Ratio Rank: 8686
Sortino Ratio Rank
FFEM Omega Ratio Rank: 8989
Omega Ratio Rank
FFEM Calmar Ratio Rank: 9090
Calmar Ratio Rank
FFEM Martin Ratio Rank: 9090
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. FFEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GQG Partners International Quality Dividend Income Fund (GQJPX) and Fidelity Fundamental Emerging Markets ETF (FFEM). 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.


GQJPXFFEMDifference
Sharpe ratioReturn per unit of total volatility

-1.81

Sortino ratioReturn per unit of downside risk

-2.00

Omega ratioGain probability vs. loss probability

1.22

1.54

-0.32

Calmar ratioReturn relative to maximum drawdown

1.47

5.24

-3.77

Martin ratioReturn relative to average drawdown

4.28

19.73

-15.45

GQJPX vs. FFEM - Sharpe Ratio Comparison

The current GQJPX Sharpe Ratio is 1.21, which is lower than the FFEM Sharpe Ratio of 3.01. The chart below compares the historical Sharpe Ratios of GQJPX and FFEM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GQJPX vs. FFEM - Drawdown Comparison

The maximum GQJPX drawdown since its inception was -21.83%, which is greater than FFEM's maximum drawdown of -18.17%. Use the drawdown chart below to compare losses from any high point for GQJPX and FFEM.


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Drawdown Indicators


GQJPXFFEMDifference

Max Drawdown

Largest peak-to-trough decline

-21.83%

-18.17%

-3.66%

Max Drawdown (1Y)

Largest decline over 1 year

-8.56%

-13.57%

+5.01%

Max Drawdown (3Y)

Largest decline over 3 years

-9.45%

Current Drawdown

Current decline from peak

-7.23%

0.00%

-7.23%

Average Drawdown

Average peak-to-trough decline

-5.52%

-3.59%

-1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

3.60%

-0.66%

Volatility

GQJPX vs. FFEM - Volatility Comparison

The current volatility for GQG Partners International Quality Dividend Income Fund (GQJPX) is 3.04%, while Fidelity Fundamental Emerging Markets ETF (FFEM) has a volatility of 11.41%. This indicates that GQJPX experiences smaller price fluctuations and is considered to be less risky than FFEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GQJPXFFEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.04%

11.41%

-8.37%

Volatility (6M)

Calculated over the trailing 6-month period

8.57%

21.25%

-12.68%

Volatility (1Y)

Calculated over the trailing 1-year period

10.47%

23.65%

-13.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.95%

24.04%

-11.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.95%

24.04%

-11.09%

GQJPX vs. FFEM - Expense Ratio Comparison

GQJPX has a 0.91% expense ratio, which is higher than FFEM's 0.60% expense ratio.


Dividends

GQJPX vs. FFEM - Dividend Comparison

GQJPX's dividend yield for the trailing twelve months is around 4.00%, more than FFEM's 1.20% yield.


PositionTTM20252024202320222021
FFEM
Fidelity Fundamental Emerging Markets ETF
1.20%1.59%0.16%0.00%0.00%0.00%
GQJPX
GQG Partners International Quality Dividend Income Fund
4.00%3.22%3.35%4.50%5.59%1.75%

Frequently Asked Questions


GQJPX and FFEM have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FFEM has higher volatility (11.41%) compared to GQJPX (3.04%). In terms of maximum drawdown, GQJPX dropped -21.83% vs FFEM's -18.17%.

FFEM currently has the higher Sharpe Ratio (3.01 vs 1.21), 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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