GQJPX vs. GQEPX

Last updated Jun 5, 2026

GQJPX (GQG Partners International Quality Dividend Income Fund) and GQEPX (GQG Partners US Select Quality Equity Fund Investor Shares) are both mutual funds - GQJPX is a Foreign Large Cap Equities fund managed by GQG Partners Inc, while GQEPX is a Large Cap Growth Equities fund managed by GQG Partners Inc. Over the past 3 years, GQJPX returned 16.68%/yr vs 13.34%/yr for GQEPX. A 0.58 correlation means they provide meaningful diversification when combined. GQJPX charges 0.91%/yr vs 0.59%/yr for GQEPX.

Performance

GQJPX vs. GQEPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GQG Partners International Quality Dividend Income Fund (GQJPX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GQJPX achieves a 5.20% return, which is significantly lower than GQEPX's 6.44% return.

GQJPX

• 1D: -0.96%
• 1M: -2.59%
• YTD: 5.20%
• 6M: 5.92%
• 1Y: 14.29%
• 3Y*: 16.68%
• 5Y*: —
• 10Y*: —

GQEPX

• 1D: -1.07%
• 1M: -1.57%
• YTD: 6.44%
• 6M: 7.73%
• 1Y: 5.78%
• 3Y*: 13.34%
• 5Y*: 10.23%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GQJPX vs. GQEPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
GQJPX GQG Partners International Quality Dividend Income Fund	5.20%	24.88%	7.39%	18.06%	-10.50%	1.05%
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares	6.44%	-4.52%	28.99%	17.39%	-2.81%	5.84%

Correlation

The correlation between GQJPX and GQEPX is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (3Y) Calculated over the trailing 3-year period	0.48
Correlation (All Time) Calculated using the full available price history since Jul 1, 2021	0.58

The correlation between GQJPX and GQEPX shifts across timeframes, from 0.43 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.

Return for Risk

GQJPX vs. GQEPX — Risk / Return Rank

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

GQJPX

GQJPX Risk / Return Rank: 23
GQJPX Sharpe Ratio Rank: 25
GQJPX Sortino Ratio Rank: 23
GQJPX Omega Ratio Rank: 24
GQJPX Calmar Ratio Rank: 22
GQJPX Martin Ratio Rank: 21

GQEPX

GQEPX Risk / Return Rank: 6
GQEPX Sharpe Ratio Rank: 6
GQEPX Sortino Ratio Rank: 6
GQEPX Omega Ratio Rank: 6
GQEPX Calmar Ratio Rank: 8
GQEPX Martin Ratio Rank: 6

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. GQEPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GQG Partners International Quality Dividend Income Fund (GQJPX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX). 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.

	GQJPX	GQEPX	Difference
Sharpe ratio: Return per unit of total volatility	1.42	0.49	+0.92
Sortino ratio: Return per unit of downside risk	1.98	0.78	+1.20
Omega ratio: Gain probability vs. loss probability	1.26	1.09	+0.17
Calmar ratio: Return relative to maximum drawdown	1.70	0.73	+0.96
Martin ratio: Return relative to average drawdown	5.33	1.64	+3.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GQJPX vs. GQEPX - Sharpe Ratio Comparison

The current GQJPX Sharpe Ratio is 1.42, which is higher than the GQEPX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of GQJPX and GQEPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GQJPX	GQEPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.42	0.49	+0.92
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.65	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	0.71	-0.04

Drawdowns

GQJPX vs. GQEPX - Drawdown Comparison

The maximum GQJPX drawdown since its inception was -21.83%, smaller than the maximum GQEPX drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for GQJPX and GQEPX.

Drawdown Indicators

	GQJPX	GQEPX	Difference
Max Drawdown Largest peak-to-trough decline	-21.83%	-28.45%	+6.62%
Max Drawdown (1Y) Largest decline over 1 year	-8.56%	-6.77%	-1.79%
Max Drawdown (3Y) Largest decline over 3 years	-9.45%	-18.97%	+9.52%
Max Drawdown (5Y) Largest decline over 5 years	—	-20.49%	—
Current Drawdown Current decline from peak	-6.10%	-9.14%	+3.04%
Average Drawdown Average peak-to-trough decline	-5.52%	-5.81%	+0.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.72%	3.02%	-0.30%

Volatility

GQJPX vs. GQEPX - Volatility Comparison

The current volatility for GQG Partners International Quality Dividend Income Fund (GQJPX) is 2.83%, while GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) has a volatility of 3.72%. This indicates that GQJPX experiences smaller price fluctuations and is considered to be less risky than GQEPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GQJPX	GQEPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.83%	3.72%	-0.89%
Volatility (6M) Calculated over the trailing 6-month period	8.36%	7.71%	+0.65%
Volatility (1Y) Calculated over the trailing 1-year period	10.25%	10.09%	+0.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.96%	15.87%	-2.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.96%	18.72%	-5.76%

GQJPX vs. GQEPX - Expense Ratio Comparison

GQJPX has a 0.91% expense ratio, which is higher than GQEPX's 0.59% expense ratio.

Dividends

GQJPX vs. GQEPX - Dividend Comparison

GQJPX's dividend yield for the trailing twelve months is around 3.95%, less than GQEPX's 6.56% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares	6.56%	6.98%	5.30%	0.44%	4.46%	1.49%	0.61%	0.63%	0.09%
GQJPX GQG Partners International Quality Dividend Income Fund	3.95%	3.22%	3.35%	4.50%	5.59%	1.75%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GQJPX and GQEPX in my portfolio?

GQJPX and GQEPX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GQJPX or GQEPX?

GQEPX has higher volatility (3.72%) compared to GQJPX (2.83%). In terms of maximum drawdown, GQJPX dropped -21.83% vs GQEPX's -28.45%.

Which has better risk-adjusted returns?

GQJPX currently has the higher Sharpe Ratio (1.42 vs 0.49), 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.