GQJPX vs. WHGMX
GQJPX (GQG Partners International Quality Dividend Income Fund) and WHGMX (Westwood Quality SMidCap Fund) are both Quality Factor funds. Over the past 5 years, GQJPX returned 9.67%/yr vs 8.88%/yr for WHGMX. Their 0.55 correlation means they have sometimes moved together and sometimes differently. GQJPX charges 0.91%/yr vs 0.88%/yr for WHGMX.
Performance
GQJPX vs. WHGMX - Performance Comparison
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Returns By Period
In the year-to-date period, GQJPX achieves a 10.50% return, which is significantly lower than WHGMX's 14.93% return.
GQJPX
- 1D
- -0.31%
- 1M
- 4.98%
- 6M
- 4.52%
- YTD
- 10.50%
- 1Y
- 20.10%
- 3Y*
- 16.70%
- 5Y*
- 9.67%
- 10Y*
- —
- ALL TIME*
- 9.44%
WHGMX
- 1D
- 0.00%
- 1M
- -1.68%
- 6M
- 6.89%
- YTD
- 14.93%
- 1Y
- 21.36%
- 3Y*
- 13.26%
- 5Y*
- 8.88%
- 10Y*
- 9.88%
- ALL TIME*
- 9.47%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GQJPX vs. WHGMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GQJPX GQG Partners International Quality Dividend Income Fund | 10.50% | 24.88% | 7.39% | 18.06% | -10.50% | 1.05% |
WHGMX Westwood Quality SMidCap Fund | 14.93% | 8.40% | 10.41% | 17.78% | -10.35% | 5.23% |
Correlation
The correlation between GQJPX and WHGMX is 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.39 |
Correlation (3Y) Balances recent behavior with more history. | 0.47 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2021 | 0.55 |
The correlation between GQJPX and WHGMX shifts across timeframes, from 0.39 (1 year) to 0.55 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GQJPX vs. WHGMX — Risk / Return Rank
GQJPX
WHGMX
GQJPX vs. WHGMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GQG Partners International Quality Dividend Income Fund (GQJPX) and Westwood Quality SMidCap Fund (WHGMX). 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 | WHGMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.22 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.39 | 2.06 | +0.34 |
| Martin ratioReturn relative to average drawdown | 5.95 | 6.77 | -0.82 |
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Drawdowns
GQJPX vs. WHGMX - Drawdown Comparison
The maximum GQJPX drawdown since its inception was -21.83%, smaller than the maximum WHGMX drawdown of -47.99%. Use the drawdown chart below to compare losses from any high point for GQJPX and WHGMX.
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Drawdown Indicators
| GQJPX | WHGMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.83% | -47.99% | +26.16% |
Max Drawdown (1Y)Largest decline over 1 year | -8.56% | -9.68% | +1.12% |
Max Drawdown (3Y)Largest decline over 3 years | -9.45% | -23.78% | +14.33% |
Max Drawdown (5Y)Largest decline over 5 years | -21.83% | -23.78% | +1.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.26% | — |
Current DrawdownCurrent decline from peak | -1.37% | -2.59% | +1.22% |
Average DrawdownAverage peak-to-trough decline | -5.50% | -7.15% | +1.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.43% | 2.94% | +0.49% |
Volatility
GQJPX vs. WHGMX - Volatility Comparison
The current volatility for GQG Partners International Quality Dividend Income Fund (GQJPX) is 2.93%, while Westwood Quality SMidCap Fund (WHGMX) has a volatility of 3.70%. This indicates that GQJPX experiences smaller price fluctuations and is considered to be less risky than WHGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GQJPX | WHGMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.93% | 3.70% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 8.65% | 11.83% | -3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.53% | 15.88% | -5.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.84% | 18.73% | -5.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.89% | 20.26% | -7.37% |
GQJPX vs. WHGMX - Expense Ratio Comparison
GQJPX has a 0.91% expense ratio, which is higher than WHGMX's 0.88% expense ratio.
Dividends
GQJPX vs. WHGMX - Dividend Comparison
GQJPX's dividend yield for the trailing twelve months is around 3.80%, less than WHGMX's 4.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQJPX GQG Partners International Quality Dividend Income Fund | 3.80% | 3.22% | 3.35% | 4.50% | 5.59% | 1.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WHGMX Westwood Quality SMidCap Fund | 4.52% | 5.19% | 1.21% | 2.92% | 1.52% | 16.39% | 2.83% | 11.93% | 19.09% | 12.12% | 1.40% | 7.40% |
Frequently Asked Questions
GQJPX and WHGMX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WHGMX has higher volatility (3.70%) compared to GQJPX (2.93%). In terms of maximum drawdown, GQJPX dropped -21.83% vs WHGMX's -47.99%.
GQJPX currently has the higher Sharpe Ratio (1.95 vs 1.26), 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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