GQRIX vs. DUHP

Last updated Jun 24, 2026

GQRIX (GQG Partners Global Quality Equity Fund Institutional Shares) and DUHP (DFA Dimensional US High Profitability ETF) are both funds - GQRIX is a Global Equities fund managed by GQG Partners Inc, while DUHP is a Large Cap Blend Equities fund actively managed by Dimensional. Over the past 3 years, GQRIX returned 12.57%/yr vs 17.83%/yr for DUHP. A 0.64 correlation means they provide meaningful diversification when combined. GQRIX charges 0.75%/yr vs 0.21%/yr for DUHP.

Performance

GQRIX vs. DUHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX) and DFA Dimensional US High Profitability ETF (DUHP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GQRIX achieves a 4.25% return, which is significantly lower than DUHP's 7.22% return.

GQRIX

• 1D: 0.44%
• 1M: -4.52%
• YTD: 4.25%
• 6M: 4.50%
• 1Y: 4.35%
• 3Y*: 12.57%
• 5Y*: 8.93%
• 10Y*: —

DUHP

• 1D: -1.81%
• 1M: -0.02%
• YTD: 7.22%
• 6M: 6.35%
• 1Y: 18.29%
• 3Y*: 17.83%
• 5Y*: —
• 10Y*: —

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

GQRIX vs. DUHP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
GQRIX GQG Partners Global Quality Equity Fund Institutional Shares	4.25%	0.91%	20.18%	19.79%	-3.12%
DUHP DFA Dimensional US High Profitability ETF	7.22%	13.77%	19.49%	21.11%	-0.03%

Correlation

The correlation between GQRIX and DUHP is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.16
Correlation (3Y) Calculated over the trailing 3-year period	0.57
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022	0.64

Over the past year, the correlation between GQRIX and DUHP has dropped to 0.16 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.

Return for Risk

GQRIX vs. DUHP — Risk / Return Rank

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

GQRIX

GQRIX Risk / Return Rank: 7
GQRIX Sharpe Ratio Rank: 7
GQRIX Sortino Ratio Rank: 7
GQRIX Omega Ratio Rank: 7
GQRIX Calmar Ratio Rank: 8
GQRIX Martin Ratio Rank: 7

DUHP

DUHP Risk / Return Rank: 46
DUHP Sharpe Ratio Rank: 46
DUHP Sortino Ratio Rank: 46
DUHP Omega Ratio Rank: 45
DUHP Calmar Ratio Rank: 43
DUHP Martin Ratio Rank: 53

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.

GQRIX vs. DUHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX) and DFA Dimensional US High Profitability ETF (DUHP). 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.

	GQRIX	DUHP	Difference
Sharpe ratio: Return per unit of total volatility	0.56	1.55	-0.99
Sortino ratio: Return per unit of downside risk	0.85	2.20	-1.35
Omega ratio: Gain probability vs. loss probability	1.10	1.28	-0.18
Calmar ratio: Return relative to maximum drawdown	0.75	2.04	-1.30
Martin ratio: Return relative to average drawdown	1.87	8.82	-6.95

GQRIX vs. DUHP - Sharpe Ratio Comparison

The current GQRIX Sharpe Ratio is 0.56, which is lower than the DUHP Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of GQRIX and DUHP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GQRIX vs. DUHP - Drawdown Comparison

The maximum GQRIX drawdown since its inception was -28.86%, which is greater than DUHP's maximum drawdown of -20.05%. Use the drawdown chart below to compare losses from any high point for GQRIX and DUHP.

Drawdown Indicators

	GQRIX	DUHP	Difference
Max Drawdown Largest peak-to-trough decline	-28.86%	-20.05%	-8.81%
Max Drawdown (1Y) Largest decline over 1 year	-7.00%	-8.99%	+1.99%
Max Drawdown (3Y) Largest decline over 3 years	-16.47%	-17.86%	+1.39%
Max Drawdown (5Y) Largest decline over 5 years	-20.29%	—	—
Current Drawdown Current decline from peak	-6.59%	-2.47%	-4.12%
Average Drawdown Average peak-to-trough decline	-4.90%	-4.00%	-0.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.78%	2.08%	+0.70%

Volatility

GQRIX vs. DUHP - Volatility Comparison

The current volatility for GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX) is 3.09%, while DFA Dimensional US High Profitability ETF (DUHP) has a volatility of 4.83%. This indicates that GQRIX experiences smaller price fluctuations and is considered to be less risky than DUHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GQRIX	DUHP	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.09%	4.83%	-1.74%
Volatility (6M) Calculated over the trailing 6-month period	7.22%	9.62%	-2.40%
Volatility (1Y) Calculated over the trailing 1-year period	9.32%	11.87%	-2.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.71%	16.32%	-1.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.23%	16.32%	+0.91%

GQRIX vs. DUHP - Expense Ratio Comparison

GQRIX has a 0.75% expense ratio, which is higher than DUHP's 0.21% expense ratio.

Dividends

GQRIX vs. DUHP - Dividend Comparison

GQRIX's dividend yield for the trailing twelve months is around 7.62%, more than DUHP's 0.99% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
DUHP DFA Dimensional US High Profitability ETF	0.99%	1.02%	1.13%	1.51%	1.10%	0.00%	0.00%	0.00%
GQRIX GQG Partners Global Quality Equity Fund Institutional Shares	7.62%	7.94%	6.46%	1.39%	2.99%	1.65%	0.11%	0.04%

Frequently Asked Questions

Can I hold both GQRIX and DUHP in my portfolio?

GQRIX and DUHP have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GQRIX or DUHP?

DUHP has higher volatility (4.83%) compared to GQRIX (3.09%). In terms of maximum drawdown, GQRIX dropped -28.86% vs DUHP's -20.05%.

Which has better risk-adjusted returns?

DUHP currently has the higher Sharpe Ratio (1.55 vs 0.56), 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.