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GQRIX vs. GQEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GQRIX vs. GQEIX - 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 GQG Partners US Select Quality Equity Fund (GQEIX). The values are adjusted to include any dividend payments, if applicable.

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GQRIX vs. GQEIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GQRIX
GQG Partners Global Quality Equity Fund Institutional Shares
7.70%0.91%20.18%19.79%-3.64%17.13%14.75%12.84%
GQEIX
GQG Partners US Select Quality Equity Fund
8.96%-4.31%29.20%17.77%-2.69%19.88%23.88%15.03%

Returns By Period

In the year-to-date period, GQRIX achieves a 7.70% return, which is significantly lower than GQEIX's 8.96% return.


GQRIX

1D
0.64%
1M
-1.68%
YTD
7.70%
6M
7.12%
1Y
8.73%
3Y*
16.51%
5Y*
11.51%
10Y*

GQEIX

1D
0.78%
1M
-1.66%
YTD
8.96%
6M
7.22%
1Y
6.49%
3Y*
17.13%
5Y*
12.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GQRIX vs. GQEIX - Expense Ratio Comparison

GQRIX has a 0.75% expense ratio, which is higher than GQEIX's 0.49% expense ratio.


Return for Risk

GQRIX vs. GQEIX — Risk / Return Rank

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

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

GQEIX
GQEIX Risk / Return Rank: 1111
Overall Rank
GQEIX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
GQEIX Sortino Ratio Rank: 1010
Sortino Ratio Rank
GQEIX Omega Ratio Rank: 1010
Omega Ratio Rank
GQEIX Calmar Ratio Rank: 1212
Calmar Ratio Rank
GQEIX Martin Ratio Rank: 1111
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.

GQRIX vs. GQEIX - 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 GQG Partners US Select Quality Equity Fund (GQEIX). 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.


GQRIXGQEIXDifference

Sharpe ratio

Return per unit of total volatility

0.68

0.43

+0.24

Sortino ratio

Return per unit of downside risk

0.96

0.66

+0.30

Omega ratio

Gain probability vs. loss probability

1.14

1.09

+0.05

Calmar ratio

Return relative to maximum drawdown

0.88

0.60

+0.28

Martin ratio

Return relative to average drawdown

3.09

1.60

+1.49

GQRIX vs. GQEIX - Sharpe Ratio Comparison

The current GQRIX Sharpe Ratio is 0.68, which is higher than the GQEIX Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of GQRIX and GQEIX, 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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Sharpe Ratios by Period


GQRIXGQEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

0.43

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.78

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.75

-0.03

Correlation

The correlation between GQRIX and GQEIX is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GQRIX vs. GQEIX - Dividend Comparison

GQRIX's dividend yield for the trailing twelve months is around 7.38%, more than GQEIX's 6.77% yield.


TTM20252024202320222021202020192018
GQRIX
GQG Partners Global Quality Equity Fund Institutional Shares
7.38%7.94%6.46%1.39%2.99%1.65%0.11%0.04%0.00%
GQEIX
GQG Partners US Select Quality Equity Fund
6.77%7.38%5.41%0.63%4.50%1.50%0.67%0.65%0.12%

Drawdowns

GQRIX vs. GQEIX - Drawdown Comparison

The maximum GQRIX drawdown since its inception was -28.86%, roughly equal to the maximum GQEIX drawdown of -28.48%. Use the drawdown chart below to compare losses from any high point for GQRIX and GQEIX.


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Drawdown Indicators


GQRIXGQEIXDifference

Max Drawdown

Largest peak-to-trough decline

-28.86%

-28.48%

-0.38%

Max Drawdown (1Y)

Largest decline over 1 year

-5.40%

-6.73%

+1.33%

Max Drawdown (5Y)

Largest decline over 5 years

-20.29%

-20.44%

+0.15%

Current Drawdown

Current decline from peak

-3.50%

-6.81%

+3.31%

Average Drawdown

Average peak-to-trough decline

-4.94%

-5.70%

+0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

3.10%

-0.59%

Volatility

GQRIX vs. GQEIX - Volatility Comparison

GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX) and GQG Partners US Select Quality Equity Fund (GQEIX) have volatilities of 3.01% and 3.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GQRIXGQEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.01%

3.12%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

6.79%

7.46%

-0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

11.91%

12.50%

-0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.68%

15.89%

-1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.39%

18.88%

-1.49%