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GQRIX vs. PRWCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GQRIX and PRWCX is 0.74, 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.


-0.50.00.51.00.7

Performance

GQRIX vs. PRWCX - 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 T. Rowe Price Capital Appreciation Fund (PRWCX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-7.14%
5.88%
GQRIX
PRWCX

Key characteristics

Sharpe Ratio

GQRIX:

0.80

PRWCX:

1.72

Sortino Ratio

GQRIX:

1.14

PRWCX:

2.35

Omega Ratio

GQRIX:

1.16

PRWCX:

1.32

Calmar Ratio

GQRIX:

1.27

PRWCX:

1.01

Martin Ratio

GQRIX:

3.71

PRWCX:

12.88

Ulcer Index

GQRIX:

3.75%

PRWCX:

1.03%

Daily Std Dev

GQRIX:

17.36%

PRWCX:

7.66%

Max Drawdown

GQRIX:

-28.86%

PRWCX:

-45.33%

Current Drawdown

GQRIX:

-10.83%

PRWCX:

-2.07%

Returns By Period

In the year-to-date period, GQRIX achieves a 14.51% return, which is significantly higher than PRWCX's 13.38% return.


GQRIX

YTD

14.51%

1M

-8.54%

6M

-7.14%

1Y

14.03%

5Y*

12.05%

10Y*

N/A

PRWCX

YTD

13.38%

1M

-1.22%

6M

5.88%

1Y

13.18%

5Y*

5.37%

10Y*

5.30%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GQRIX vs. PRWCX - Expense Ratio Comparison

GQRIX has a 0.75% expense ratio, which is higher than PRWCX's 0.68% expense ratio.


GQRIX
GQG Partners Global Quality Equity Fund Institutional Shares
Expense ratio chart for GQRIX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for PRWCX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%

Risk-Adjusted Performance

GQRIX vs. PRWCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX) and T. Rowe Price Capital Appreciation Fund (PRWCX). 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.


Sharpe ratio
The chart of Sharpe ratio for GQRIX, currently valued at 0.80, compared to the broader market-1.000.001.002.003.000.801.72
The chart of Sortino ratio for GQRIX, currently valued at 1.14, compared to the broader market-2.000.002.004.006.008.001.142.35
The chart of Omega ratio for GQRIX, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.32
The chart of Calmar ratio for GQRIX, currently valued at 1.27, compared to the broader market0.002.004.006.008.0010.0012.001.271.01
The chart of Martin ratio for GQRIX, currently valued at 3.71, compared to the broader market0.0010.0020.0030.0040.0050.0060.003.7112.88
GQRIX
PRWCX

The current GQRIX Sharpe Ratio is 0.80, which is lower than the PRWCX Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of GQRIX and PRWCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.80
1.72
GQRIX
PRWCX

Dividends

GQRIX vs. PRWCX - Dividend Comparison

GQRIX has not paid dividends to shareholders, while PRWCX's dividend yield for the trailing twelve months is around 10.30%.


TTM20232022202120202019201820172016201520142013
GQRIX
GQG Partners Global Quality Equity Fund Institutional Shares
0.00%1.40%2.88%1.64%0.11%0.04%0.00%0.00%0.00%0.00%0.00%0.00%
PRWCX
T. Rowe Price Capital Appreciation Fund
10.30%2.11%1.57%0.95%1.17%1.54%2.53%1.31%1.57%1.52%1.42%1.13%

Drawdowns

GQRIX vs. PRWCX - Drawdown Comparison

The maximum GQRIX drawdown since its inception was -28.86%, smaller than the maximum PRWCX drawdown of -45.33%. Use the drawdown chart below to compare losses from any high point for GQRIX and PRWCX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.83%
-2.07%
GQRIX
PRWCX

Volatility

GQRIX vs. PRWCX - Volatility Comparison

GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX) has a higher volatility of 8.35% compared to T. Rowe Price Capital Appreciation Fund (PRWCX) at 2.35%. This indicates that GQRIX's price experiences larger fluctuations and is considered to be riskier than PRWCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
8.35%
2.35%
GQRIX
PRWCX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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