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

Correlation

The correlation between GQRIX and PRWCX is 0.75, 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.


-0.50.00.51.0
Correlation: 0.7

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.

70.00%80.00%90.00%100.00%110.00%120.00%NovemberDecember2025FebruaryMarchApril
93.60%
77.36%
GQRIX
PRWCX

Key characteristics

Sharpe Ratio

GQRIX:

-0.33

PRWCX:

0.57

Sortino Ratio

GQRIX:

-0.31

PRWCX:

0.88

Omega Ratio

GQRIX:

0.95

PRWCX:

1.12

Calmar Ratio

GQRIX:

-0.32

PRWCX:

0.65

Martin Ratio

GQRIX:

-0.91

PRWCX:

3.18

Ulcer Index

GQRIX:

6.42%

PRWCX:

1.94%

Daily Std Dev

GQRIX:

17.52%

PRWCX:

10.91%

Max Drawdown

GQRIX:

-28.86%

PRWCX:

-41.77%

Current Drawdown

GQRIX:

-13.79%

PRWCX:

-6.64%

Returns By Period

The year-to-date returns for both stocks are quite close, with GQRIX having a -3.11% return and PRWCX slightly lower at -3.26%.


GQRIX

YTD

-3.11%

1M

-3.22%

6M

-11.40%

1Y

-1.28%

5Y*

12.67%

10Y*

N/A

PRWCX

YTD

-3.26%

1M

-4.07%

6M

-4.17%

1Y

6.66%

5Y*

11.30%

10Y*

9.73%

*Annualized

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 is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GQRIX: 0.75%
Expense ratio chart for PRWCX: current value is 0.68%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PRWCX: 0.68%

Risk-Adjusted Performance

GQRIX vs. PRWCX — Risk-Adjusted Performance Rank

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

GQRIX
The Risk-Adjusted Performance Rank of GQRIX is 1111
Overall Rank
The Sharpe Ratio Rank of GQRIX is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of GQRIX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of GQRIX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of GQRIX is 88
Calmar Ratio Rank
The Martin Ratio Rank of GQRIX is 1111
Martin Ratio Rank

PRWCX
The Risk-Adjusted Performance Rank of PRWCX is 7171
Overall Rank
The Sharpe Ratio Rank of PRWCX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of PRWCX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of PRWCX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of PRWCX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of PRWCX is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 -0.33, compared to the broader market-1.000.001.002.003.00
GQRIX: -0.33
PRWCX: 0.57
The chart of Sortino ratio for GQRIX, currently valued at -0.31, compared to the broader market-2.000.002.004.006.008.00
GQRIX: -0.31
PRWCX: 0.88
The chart of Omega ratio for GQRIX, currently valued at 0.95, compared to the broader market0.501.001.502.002.503.00
GQRIX: 0.95
PRWCX: 1.12
The chart of Calmar ratio for GQRIX, currently valued at -0.32, compared to the broader market0.002.004.006.008.0010.00
GQRIX: -0.32
PRWCX: 0.65
The chart of Martin ratio for GQRIX, currently valued at -0.91, compared to the broader market0.0010.0020.0030.0040.0050.00
GQRIX: -0.91
PRWCX: 3.18

The current GQRIX Sharpe Ratio is -0.33, which is lower than the PRWCX Sharpe Ratio of 0.57. 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.33
0.57
GQRIX
PRWCX

Dividends

GQRIX vs. PRWCX - Dividend Comparison

GQRIX's dividend yield for the trailing twelve months is around 1.07%, less than PRWCX's 2.40% yield.


TTM20242023202220212020201920182017201620152014
GQRIX
GQG Partners Global Quality Equity Fund Institutional Shares
1.07%1.04%1.40%2.88%1.64%0.11%0.04%0.00%0.00%0.00%0.00%0.00%
PRWCX
T. Rowe Price Capital Appreciation Fund
2.40%2.33%2.11%1.57%0.95%1.17%1.54%2.53%1.31%1.57%1.52%1.42%

Drawdowns

GQRIX vs. PRWCX - Drawdown Comparison

The maximum GQRIX drawdown since its inception was -28.86%, smaller than the maximum PRWCX drawdown of -41.77%. Use the drawdown chart below to compare losses from any high point for GQRIX and PRWCX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.79%
-6.64%
GQRIX
PRWCX

Volatility

GQRIX vs. PRWCX - Volatility Comparison

GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX) and T. Rowe Price Capital Appreciation Fund (PRWCX) have volatilities of 8.00% and 7.63%, 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.


2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
8.00%
7.63%
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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