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GQRPX vs. AGLOX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

GQRPX vs. AGLOX

Last updated Jun 24, 2026

GQRPX (GQG Partners Global Quality Equity Fund) and AGLOX (Ariel Global Fund) are both Global Equities funds. Over the past 5 years, GQRPX returned 8.73%/yr vs 12.63%/yr for AGLOX. A 0.62 correlation means they provide meaningful diversification when combined. GQRPX charges 0.97%/yr vs 1.13%/yr for AGLOX.

Performance

GQRPX vs. AGLOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GQG Partners Global Quality Equity Fund (GQRPX) and Ariel Global Fund (AGLOX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GQRPX achieves a 4.15% return, which is significantly lower than AGLOX's 26.71% return.

GQRPX

1D
0.44%
1M
-4.54%
YTD
4.15%
6M
4.38%
1Y
4.12%
3Y*
12.36%
5Y*
8.73%
10Y*
—

AGLOX

1D
1.40%
1M
4.44%
YTD
26.71%
6M
26.53%
1Y
41.74%
3Y*
20.44%
5Y*
12.63%
10Y*
11.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GQRPX vs. AGLOX - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
GQRPX
GQG Partners Global Quality Equity Fund		4.15%0.67%19.98%19.56%-3.77%16.94%14.55%12.70%
AGLOX
Ariel Global Fund		26.71%23.22%6.55%12.40%-5.47%11.53%7.70%6.75%

Correlation

The correlation between GQRPX and AGLOX is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.41

Correlation (5Y)
Calculated over the trailing 5-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2019

0.62

Over the past year, the correlation between GQRPX and AGLOX has dropped to 0.10 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.

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GQG Partners Global Quality Equity Fund

Ariel Global Fund

Often compared with GQRPX:
GQRPX vs. SPMOGQRPX vs. GSIHXGQRPX vs. WWWEXGQRPX vs. PRWAXGQRPX vs. FCNTXGQRPX vs. FXAIXGQRPX vs. GQETX
Often compared with AGLOX:
AGLOX vs. ARFFXAGLOX vs. AINTXAGLOX vs. CAAPXAGLOX vs. GCCHXAGLOX vs. ARGFXAGLOX vs. CAEIXAGLOX vs. CSUAX

Return for Risk

GQRPX vs. AGLOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GQRPX
GQRPX Risk / Return Rank: 77
Overall Rank
GQRPX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
GQRPX Sortino Ratio Rank: 77
Sortino Ratio Rank
GQRPX Omega Ratio Rank: 66
Omega Ratio Rank
GQRPX Calmar Ratio Rank: 88
Calmar Ratio Rank
GQRPX Martin Ratio Rank: 77
Martin Ratio Rank
AGLOX
AGLOX Risk / Return Rank: 8989
Overall Rank
AGLOX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
AGLOX Sortino Ratio Rank: 9090
Sortino Ratio Rank
AGLOX Omega Ratio Rank: 8989
Omega Ratio Rank
AGLOX Calmar Ratio Rank: 8787
Calmar Ratio Rank
AGLOX Martin Ratio Rank: 8585
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.

GQRPX vs. AGLOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GQG Partners Global Quality Equity Fund (GQRPX) and Ariel Global Fund (AGLOX). 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.

GQRPXAGLOXDifference
Sharpe ratioReturn per unit of total volatility
0.54
3.02

-2.49

Sortino ratioReturn per unit of downside risk
0.82
4.09

-3.27

Omega ratioGain probability vs. loss probability

1.10

1.59

-0.49

Calmar ratioReturn relative to maximum drawdown

0.72

3.97

-3.25

Martin ratioReturn relative to average drawdown

1.79

14.81

-13.02

GQRPX vs. AGLOX - Sharpe Ratio Comparison

The current GQRPX Sharpe Ratio is 0.54, which is lower than the AGLOX Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of GQRPX and AGLOX, 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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Drawdowns

GQRPX vs. AGLOX - Drawdown Comparison

The maximum GQRPX drawdown since its inception was -28.88%, which is greater than AGLOX's maximum drawdown of -24.72%. Use the drawdown chart below to compare losses from any high point for GQRPX and AGLOX.

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Drawdown Indicators

GQRPXAGLOXDifference

Max Drawdown

Largest peak-to-trough decline

-28.88%

-24.72%

-4.16%

Max Drawdown (1Y)

Largest decline over 1 year

-7.02%

-10.66%

+3.64%

Max Drawdown (3Y)

Largest decline over 3 years

-16.49%

-12.94%

-3.55%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

-16.77%

-3.62%

Max Drawdown (10Y)

Largest decline over 10 years

—

-24.72%

—

Current Drawdown

Current decline from peak

-6.61%

0.00%

-6.61%

Average Drawdown

Average peak-to-trough decline

-4.96%

-3.37%

-1.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

2.85%

-0.04%

Volatility

GQRPX vs. AGLOX - Volatility Comparison

The current volatility for GQG Partners Global Quality Equity Fund (GQRPX) is 3.12%, while Ariel Global Fund (AGLOX) has a volatility of 6.04%. This indicates that GQRPX experiences smaller price fluctuations and is considered to be less risky than AGLOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

GQRPXAGLOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

6.04%

-2.92%

Volatility (6M)

Calculated over the trailing 6-month period

7.24%

11.87%

-4.63%

Volatility (1Y)

Calculated over the trailing 1-year period

9.37%

14.02%

-4.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.72%

12.89%

+1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.24%

13.24%

+4.00%

GQRPX vs. AGLOX - Expense Ratio Comparison

GQRPX has a 0.97% expense ratio, which is lower than AGLOX's 1.13% expense ratio.

Dividends

GQRPX vs. AGLOX - Dividend Comparison

GQRPX's dividend yield for the trailing twelve months is around 7.30%, less than AGLOX's 12.93% yield.

PositionTTM20252024202320222021202020192018201720162015
AGLOX
Ariel Global Fund		12.93%16.38%27.80%18.51%4.82%2.00%0.85%4.39%3.42%4.48%2.65%0.81%
GQRPX
GQG Partners Global Quality Equity Fund		7.30%7.60%6.35%1.22%2.93%1.53%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

GQRPX and AGLOX have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AGLOX has higher volatility (6.04%) compared to GQRPX (3.12%). In terms of maximum drawdown, GQRPX dropped -28.88% vs AGLOX's -24.72%.

AGLOX currently has the higher Sharpe Ratio (3.02 vs 0.54), 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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