GQRPX vs. GQEIX
GQRPX (GQG Partners Global Quality Equity Fund) and GQEIX (GQG Partners US Select Quality Equity Fund) are both Quality Factor funds from GQG Partners. Over the past 5 years, GQRPX returned 9.14%/yr vs 9.49%/yr for GQEIX. Their correlation of 0.95 means they have usually moved in the same direction. GQRPX charges 0.97%/yr vs 0.49%/yr for GQEIX.
Performance
GQRPX vs. GQEIX - Performance Comparison
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Returns By Period
In the year-to-date period, GQRPX achieves a 7.89% return, which is significantly higher than GQEIX's 6.87% return.
GQRPX
- 1D
- 0.70%
- 1M
- 1.08%
- 6M
- 4.23%
- YTD
- 7.89%
- 1Y
- 9.98%
- 3Y*
- 12.04%
- 5Y*
- 9.14%
- 10Y*
- —
- ALL TIME*
- 11.77%
GQEIX
- 1D
- 0.94%
- 1M
- 1.27%
- 6M
- 3.27%
- YTD
- 6.87%
- 1Y
- 7.47%
- 3Y*
- 12.04%
- 5Y*
- 9.49%
- 10Y*
- —
- ALL TIME*
- 13.24%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GQRPX vs. GQEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
GQRPX GQG Partners Global Quality Equity Fund | 7.89% | 0.67% | 19.98% | 19.56% | -3.77% | 16.94% | 14.55% | 12.70% |
GQEIX GQG Partners US Select Quality Equity Fund | 6.87% | -4.31% | 29.20% | 17.77% | -2.69% | 19.88% | 23.88% | 15.60% |
Correlation
The correlation between GQRPX and GQEIX is 0.93, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.93 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2019 | 0.95 |
The correlation between GQRPX and GQEIX has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
GQRPX vs. GQEIX — Risk / Return Rank
GQRPX
GQEIX
GQRPX vs. GQEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GQG Partners Global Quality Equity Fund (GQRPX) 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.
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.
| GQRPX | GQEIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.12 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.37 | 0.85 | +0.52 |
| Martin ratioReturn relative to average drawdown | 3.09 | 1.92 | +1.17 |
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Drawdowns
GQRPX vs. GQEIX - Drawdown Comparison
The maximum GQRPX drawdown since its inception was -28.88%, roughly equal to the maximum GQEIX drawdown of -28.48%. Use the drawdown chart below to compare losses from any high point for GQRPX and GQEIX.
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Drawdown Indicators
| GQRPX | GQEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.88% | -28.48% | -0.40% |
Max Drawdown (1Y)Largest decline over 1 year | -7.02% | -8.45% | +1.43% |
Max Drawdown (3Y)Largest decline over 3 years | -16.49% | -18.92% | +2.43% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | -20.44% | +0.05% |
Current DrawdownCurrent decline from peak | -3.25% | -8.60% | +5.35% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -5.83% | +0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 3.71% | -0.60% |
Volatility
GQRPX vs. GQEIX - Volatility Comparison
GQG Partners Global Quality Equity Fund (GQRPX) and GQG Partners US Select Quality Equity Fund (GQEIX) have volatilities of 2.79% and 2.82%, 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
| GQRPX | GQEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | 2.82% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 7.53% | 8.42% | -0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.50% | 10.65% | -1.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.68% | 15.90% | -1.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.15% | 18.64% | -1.49% |
GQRPX vs. GQEIX - Expense Ratio Comparison
GQRPX has a 0.97% expense ratio, which is higher than GQEIX's 0.49% expense ratio.
Dividends
GQRPX vs. GQEIX - Dividend Comparison
GQRPX's dividend yield for the trailing twelve months is around 7.04%, more than GQEIX's 6.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
GQEIX GQG Partners US Select Quality Equity Fund | 6.90% | 7.38% | 5.41% | 0.63% | 4.50% | 1.50% | 0.67% | 0.65% | 0.12% |
GQRPX GQG Partners Global Quality Equity Fund | 7.04% | 7.60% | 6.35% | 1.22% | 2.93% | 1.53% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.93, GQRPX and GQEIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
GQEIX has higher volatility (2.82%) compared to GQRPX (2.79%). In terms of maximum drawdown, GQRPX dropped -28.88% vs GQEIX's -28.48%.
GQRPX currently has the higher Sharpe Ratio (1.01 vs 0.67), 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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