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GQRPX vs. PRWAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GQRPX and PRWAX is 0.82, 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.


Performance

GQRPX vs. PRWAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GQG Partners Global Quality Equity Fund (GQRPX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%December2025FebruaryMarchAprilMay
94.23%
44.44%
GQRPX
PRWAX

Key characteristics

Sharpe Ratio

GQRPX:

-0.22

PRWAX:

0.02

Sortino Ratio

GQRPX:

-0.15

PRWAX:

0.17

Omega Ratio

GQRPX:

0.98

PRWAX:

1.03

Calmar Ratio

GQRPX:

-0.19

PRWAX:

0.02

Martin Ratio

GQRPX:

-0.49

PRWAX:

0.07

Ulcer Index

GQRPX:

7.11%

PRWAX:

8.83%

Daily Std Dev

GQRPX:

17.30%

PRWAX:

20.60%

Max Drawdown

GQRPX:

-28.88%

PRWAX:

-70.45%

Current Drawdown

GQRPX:

-12.68%

PRWAX:

-15.37%

Returns By Period

The year-to-date returns for both investments are quite close, with GQRPX having a -1.83% return and PRWAX slightly higher at -1.80%.


GQRPX

YTD

-1.83%

1M

7.11%

6M

-9.41%

1Y

-3.81%

5Y*

12.27%

10Y*

N/A

PRWAX

YTD

-1.80%

1M

14.97%

6M

-11.18%

1Y

0.42%

5Y*

5.34%

10Y*

4.92%

*Annualized

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GQRPX vs. PRWAX - Expense Ratio Comparison

GQRPX has a 0.97% expense ratio, which is higher than PRWAX's 0.76% expense ratio.


Risk-Adjusted Performance

GQRPX vs. PRWAX — Risk-Adjusted Performance Rank

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

GQRPX
The Risk-Adjusted Performance Rank of GQRPX is 1010
Overall Rank
The Sharpe Ratio Rank of GQRPX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of GQRPX is 1111
Sortino Ratio Rank
The Omega Ratio Rank of GQRPX is 1111
Omega Ratio Rank
The Calmar Ratio Rank of GQRPX is 99
Calmar Ratio Rank
The Martin Ratio Rank of GQRPX is 1111
Martin Ratio Rank

PRWAX
The Risk-Adjusted Performance Rank of PRWAX is 2222
Overall Rank
The Sharpe Ratio Rank of PRWAX is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of PRWAX is 2323
Sortino Ratio Rank
The Omega Ratio Rank of PRWAX is 2323
Omega Ratio Rank
The Calmar Ratio Rank of PRWAX is 2222
Calmar Ratio Rank
The Martin Ratio Rank of PRWAX is 2222
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.

GQRPX vs. PRWAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GQG Partners Global Quality Equity Fund (GQRPX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX). 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.


The current GQRPX Sharpe Ratio is -0.22, which is lower than the PRWAX Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of GQRPX and PRWAX, 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-1.00-0.500.000.501.001.502.002.50December2025FebruaryMarchAprilMay
-0.22
0.02
GQRPX
PRWAX

Dividends

GQRPX vs. PRWAX - Dividend Comparison

GQRPX's dividend yield for the trailing twelve months is around 6.47%, more than PRWAX's 0.07% yield.


TTM202420232022202120202019201820172016
GQRPX
GQG Partners Global Quality Equity Fund
6.47%6.35%1.22%2.93%1.53%0.00%0.00%0.00%0.00%0.00%
PRWAX
T. Rowe Price All-Cap Opportunities Fund
0.07%0.07%0.20%0.00%0.00%0.03%0.40%0.23%0.17%0.05%

Drawdowns

GQRPX vs. PRWAX - Drawdown Comparison

The maximum GQRPX drawdown since its inception was -28.88%, smaller than the maximum PRWAX drawdown of -70.45%. Use the drawdown chart below to compare losses from any high point for GQRPX and PRWAX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-12.68%
-15.37%
GQRPX
PRWAX

Volatility

GQRPX vs. PRWAX - Volatility Comparison

The current volatility for GQG Partners Global Quality Equity Fund (GQRPX) is 5.20%, while T. Rowe Price All-Cap Opportunities Fund (PRWAX) has a volatility of 10.22%. This indicates that GQRPX experiences smaller price fluctuations and is considered to be less risky than PRWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
5.20%
10.22%
GQRPX
PRWAX