GQRPX vs. VTIAX
Compare and contrast key facts about GQG Partners Global Quality Equity Fund (GQRPX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX).
GQRPX is managed by GQG Partners. It was launched on Mar 28, 2019. VTIAX is managed by Vanguard. It was launched on Nov 29, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GQRPX or VTIAX.
Key characteristics
| GQRPX | VTIAX | |
|---|---|---|
| YTD Return | 24.00% | 7.10% |
| 1Y Return | 31.76% | 17.44% |
| 3Y Return (Ann) | 11.50% | 0.56% |
| 5Y Return (Ann) | 15.02% | 5.61% |
| Sharpe Ratio | 2.06 | 1.43 |
| Sortino Ratio | 2.88 | 2.03 |
| Omega Ratio | 1.37 | 1.25 |
| Calmar Ratio | 2.91 | 1.23 |
| Martin Ratio | 9.73 | 8.03 |
| Ulcer Index | 3.27% | 2.19% |
| Daily Std Dev | 15.45% | 12.27% |
| Max Drawdown | -28.88% | -35.83% |
| Current Drawdown | -3.19% | -6.44% |
Correlation
The correlation between GQRPX and VTIAX is 0.76, 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. VTIAX - Performance Comparison
In the year-to-date period, GQRPX achieves a 24.00% return, which is significantly higher than VTIAX's 7.10% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GQRPX vs. VTIAX - Expense Ratio Comparison
GQRPX has a 0.97% expense ratio, which is higher than VTIAX's 0.11% expense ratio.
Risk-Adjusted Performance
GQRPX vs. VTIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GQG Partners Global Quality Equity Fund (GQRPX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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.
Dividends
GQRPX vs. VTIAX - Dividend Comparison
GQRPX's dividend yield for the trailing twelve months is around 0.98%, less than VTIAX's 2.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQRPX GQG Partners Global Quality Equity Fund | 0.98% | 1.22% | 2.82% | 1.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.96% | 3.21% | 3.05% | 3.05% | 2.10% | 3.04% | 3.17% | 2.74% | 2.93% | 2.84% | 3.40% | 2.71% |
Drawdowns
GQRPX vs. VTIAX - Drawdown Comparison
The maximum GQRPX drawdown since its inception was -28.88%, smaller than the maximum VTIAX drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for GQRPX and VTIAX. For additional features, visit the drawdowns tool.
Volatility
GQRPX vs. VTIAX - Volatility Comparison
The current volatility for GQG Partners Global Quality Equity Fund (GQRPX) is 3.17%, while Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) has a volatility of 3.92%. This indicates that GQRPX experiences smaller price fluctuations and is considered to be less risky than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.