GTDDX vs. GQGPX
Compare and contrast key facts about Invesco EQV Emerging Markets All Cap Fd (GTDDX) and GQG Partners Emerging Markets Equity Fund (GQGPX).
GTDDX is managed by Invesco. It was launched on Jan 10, 1994. GQGPX is managed by GQG Partners Inc. It was launched on Dec 27, 2016.
Performance
GTDDX vs. GQGPX - Performance Comparison
Loading graphics...
GTDDX vs. GQGPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTDDX Invesco EQV Emerging Markets All Cap Fd | 7.58% | 29.88% | -0.66% | 8.82% | -17.70% | -7.00% | 17.19% | 29.99% | -18.77% | 29.01% |
GQGPX GQG Partners Emerging Markets Equity Fund | 2.09% | 9.67% | 6.00% | 28.47% | -21.01% | -2.52% | 33.74% | 20.92% | -14.91% | 29.81% |
Returns By Period
In the year-to-date period, GTDDX achieves a 7.58% return, which is significantly higher than GQGPX's 2.09% return.
GTDDX
- 1D
- 3.49%
- 1M
- -10.00%
- YTD
- 7.58%
- 6M
- 17.24%
- 1Y
- 36.68%
- 3Y*
- 11.83%
- 5Y*
- 2.68%
- 10Y*
- 7.33%
GQGPX
- 1D
- 1.63%
- 1M
- -4.69%
- YTD
- 2.09%
- 6M
- 5.19%
- 1Y
- 12.31%
- 3Y*
- 13.93%
- 5Y*
- 3.16%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GTDDX vs. GQGPX - Expense Ratio Comparison
GTDDX has a 1.39% expense ratio, which is higher than GQGPX's 1.22% expense ratio.
Return for Risk
GTDDX vs. GQGPX — Risk / Return Rank
GTDDX
GQGPX
GTDDX vs. GQGPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EQV Emerging Markets All Cap Fd (GTDDX) and GQG Partners Emerging Markets Equity Fund (GQGPX). 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.
| GTDDX | GQGPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.05 | 0.99 | +1.06 |
Sortino ratioReturn per unit of downside risk | 2.63 | 1.41 | +1.21 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.18 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 2.40 | 1.34 | +1.06 |
Martin ratioReturn relative to average drawdown | 9.81 | 4.62 | +5.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GTDDX | GQGPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.05 | 0.99 | +1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.22 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.52 | -0.23 |
Correlation
The correlation between GTDDX and GQGPX is 0.78, 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.
Dividends
GTDDX vs. GQGPX - Dividend Comparison
GTDDX's dividend yield for the trailing twelve months is around 19.64%, more than GQGPX's 1.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTDDX Invesco EQV Emerging Markets All Cap Fd | 19.64% | 21.13% | 1.16% | 1.51% | 1.17% | 4.46% | 5.05% | 1.49% | 1.53% | 0.71% | 0.86% | 0.99% |
GQGPX GQG Partners Emerging Markets Equity Fund | 1.88% | 1.91% | 1.50% | 2.54% | 5.52% | 3.78% | 0.15% | 1.06% | 0.59% | 0.17% | 0.00% | 0.00% |
Drawdowns
GTDDX vs. GQGPX - Drawdown Comparison
The maximum GTDDX drawdown since its inception was -62.89%, which is greater than GQGPX's maximum drawdown of -33.68%. Use the drawdown chart below to compare losses from any high point for GTDDX and GQGPX.
Loading graphics...
Drawdown Indicators
| GTDDX | GQGPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.89% | -33.68% | -29.21% |
Max Drawdown (1Y)Largest decline over 1 year | -14.49% | -9.12% | -5.37% |
Max Drawdown (5Y)Largest decline over 5 years | -37.56% | -30.02% | -7.54% |
Max Drawdown (10Y)Largest decline over 10 years | -39.58% | — | — |
Current DrawdownCurrent decline from peak | -11.50% | -7.43% | -4.07% |
Average DrawdownAverage peak-to-trough decline | -18.84% | -11.70% | -7.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.54% | 2.65% | +0.89% |
Volatility
GTDDX vs. GQGPX - Volatility Comparison
Invesco EQV Emerging Markets All Cap Fd (GTDDX) has a higher volatility of 10.30% compared to GQG Partners Emerging Markets Equity Fund (GQGPX) at 5.92%. This indicates that GTDDX's price experiences larger fluctuations and is considered to be riskier than GQGPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GTDDX | GQGPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.30% | 5.92% | +4.38% |
Volatility (6M)Calculated over the trailing 6-month period | 14.56% | 9.00% | +5.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.47% | 12.53% | +5.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.71% | 14.73% | +0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.62% | 15.99% | +0.63% |