HAVGX vs. GQEFX
HAVGX (Haverford Quality Growth Stock Fund) and GQEFX (GMO Quality Fund Class IV) are both Quality Factor funds. Over the past 5 years, HAVGX returned 8.63%/yr vs 12.55%/yr for GQEFX. Their correlation of 0.90 means they have usually moved in the same direction. HAVGX charges 0.80%/yr vs 0.47%/yr for GQEFX.
Performance
HAVGX vs. GQEFX - Performance Comparison
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Returns By Period
In the year-to-date period, HAVGX achieves a 5.34% return, which is significantly lower than GQEFX's 6.55% return.
HAVGX
- 1D
- 0.45%
- 1M
- 2.39%
- 6M
- 3.06%
- YTD
- 5.34%
- 1Y
- 13.05%
- 3Y*
- 11.80%
- 5Y*
- 8.63%
- 10Y*
- 11.65%
- ALL TIME*
- 8.05%
GQEFX
- 1D
- 0.86%
- 1M
- -0.11%
- 6M
- 4.99%
- YTD
- 6.55%
- 1Y
- 21.67%
- 3Y*
- 15.73%
- 5Y*
- 12.55%
- 10Y*
- —
- ALL TIME*
- 15.53%
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 |
HAVGX vs. GQEFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HAVGX Haverford Quality Growth Stock Fund | 5.34% | 13.22% | 15.58% | 9.26% | -7.97% | 24.40% | 15.35% | 33.26% | -5.90% | 9.63% |
GQEFX GMO Quality Fund Class IV | 6.55% | 19.64% | 17.54% | 28.95% | -15.30% | 31.76% | 18.39% | 31.87% | 0.54% | 10.45% |
Correlation
The correlation between HAVGX and GQEFX is 0.83, 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. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2017 | 0.90 |
The correlation between HAVGX and GQEFX has been stable across timeframes, ranging from 0.83 to 0.90 - a consistent structural relationship.
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Return for Risk
HAVGX vs. GQEFX — Risk / Return Rank
HAVGX
GQEFX
HAVGX vs. GQEFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Haverford Quality Growth Stock Fund (HAVGX) and GMO Quality Fund Class IV (GQEFX). 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.
| HAVGX | GQEFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.26 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.51 | -0.21 |
| Martin ratioReturn relative to average drawdown | 5.24 | 5.97 | -0.72 |
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Drawdowns
HAVGX vs. GQEFX - Drawdown Comparison
The maximum HAVGX drawdown since its inception was -50.37%, which is greater than GQEFX's maximum drawdown of -30.42%. Use the drawdown chart below to compare losses from any high point for HAVGX and GQEFX.
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Drawdown Indicators
| HAVGX | GQEFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.37% | -30.42% | -19.95% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -12.74% | +3.84% |
Max Drawdown (3Y)Largest decline over 3 years | -15.85% | -15.55% | -0.30% |
Max Drawdown (5Y)Largest decline over 5 years | -21.65% | -24.22% | +2.57% |
Max Drawdown (10Y)Largest decline over 10 years | -34.50% | — | — |
Current DrawdownCurrent decline from peak | -0.56% | -0.36% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -6.43% | -4.11% | -2.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 3.22% | -1.02% |
Volatility
HAVGX vs. GQEFX - Volatility Comparison
Haverford Quality Growth Stock Fund (HAVGX) has a higher volatility of 3.38% compared to GMO Quality Fund Class IV (GQEFX) at 3.14%. This indicates that HAVGX's price experiences larger fluctuations and is considered to be riskier than GQEFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HAVGX | GQEFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 3.14% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 7.97% | 10.16% | -2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.27% | 12.80% | -2.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.71% | 15.94% | -1.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.99% | 17.69% | -0.70% |
HAVGX vs. GQEFX - Expense Ratio Comparison
HAVGX has a 0.80% expense ratio, which is higher than GQEFX's 0.47% expense ratio.
Dividends
HAVGX vs. GQEFX - Dividend Comparison
HAVGX's dividend yield for the trailing twelve months is around 7.84%, less than GQEFX's 11.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQEFX GMO Quality Fund Class IV | 11.25% | 11.15% | 3.70% | 3.43% | 11.84% | 10.23% | 13.62% | 8.09% | 21.69% | 7.08% | 0.00% | 0.00% |
HAVGX Haverford Quality Growth Stock Fund | 7.84% | 8.28% | 8.54% | 4.76% | 10.14% | 5.65% | 0.84% | 1.39% | 6.38% | 2.65% | 1.18% | 1.26% |
Frequently Asked Questions
HAVGX and GQEFX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HAVGX has higher volatility (3.38%) compared to GQEFX (3.14%). In terms of maximum drawdown, HAVGX dropped -50.37% vs GQEFX's -30.42%.
GQEFX currently has the higher Sharpe Ratio (1.50 vs 1.13), 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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