MBCSX vs. GQEPX

Last updated Apr 2, 2026

Compare and contrast key facts about MassMutual Blue Chip Growth Fund (MBCSX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX).

MBCSX is managed by MassMutual. It was launched on May 31, 2001. GQEPX is managed by GQG Partners Inc. It was launched on Sep 28, 2018.

Performance

MBCSX vs. GQEPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MassMutual Blue Chip Growth Fund (MBCSX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX). The values are adjusted to include any dividend payments, if applicable.

MBCSX vs. GQEPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
MBCSX MassMutual Blue Chip Growth Fund	-11.50%	16.68%	35.05%	51.00%	-34.11%	17.05%	33.53%	38.41%	-11.49%
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares	9.54%	-4.52%	28.99%	17.39%	-2.81%	19.90%	23.65%	27.21%	-7.67%

Returns By Period

In the year-to-date period, MBCSX achieves a -11.50% return, which is significantly lower than GQEPX's 9.54% return.

MBCSX

• 1D: 3.84%
• 1M: -5.79%
• YTD: -11.50%
• 6M: -11.27%
• 1Y: 12.93%
• 3Y*: 21.04%
• 5Y*: 9.46%
• 10Y*: 15.64%

GQEPX

• 1D: -0.23%
• 1M: -1.88%
• YTD: 9.54%
• 6M: 8.01%
• 1Y: 5.34%
• 3Y*: 17.73%
• 5Y*: 12.35%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MBCSX vs. GQEPX - Expense Ratio Comparison

MBCSX has a 0.73% expense ratio, which is higher than GQEPX's 0.59% expense ratio.

MBCSX

MassMutual Blue Chip Growth Fund

GQEPX

GQG Partners US Select Quality Equity Fund Investor Shares

Return for Risk

MBCSX vs. GQEPX — Risk / Return Rank

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

MBCSX

MBCSX Risk / Return Rank: 21
MBCSX Sharpe Ratio Rank: 19
MBCSX Sortino Ratio Rank: 23
MBCSX Omega Ratio Rank: 21
MBCSX Calmar Ratio Rank: 21
MBCSX Martin Ratio Rank: 20

GQEPX

GQEPX Risk / Return Rank: 16
GQEPX Sharpe Ratio Rank: 15
GQEPX Sortino Ratio Rank: 13
GQEPX Omega Ratio Rank: 13
GQEPX Calmar Ratio Rank: 24
GQEPX Martin Ratio Rank: 17

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MBCSX vs. GQEPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MassMutual Blue Chip Growth Fund (MBCSX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX). 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.

	MBCSX	GQEPX	Difference
Sharpe ratio Return per unit of total volatility	0.61	0.43	+0.17
Sortino ratio Return per unit of downside risk	1.04	0.66	+0.38
Omega ratio Gain probability vs. loss probability	1.14	1.09	+0.05
Calmar ratio Return relative to maximum drawdown	0.78	0.74	+0.04
Martin ratio Return relative to average drawdown	2.69	1.86	+0.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MBCSX vs. GQEPX - Sharpe Ratio Comparison

The current MBCSX Sharpe Ratio is 0.61, which is higher than the GQEPX Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of MBCSX and GQEPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MBCSX	GQEPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.61	0.43	+0.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.32	0.78	-0.46
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.61	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.75	-0.34

Correlation

The correlation between MBCSX and GQEPX is 0.73, 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

MBCSX vs. GQEPX - Dividend Comparison

MBCSX's dividend yield for the trailing twelve months is around 48.92%, more than GQEPX's 6.37% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MBCSX MassMutual Blue Chip Growth Fund	48.92%	43.29%	13.12%	23.06%	18.44%	21.93%	4.59%	11.06%	6.70%	4.00%	4.77%	18.85%
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares	6.37%	6.98%	5.30%	0.44%	4.46%	1.49%	0.61%	0.63%	0.09%	0.00%	0.00%	0.00%

Drawdowns

MBCSX vs. GQEPX - Drawdown Comparison

The maximum MBCSX drawdown since its inception was -54.66%, which is greater than GQEPX's maximum drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for MBCSX and GQEPX.

Drawdown Indicators

	MBCSX	GQEPX	Difference
Max Drawdown Largest peak-to-trough decline	-54.66%	-28.45%	-26.21%
Max Drawdown (1Y) Largest decline over 1 year	-17.47%	-8.34%	-9.13%
Max Drawdown (5Y) Largest decline over 5 years	-48.37%	-20.49%	-27.88%
Max Drawdown (10Y) Largest decline over 10 years	-48.37%	—	—
Current Drawdown Current decline from peak	-14.30%	-6.50%	-7.80%
Average Drawdown Average peak-to-trough decline	-12.09%	-5.75%	-6.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.10%	3.49%	+1.61%

Volatility

MBCSX vs. GQEPX - Volatility Comparison

MassMutual Blue Chip Growth Fund (MBCSX) has a higher volatility of 6.85% compared to GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) at 2.77%. This indicates that MBCSX's price experiences larger fluctuations and is considered to be riskier than GQEPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MBCSX	GQEPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.85%	2.77%	+4.08%
Volatility (6M) Calculated over the trailing 6-month period	12.65%	7.29%	+5.36%
Volatility (1Y) Calculated over the trailing 1-year period	22.76%	12.41%	+10.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.81%	15.87%	+13.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.56%	18.85%	+6.71%