MGFAX vs. GQFPX
Compare and contrast key facts about MassMutual Global Fund (MGFAX) and GQG Partners Global Quality Dividend Income Fund (GQFPX).
MGFAX is managed by MassMutual. It was launched on Dec 30, 2004. GQFPX is managed by GQG Partners Inc. It was launched on Jun 29, 2021.
Performance
MGFAX vs. GQFPX - Performance Comparison
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MGFAX vs. GQFPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MGFAX MassMutual Global Fund | -10.06% | 14.37% | 15.01% | 33.87% | -32.08% | 7.43% |
GQFPX GQG Partners Global Quality Dividend Income Fund | 10.08% | 19.29% | 4.81% | 15.09% | -1.13% | 5.03% |
Returns By Period
In the year-to-date period, MGFAX achieves a -10.06% return, which is significantly lower than GQFPX's 10.08% return.
MGFAX
- 1D
- 3.98%
- 1M
- -6.31%
- YTD
- -10.06%
- 6M
- -7.68%
- 1Y
- 8.60%
- 3Y*
- 11.68%
- 5Y*
- 4.54%
- 10Y*
- 10.26%
GQFPX
- 1D
- 0.37%
- 1M
- -2.10%
- YTD
- 10.08%
- 6M
- 11.45%
- 1Y
- 19.15%
- 3Y*
- 16.47%
- 5Y*
- —
- 10Y*
- —
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MGFAX vs. GQFPX - Expense Ratio Comparison
MGFAX has a 1.41% expense ratio, which is higher than GQFPX's 0.86% expense ratio.
Return for Risk
MGFAX vs. GQFPX — Risk / Return Rank
MGFAX
GQFPX
MGFAX vs. GQFPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MassMutual Global Fund (MGFAX) and GQG Partners Global Quality Dividend Income Fund (GQFPX). 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.
| MGFAX | GQFPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.45 | 1.58 | -1.13 |
Sortino ratioReturn per unit of downside risk | 0.79 | 2.03 | -1.25 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.33 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 0.53 | 1.96 | -1.43 |
Martin ratioReturn relative to average drawdown | 2.01 | 9.35 | -7.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MGFAX | GQFPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 1.58 | -1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.87 | -0.58 |
Correlation
The correlation between MGFAX and GQFPX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MGFAX vs. GQFPX - Dividend Comparison
MGFAX's dividend yield for the trailing twelve months is around 48.54%, more than GQFPX's 4.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGFAX MassMutual Global Fund | 48.54% | 43.66% | 16.85% | 30.43% | 28.11% | 15.89% | 5.05% | 0.36% | 27.78% | 12.10% | 3.75% | 8.25% |
GQFPX GQG Partners Global Quality Dividend Income Fund | 4.83% | 5.32% | 3.71% | 3.69% | 5.18% | 1.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MGFAX vs. GQFPX - Drawdown Comparison
The maximum MGFAX drawdown since its inception was -62.06%, which is greater than GQFPX's maximum drawdown of -16.95%. Use the drawdown chart below to compare losses from any high point for MGFAX and GQFPX.
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Drawdown Indicators
| MGFAX | GQFPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.06% | -16.95% | -45.11% |
Max Drawdown (1Y)Largest decline over 1 year | -16.38% | -9.37% | -7.01% |
Max Drawdown (5Y)Largest decline over 5 years | -46.09% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -46.09% | — | — |
Current DrawdownCurrent decline from peak | -13.05% | -2.80% | -10.25% |
Average DrawdownAverage peak-to-trough decline | -13.68% | -3.03% | -10.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.35% | 2.08% | +2.27% |
Volatility
MGFAX vs. GQFPX - Volatility Comparison
MassMutual Global Fund (MGFAX) has a higher volatility of 7.20% compared to GQG Partners Global Quality Dividend Income Fund (GQFPX) at 3.97%. This indicates that MGFAX's price experiences larger fluctuations and is considered to be riskier than GQFPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MGFAX | GQFPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.20% | 3.97% | +3.23% |
Volatility (6M)Calculated over the trailing 6-month period | 12.44% | 6.99% | +5.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.93% | 12.37% | +7.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.43% | 12.88% | +20.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.53% | 12.88% | +14.65% |