MNRGX vs. GQEPX

Last updated Jul 3, 2026

MNRGX (Manor Investment Funds Growth Fund) and GQEPX (GQG Partners US Select Quality Equity Fund Investor Shares) are both Large Cap Growth Equities funds. Over the past 5 years, MNRGX returned 11.35%/yr vs 8.73%/yr for GQEPX. A 0.70 correlation means they provide meaningful diversification when combined. MNRGX charges 0.99%/yr vs 0.59%/yr for GQEPX.

Performance

MNRGX vs. GQEPX - Performance Comparison

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

Returns By Period

In the year-to-date period, MNRGX achieves a 9.27% return, which is significantly higher than GQEPX's 3.65% return.

MNRGX

• 1D: 0.45%
• 1M: -0.73%
• 6M: 9.27%
• YTD: 9.27%
• 1Y: 26.38%
• 3Y*: 17.48%
• 5Y*: 11.35%
• 10Y*: 14.72%

GQEPX

• 1D: 0.10%
• 1M: -3.67%
• 6M: 3.65%
• YTD: 3.65%
• 1Y: 2.38%
• 3Y*: 11.73%
• 5Y*: 8.73%
• 10Y*: —

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

MNRGX vs. GQEPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
MNRGX Manor Investment Funds Growth Fund	9.27%	15.41%	18.27%	22.77%	-17.43%	27.93%	26.64%	30.79%	-15.27%
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares	3.65%	-4.52%	28.99%	17.39%	-2.81%	19.90%	23.65%	27.21%	-7.67%

Correlation

The correlation between MNRGX and GQEPX is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.20
Correlation (3Y) Calculated over the trailing 3-year period	0.46
Correlation (5Y) Calculated over the trailing 5-year period	0.60
Correlation (All Time) Calculated using the full available price history since Oct 4, 2018	0.70

The correlation between MNRGX and GQEPX shifts across timeframes, from -0.20 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.

Return for Risk

MNRGX vs. GQEPX — Risk / Return Rank

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

MNRGX

MNRGX Risk / Return Rank: 47
MNRGX Sharpe Ratio Rank: 57
MNRGX Sortino Ratio Rank: 53
MNRGX Omega Ratio Rank: 48
MNRGX Calmar Ratio Rank: 38
MNRGX Martin Ratio Rank: 37

GQEPX

GQEPX Risk / Return Rank: 4
GQEPX Sharpe Ratio Rank: 4
GQEPX Sortino Ratio Rank: 4
GQEPX Omega Ratio Rank: 4
GQEPX Calmar Ratio Rank: 4
GQEPX Martin Ratio Rank: 4

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.

MNRGX vs. GQEPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Manor Investment Funds Growth Fund (MNRGX) 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.

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.

	MNRGX	GQEPX	Difference
Sharpe ratio: Return per unit of total volatility	1.73	0.09	+1.64
Sortino ratio: Return per unit of downside risk	2.38	0.20	+2.18
Omega ratio: Gain probability vs. loss probability	1.30	1.02	+0.27
Calmar ratio: Return relative to maximum drawdown	1.88	0.11	+1.77
Martin ratio: Return relative to average drawdown	6.52	0.27	+6.25

MNRGX vs. GQEPX - Sharpe Ratio Comparison

The current MNRGX Sharpe Ratio is 1.73, which is higher than the GQEPX Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of MNRGX and GQEPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MNRGX vs. GQEPX - Drawdown Comparison

The maximum MNRGX drawdown since its inception was -56.04%, which is greater than GQEPX's maximum drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for MNRGX and GQEPX.

Drawdown Indicators

	MNRGX	GQEPX	Difference
Max Drawdown Largest peak-to-trough decline	-56.04%	-28.45%	-27.59%
Max Drawdown (1Y) Largest decline over 1 year	-14.52%	-8.48%	-6.04%
Max Drawdown (3Y) Largest decline over 3 years	-29.23%	-18.97%	-10.26%
Max Drawdown (5Y) Largest decline over 5 years	-29.23%	-20.49%	-8.74%
Max Drawdown (10Y) Largest decline over 10 years	-30.57%	—	—
Current Drawdown Current decline from peak	-1.20%	-11.53%	+10.33%
Average Drawdown Average peak-to-trough decline	-13.47%	-5.86%	-7.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.19%	3.47%	+0.72%

Volatility

MNRGX vs. GQEPX - Volatility Comparison

Manor Investment Funds Growth Fund (MNRGX) has a higher volatility of 5.70% compared to GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) at 4.24%. This indicates that MNRGX'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

	MNRGX	GQEPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.70%	4.24%	+1.46%
Volatility (6M) Calculated over the trailing 6-month period	12.58%	8.33%	+4.25%
Volatility (1Y) Calculated over the trailing 1-year period	15.85%	10.57%	+5.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.26%	15.94%	+3.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.32%	18.69%	+0.63%

MNRGX vs. GQEPX - Expense Ratio Comparison

MNRGX has a 0.99% expense ratio, which is higher than GQEPX's 0.59% expense ratio.

Dividends

MNRGX vs. GQEPX - Dividend Comparison

MNRGX's dividend yield for the trailing twelve months is around 7.83%, more than GQEPX's 6.73% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares	6.73%	6.98%	5.30%	0.44%	4.46%	1.49%	0.61%	0.63%	0.09%	0.00%	0.00%	0.00%
MNRGX Manor Investment Funds Growth Fund	7.83%	8.56%	0.00%	2.98%	5.34%	4.81%	11.66%	3.00%	9.20%	0.03%	0.06%	3.46%

Frequently Asked Questions

Can I hold both MNRGX and GQEPX in my portfolio?

MNRGX and GQEPX have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MNRGX or GQEPX?

MNRGX has higher volatility (5.70%) compared to GQEPX (4.24%). In terms of maximum drawdown, MNRGX dropped -56.04% vs GQEPX's -28.45%.

Which has better risk-adjusted returns?

MNRGX currently has the higher Sharpe Ratio (1.73 vs 0.09), 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.