MOSAX vs. GQJPX

Last updated Apr 1, 2026

Compare and contrast key facts about MassMutual Overseas Fund (MOSAX) and GQG Partners International Quality Dividend Income Fund (GQJPX).

MOSAX is managed by MassMutual. It was launched on Apr 30, 2001. GQJPX is managed by GQG Partners Inc. It was launched on Jun 29, 2021.

Performance

MOSAX vs. GQJPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MassMutual Overseas Fund (MOSAX) and GQG Partners International Quality Dividend Income Fund (GQJPX). The values are adjusted to include any dividend payments, if applicable.

MOSAX vs. GQJPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
MOSAX MassMutual Overseas Fund	-7.37%	25.48%	0.12%	18.26%	-15.35%	2.44%
GQJPX GQG Partners International Quality Dividend Income Fund	3.87%	24.88%	7.39%	18.06%	-10.50%	1.05%

Returns By Period

In the year-to-date period, MOSAX achieves a -7.37% return, which is significantly lower than GQJPX's 3.87% return.

MOSAX

• 1D: 0.38%
• 1M: -11.41%
• YTD: -7.37%
• 6M: -3.99%
• 1Y: 8.70%
• 3Y*: 7.26%
• 5Y*: 4.73%
• 10Y*: 7.44%

GQJPX

• 1D: -0.32%
• 1M: -7.07%
• YTD: 3.87%
• 6M: 9.04%
• 1Y: 17.20%
• 3Y*: 17.59%
• 5Y*: —
• 10Y*: —

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

MOSAX vs. GQJPX - Expense Ratio Comparison

MOSAX has a 1.34% expense ratio, which is higher than GQJPX's 0.91% expense ratio.

MOSAX

MassMutual Overseas Fund

GQJPX

GQG Partners International Quality Dividend Income Fund

Return for Risk

MOSAX vs. GQJPX — Risk / Return Rank

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

MOSAX

MOSAX Risk / Return Rank: 17
MOSAX Sharpe Ratio Rank: 17
MOSAX Sortino Ratio Rank: 15
MOSAX Omega Ratio Rank: 15
MOSAX Calmar Ratio Rank: 18
MOSAX Martin Ratio Rank: 19

GQJPX

GQJPX Risk / Return Rank: 74
GQJPX Sharpe Ratio Rank: 77
GQJPX Sortino Ratio Rank: 73
GQJPX Omega Ratio Rank: 74
GQJPX Calmar Ratio Rank: 74
GQJPX Martin Ratio Rank: 69

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.

MOSAX vs. GQJPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MassMutual Overseas Fund (MOSAX) and GQG Partners International Quality Dividend Income Fund (GQJPX). 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.

	MOSAX	GQJPX	Difference
Sharpe ratio Return per unit of total volatility	0.48	1.39	-0.91
Sortino ratio Return per unit of downside risk	0.72	1.81	-1.09
Omega ratio Gain probability vs. loss probability	1.10	1.28	-0.18
Calmar ratio Return relative to maximum drawdown	0.54	1.71	-1.17
Martin ratio Return relative to average drawdown	2.00	6.57	-4.57
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MOSAX vs. GQJPX - Sharpe Ratio Comparison

The current MOSAX Sharpe Ratio is 0.48, which is lower than the GQJPX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of MOSAX and GQJPX, 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

	MOSAX	GQJPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.48	1.39	-0.91
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.27	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.41	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	0.68	-0.42

Correlation

The correlation between MOSAX and GQJPX is 0.74, 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

MOSAX vs. GQJPX - Dividend Comparison

MOSAX's dividend yield for the trailing twelve months is around 19.66%, more than GQJPX's 3.10% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MOSAX MassMutual Overseas Fund	19.66%	18.21%	6.02%	2.24%	9.26%	9.64%	1.78%	5.10%	12.16%	1.42%	1.71%	3.12%
GQJPX GQG Partners International Quality Dividend Income Fund	3.10%	3.22%	3.35%	4.50%	5.59%	1.75%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

MOSAX vs. GQJPX - Drawdown Comparison

The maximum MOSAX drawdown since its inception was -58.43%, which is greater than GQJPX's maximum drawdown of -21.83%. Use the drawdown chart below to compare losses from any high point for MOSAX and GQJPX.

Drawdown Indicators

	MOSAX	GQJPX	Difference
Max Drawdown Largest peak-to-trough decline	-58.43%	-21.83%	-36.60%
Max Drawdown (1Y) Largest decline over 1 year	-11.74%	-8.78%	-2.96%
Max Drawdown (5Y) Largest decline over 5 years	-33.69%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-36.75%	—	—
Current Drawdown Current decline from peak	-11.41%	-7.28%	-4.13%
Average Drawdown Average peak-to-trough decline	-11.67%	-5.58%	-6.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.18%	2.46%	+0.72%

Volatility

MOSAX vs. GQJPX - Volatility Comparison

MassMutual Overseas Fund (MOSAX) has a higher volatility of 6.11% compared to GQG Partners International Quality Dividend Income Fund (GQJPX) at 5.40%. This indicates that MOSAX's price experiences larger fluctuations and is considered to be riskier than GQJPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MOSAX	GQJPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.11%	5.40%	+0.71%
Volatility (6M) Calculated over the trailing 6-month period	9.57%	8.01%	+1.56%
Volatility (1Y) Calculated over the trailing 1-year period	15.24%	12.39%	+2.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.54%	13.05%	+4.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.18%	13.05%	+5.13%