MRLIX vs. GQEPX
MRLIX (AMG Renaissance Large Cap Growth Fund) and GQEPX (GQG Partners US Select Quality Equity Fund Investor Shares) are both mutual funds - MRLIX is a Large Cap Growth Equities fund managed by AMG, while GQEPX is a Quality Factor fund managed by GQG Partners. Over the past 5 years, MRLIX returned 4.34%/yr vs 9.07%/yr for GQEPX. Their 0.71 correlation means they have sometimes moved together and sometimes differently. MRLIX charges 0.66%/yr vs 0.59%/yr for GQEPX.
Performance
MRLIX vs. GQEPX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MRLIX achieves a 3.11% return, which is significantly lower than GQEPX's 5.74% return.
MRLIX
- 1D
- 2.15%
- 1M
- -0.96%
- 6M
- 2.69%
- YTD
- 3.11%
- 1Y
- -6.89%
- 3Y*
- 4.79%
- 5Y*
- 4.34%
- 10Y*
- 12.61%
- ALL TIME*
- 12.94%
GQEPX
- 1D
- 0.28%
- 1M
- 0.33%
- 6M
- 1.93%
- YTD
- 5.74%
- 1Y
- 6.22%
- 3Y*
- 11.35%
- 5Y*
- 9.07%
- 10Y*
- —
- ALL TIME*
- 12.93%
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 |
MRLIX vs. GQEPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MRLIX AMG Renaissance Large Cap Growth Fund | 3.11% | -4.22% | 9.25% | 25.51% | -16.98% | 30.76% | 23.92% | 47.97% | -13.52% |
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares | 5.74% | -4.52% | 28.99% | 17.39% | -2.81% | 19.90% | 23.65% | 27.21% | -7.67% |
Correlation
The correlation between MRLIX and GQEPX is -0.17, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.17 |
Correlation (3Y) Balances recent behavior with more history. | 0.47 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.61 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2018 | 0.71 |
The correlation between MRLIX and GQEPX shifts across timeframes, from -0.17 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MRLIX vs. GQEPX — Risk / Return Rank
MRLIX
GQEPX
MRLIX vs. GQEPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG Renaissance Large Cap Growth Fund (MRLIX) 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.
| MRLIX | GQEPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.29 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.10 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 0.71 | -1.09 |
| Martin ratioReturn relative to average drawdown | -0.70 | 1.61 | -2.32 |
Loading charts...
Drawdowns
MRLIX vs. GQEPX - Drawdown Comparison
The maximum MRLIX drawdown since its inception was -34.16%, which is greater than GQEPX's maximum drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for MRLIX and GQEPX.
Loading charts...
Drawdown Indicators
| MRLIX | GQEPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.16% | -28.45% | -5.71% |
Max Drawdown (1Y)Largest decline over 1 year | -23.75% | -8.48% | -15.27% |
Max Drawdown (3Y)Largest decline over 3 years | -27.51% | -18.97% | -8.54% |
Max Drawdown (5Y)Largest decline over 5 years | -27.51% | -20.49% | -7.02% |
Max Drawdown (10Y)Largest decline over 10 years | -34.16% | — | — |
Current DrawdownCurrent decline from peak | -15.43% | -9.74% | -5.69% |
Average DrawdownAverage peak-to-trough decline | -5.47% | -5.90% | +0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.62% | 3.74% | +8.88% |
Volatility
MRLIX vs. GQEPX - Volatility Comparison
AMG Renaissance Large Cap Growth Fund (MRLIX) has a higher volatility of 3.94% compared to GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) at 2.69%. This indicates that MRLIX'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.
Loading charts...
Volatility by Period
| MRLIX | GQEPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 2.69% | +1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 11.84% | 8.34% | +3.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.89% | 10.57% | +10.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.04% | 15.89% | +3.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.71% | 18.62% | +1.09% |
MRLIX vs. GQEPX - Expense Ratio Comparison
MRLIX has a 0.66% expense ratio, which is higher than GQEPX's 0.59% expense ratio.
Dividends
MRLIX vs. GQEPX - Dividend Comparison
MRLIX has not paid dividends to shareholders, while GQEPX's dividend yield for the trailing twelve months is around 6.60%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares | 6.60% | 6.98% | 5.30% | 0.44% | 4.46% | 1.49% | 0.61% | 0.63% | 0.09% | 0.00% | 0.00% | 0.00% |
MRLIX AMG Renaissance Large Cap Growth Fund | 0.00% | 0.00% | 1.52% | 7.77% | 7.44% | 8.36% | 5.23% | 17.34% | 24.83% | 3.35% | 2.29% | 1.59% |
Frequently Asked Questions
MRLIX and GQEPX have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MRLIX has higher volatility (3.94%) compared to GQEPX (2.69%). In terms of maximum drawdown, MRLIX dropped -34.16% vs GQEPX's -28.45%.
GQEPX currently has the higher Sharpe Ratio (0.57 vs -0.43), 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.
Find the right allocation for MRLIX and GQEPX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer