NUESX vs. GQHPX
NUESX (Northern U.S. Quality ESG Fund) and GQHPX (GQG Partners US Quality Dividend Income Fund) are both Quality Factor funds. Over the past 5 years, NUESX returned 10.67%/yr vs 10.77%/yr for GQHPX. Their 0.50 correlation means they have sometimes moved together and sometimes differently. NUESX charges 0.39%/yr vs 0.57%/yr for GQHPX.
Performance
NUESX vs. GQHPX - Performance Comparison
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Returns By Period
In the year-to-date period, NUESX achieves a 8.00% return, which is significantly lower than GQHPX's 13.55% return.
NUESX
- 1D
- 1.44%
- 1M
- 0.17%
- 6M
- 7.01%
- YTD
- 8.00%
- 1Y
- 17.04%
- 3Y*
- 16.34%
- 5Y*
- 10.67%
- 10Y*
- —
- ALL TIME*
- 14.15%
GQHPX
- 1D
- -0.82%
- 1M
- 2.68%
- 6M
- 7.38%
- YTD
- 13.55%
- 1Y
- 16.78%
- 3Y*
- 11.65%
- 5Y*
- 10.77%
- 10Y*
- —
- ALL TIME*
- 10.80%
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 |
NUESX vs. GQHPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NUESX Northern U.S. Quality ESG Fund | 8.00% | 15.33% | 20.67% | 25.22% | -18.85% | 11.56% |
GQHPX GQG Partners US Quality Dividend Income Fund | 13.55% | 7.53% | 12.69% | 3.94% | 6.73% | 10.34% |
Correlation
The correlation between NUESX and GQHPX is -0.19, 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. | -0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.33 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2021 | 0.50 |
The correlation between NUESX and GQHPX shifts across timeframes, from -0.19 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NUESX vs. GQHPX — Risk / Return Rank
NUESX
GQHPX
NUESX vs. GQHPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern U.S. Quality ESG Fund (NUESX) and GQG Partners US Quality Dividend Income Fund (GQHPX). 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.
| NUESX | GQHPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.26 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.71 | 2.53 | -0.83 |
| Martin ratioReturn relative to average drawdown | 7.34 | 6.76 | +0.59 |
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Drawdowns
NUESX vs. GQHPX - Drawdown Comparison
The maximum NUESX drawdown since its inception was -33.33%, which is greater than GQHPX's maximum drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for NUESX and GQHPX.
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Drawdown Indicators
| NUESX | GQHPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.33% | -17.26% | -16.07% |
Max Drawdown (1Y)Largest decline over 1 year | -9.63% | -6.50% | -3.13% |
Max Drawdown (3Y)Largest decline over 3 years | -19.41% | -8.71% | -10.70% |
Max Drawdown (5Y)Largest decline over 5 years | -24.96% | -17.26% | -7.70% |
Current DrawdownCurrent decline from peak | -1.19% | -1.02% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -5.15% | -3.34% | -1.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 2.43% | -0.20% |
Volatility
NUESX vs. GQHPX - Volatility Comparison
The current volatility for Northern U.S. Quality ESG Fund (NUESX) is 3.31%, while GQG Partners US Quality Dividend Income Fund (GQHPX) has a volatility of 4.32%. This indicates that NUESX experiences smaller price fluctuations and is considered to be less risky than GQHPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NUESX | GQHPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 4.32% | -1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 10.00% | 9.14% | +0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.09% | 11.03% | +2.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.51% | 12.74% | +4.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.54% | 12.74% | +6.80% |
NUESX vs. GQHPX - Expense Ratio Comparison
NUESX has a 0.39% expense ratio, which is lower than GQHPX's 0.57% expense ratio.
Dividends
NUESX vs. GQHPX - Dividend Comparison
NUESX's dividend yield for the trailing twelve months is around 11.54%, more than GQHPX's 3.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
GQHPX GQG Partners US Quality Dividend Income Fund | 3.66% | 2.98% | 3.14% | 2.64% | 3.24% | 0.77% | 0.00% | 0.00% | 0.00% |
NUESX Northern U.S. Quality ESG Fund | 11.54% | 12.68% | 1.50% | 1.54% | 3.71% | 5.97% | 1.60% | 1.62% | 2.44% |
Frequently Asked Questions
NUESX and GQHPX have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GQHPX has higher volatility (4.32%) compared to NUESX (3.31%). In terms of maximum drawdown, NUESX dropped -33.33% vs GQHPX's -17.26%.
GQHPX currently has the higher Sharpe Ratio (1.49 vs 1.26), 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.
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