NWAUX vs. GQRPX
NWAUX (Nationwide GQG US Quality Equity Fund) and GQRPX (GQG Partners Global Quality Equity Fund) are both Quality Factor funds. Over the past 5 years, NWAUX returned 9.18%/yr vs 9.14%/yr for GQRPX. Their correlation of 0.94 means they have usually moved in the same direction. NWAUX charges 0.74%/yr vs 0.97%/yr for GQRPX.
Performance
NWAUX vs. GQRPX - Performance Comparison
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Returns By Period
In the year-to-date period, NWAUX achieves a 6.48% return, which is significantly lower than GQRPX's 7.89% return.
NWAUX
- 1D
- 0.91%
- 1M
- 1.19%
- 6M
- 2.96%
- YTD
- 6.48%
- 1Y
- 7.04%
- 3Y*
- 11.36%
- 5Y*
- 9.18%
- 10Y*
- —
- ALL TIME*
- 11.72%
GQRPX
- 1D
- 0.70%
- 1M
- 1.08%
- 6M
- 4.23%
- YTD
- 7.89%
- 1Y
- 9.98%
- 3Y*
- 12.04%
- 5Y*
- 9.14%
- 10Y*
- —
- ALL TIME*
- 11.77%
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 |
NWAUX vs. GQRPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NWAUX Nationwide GQG US Quality Equity Fund | 6.48% | -4.92% | 27.90% | 18.30% | -3.23% | 22.65% |
GQRPX GQG Partners Global Quality Equity Fund | 7.89% | 0.67% | 19.98% | 19.56% | -3.77% | 19.44% |
Correlation
The correlation between NWAUX and GQRPX is 0.94, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.94 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2021 | 0.94 |
The correlation between NWAUX and GQRPX has been stable across timeframes, ranging from 0.94 to 0.94 - a consistent structural relationship.
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Return for Risk
NWAUX vs. GQRPX — Risk / Return Rank
NWAUX
GQRPX
NWAUX vs. GQRPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nationwide GQG US Quality Equity Fund (NWAUX) and GQG Partners Global Quality Equity Fund (GQRPX). 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.
| NWAUX | GQRPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.18 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.78 | 1.37 | -0.58 |
| Martin ratioReturn relative to average drawdown | 1.77 | 3.09 | -1.32 |
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Drawdowns
NWAUX vs. GQRPX - Drawdown Comparison
The maximum NWAUX drawdown since its inception was -21.07%, smaller than the maximum GQRPX drawdown of -28.88%. Use the drawdown chart below to compare losses from any high point for NWAUX and GQRPX.
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Drawdown Indicators
| NWAUX | GQRPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.07% | -28.88% | +7.81% |
Max Drawdown (1Y)Largest decline over 1 year | -8.55% | -7.02% | -1.53% |
Max Drawdown (3Y)Largest decline over 3 years | -19.31% | -16.49% | -2.82% |
Max Drawdown (5Y)Largest decline over 5 years | -21.07% | -20.39% | -0.68% |
Current DrawdownCurrent decline from peak | -9.76% | -3.25% | -6.51% |
Average DrawdownAverage peak-to-trough decline | -7.04% | -4.95% | -2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.78% | 3.11% | +0.67% |
Volatility
NWAUX vs. GQRPX - Volatility Comparison
Nationwide GQG US Quality Equity Fund (NWAUX) and GQG Partners Global Quality Equity Fund (GQRPX) have volatilities of 2.80% and 2.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NWAUX | GQRPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.80% | 2.79% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 8.34% | 7.53% | +0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.60% | 9.50% | +1.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.11% | 14.68% | +1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.83% | 17.15% | -1.32% |
NWAUX vs. GQRPX - Expense Ratio Comparison
NWAUX has a 0.74% expense ratio, which is lower than GQRPX's 0.97% expense ratio.
Dividends
NWAUX vs. GQRPX - Dividend Comparison
NWAUX's dividend yield for the trailing twelve months is around 4.89%, less than GQRPX's 7.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
GQRPX GQG Partners Global Quality Equity Fund | 7.04% | 7.60% | 6.35% | 1.22% | 2.93% | 1.53% |
NWAUX Nationwide GQG US Quality Equity Fund | 4.89% | 4.35% | 13.58% | 0.40% | 1.93% | 0.60% |
Frequently Asked Questions
With a correlation of 0.94, NWAUX and GQRPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
NWAUX has higher volatility (2.80%) compared to GQRPX (2.79%). In terms of maximum drawdown, NWAUX dropped -21.07% vs GQRPX's -28.88%.
GQRPX currently has the higher Sharpe Ratio (1.01 vs 0.63), 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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