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NWWOX vs. GQRPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


NWWOXGQRPX

Correlation

-0.50.00.51.00.7

The correlation between NWWOX and GQRPX is 0.75, 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.

Performance

NWWOX vs. GQRPX - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember0
5.32%
NWWOX
GQRPX

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NWWOX vs. GQRPX - Expense Ratio Comparison

NWWOX has a 1.37% expense ratio, which is higher than GQRPX's 0.97% expense ratio.


NWWOX
Virtus Vontobel Global Opportunities Fund
Expense ratio chart for NWWOX: current value at 1.37% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.37%
Expense ratio chart for GQRPX: current value at 0.97% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.97%

Risk-Adjusted Performance

NWWOX vs. GQRPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Vontobel Global Opportunities Fund (NWWOX) 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.


NWWOX
Sharpe ratio
The chart of Sharpe ratio for NWWOX, currently valued at 1.50, compared to the broader market-1.000.001.002.003.004.005.001.50
Sortino ratio
The chart of Sortino ratio for NWWOX, currently valued at 2.37, compared to the broader market0.005.0010.002.37
Omega ratio
The chart of Omega ratio for NWWOX, currently valued at 1.46, compared to the broader market1.002.003.004.001.46
Calmar ratio
The chart of Calmar ratio for NWWOX, currently valued at 0.65, compared to the broader market0.005.0010.0015.0020.000.65
Martin ratio
The chart of Martin ratio for NWWOX, currently valued at 6.18, compared to the broader market0.0020.0040.0060.0080.006.18
GQRPX
Sharpe ratio
The chart of Sharpe ratio for GQRPX, currently valued at 2.02, compared to the broader market-1.000.001.002.003.004.005.002.02
Sortino ratio
The chart of Sortino ratio for GQRPX, currently valued at 2.76, compared to the broader market0.005.0010.002.76
Omega ratio
The chart of Omega ratio for GQRPX, currently valued at 1.35, compared to the broader market1.002.003.004.001.35
Calmar ratio
The chart of Calmar ratio for GQRPX, currently valued at 3.01, compared to the broader market0.005.0010.0015.0020.003.01
Martin ratio
The chart of Martin ratio for GQRPX, currently valued at 9.91, compared to the broader market0.0020.0040.0060.0080.009.91

NWWOX vs. GQRPX - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50AprilMayJuneJulyAugustSeptember
1.50
2.02
NWWOX
GQRPX

Dividends

NWWOX vs. GQRPX - Dividend Comparison

NWWOX has not paid dividends to shareholders, while GQRPX's dividend yield for the trailing twelve months is around 0.98%.


TTM20232022202120202019201820172016201520142013
NWWOX
Virtus Vontobel Global Opportunities Fund
4.00%1.81%10.84%19.97%2.08%1.96%11.89%5.55%0.90%0.23%0.58%0.54%
GQRPX
GQG Partners Global Quality Equity Fund
0.98%1.22%2.93%1.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NWWOX vs. GQRPX - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-1.24%
-3.04%
NWWOX
GQRPX

Volatility

NWWOX vs. GQRPX - Volatility Comparison

The current volatility for Virtus Vontobel Global Opportunities Fund (NWWOX) is 0.00%, while GQG Partners Global Quality Equity Fund (GQRPX) has a volatility of 3.23%. This indicates that NWWOX experiences smaller price fluctuations and is considered to be less risky than GQRPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember0
3.23%
NWWOX
GQRPX