OAKWX vs. GQFPX

Last updated Apr 2, 2026

Compare and contrast key facts about Oakmark Global Select Fund (OAKWX) and GQG Partners Global Quality Dividend Income Fund (GQFPX).

OAKWX is managed by Oakmark. It was launched on Oct 1, 2006. GQFPX is managed by GQG Partners Inc. It was launched on Jun 29, 2021.

Performance

OAKWX vs. GQFPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oakmark Global Select Fund (OAKWX) and GQG Partners Global Quality Dividend Income Fund (GQFPX). The values are adjusted to include any dividend payments, if applicable.

OAKWX vs. GQFPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
OAKWX Oakmark Global Select Fund	-8.12%	20.73%	4.68%	22.72%	-22.48%	6.33%
GQFPX GQG Partners Global Quality Dividend Income Fund	10.08%	19.29%	4.81%	15.09%	-1.13%	5.03%

Returns By Period

In the year-to-date period, OAKWX achieves a -8.12% return, which is significantly lower than GQFPX's 10.08% return.

OAKWX

• 1D: 2.20%
• 1M: -7.63%
• YTD: -8.12%
• 6M: -6.66%
• 1Y: 2.20%
• 3Y*: 9.31%
• 5Y*: 4.42%
• 10Y*: 8.41%

GQFPX

• 1D: 0.37%
• 1M: -2.10%
• YTD: 10.08%
• 6M: 11.45%
• 1Y: 19.15%
• 3Y*: 16.47%
• 5Y*: —
• 10Y*: —

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

OAKWX vs. GQFPX - Expense Ratio Comparison

OAKWX has a 1.10% expense ratio, which is higher than GQFPX's 0.86% expense ratio.

OAKWX

Oakmark Global Select Fund

GQFPX

GQG Partners Global Quality Dividend Income Fund

Return for Risk

OAKWX vs. GQFPX — Risk / Return Rank

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

OAKWX

OAKWX Risk / Return Rank: 7
OAKWX Sharpe Ratio Rank: 6
OAKWX Sortino Ratio Rank: 6
OAKWX Omega Ratio Rank: 6
OAKWX Calmar Ratio Rank: 7
OAKWX Martin Ratio Rank: 8

GQFPX

GQFPX Risk / Return Rank: 78
GQFPX Sharpe Ratio Rank: 80
GQFPX Sortino Ratio Rank: 74
GQFPX Omega Ratio Rank: 79
GQFPX Calmar Ratio Rank: 73
GQFPX Martin Ratio Rank: 83

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.

OAKWX vs. GQFPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oakmark Global Select Fund (OAKWX) and GQG Partners Global Quality Dividend Income Fund (GQFPX). 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.

	OAKWX	GQFPX	Difference
Sharpe ratio Return per unit of total volatility	0.14	1.58	-1.45
Sortino ratio Return per unit of downside risk	0.31	2.03	-1.72
Omega ratio Gain probability vs. loss probability	1.04	1.33	-0.29
Calmar ratio Return relative to maximum drawdown	0.16	1.96	-1.80
Martin ratio Return relative to average drawdown	0.58	9.35	-8.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OAKWX vs. GQFPX - Sharpe Ratio Comparison

The current OAKWX Sharpe Ratio is 0.14, which is lower than the GQFPX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of OAKWX and GQFPX, 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

	OAKWX	GQFPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.14	1.58	-1.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.26	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.87	-0.49

Correlation

The correlation between OAKWX and GQFPX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

OAKWX vs. GQFPX - Dividend Comparison

OAKWX's dividend yield for the trailing twelve months is around 1.56%, less than GQFPX's 4.83% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
OAKWX Oakmark Global Select Fund	1.56%	1.43%	1.17%	0.83%	0.33%	14.91%	0.00%	1.17%	5.28%	5.48%	1.00%	5.60%
GQFPX GQG Partners Global Quality Dividend Income Fund	4.83%	5.32%	3.71%	3.69%	5.18%	1.38%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

OAKWX vs. GQFPX - Drawdown Comparison

The maximum OAKWX drawdown since its inception was -54.43%, which is greater than GQFPX's maximum drawdown of -16.95%. Use the drawdown chart below to compare losses from any high point for OAKWX and GQFPX.

Drawdown Indicators

	OAKWX	GQFPX	Difference
Max Drawdown Largest peak-to-trough decline	-54.43%	-16.95%	-37.48%
Max Drawdown (1Y) Largest decline over 1 year	-14.26%	-9.37%	-4.89%
Max Drawdown (5Y) Largest decline over 5 years	-32.79%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-42.07%	—	—
Current Drawdown Current decline from peak	-12.38%	-2.80%	-9.58%
Average Drawdown Average peak-to-trough decline	-9.45%	-3.03%	-6.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.02%	2.08%	+1.94%

Volatility

OAKWX vs. GQFPX - Volatility Comparison

Oakmark Global Select Fund (OAKWX) has a higher volatility of 4.73% compared to GQG Partners Global Quality Dividend Income Fund (GQFPX) at 3.97%. This indicates that OAKWX's price experiences larger fluctuations and is considered to be riskier than GQFPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OAKWX	GQFPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.73%	3.97%	+0.76%
Volatility (6M) Calculated over the trailing 6-month period	9.32%	6.99%	+2.33%
Volatility (1Y) Calculated over the trailing 1-year period	15.86%	12.37%	+3.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.91%	12.88%	+4.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.15%	12.88%	+6.27%