PBCKX vs. GQEPX
PBCKX (Principal Blue Chip Fund) and GQEPX (GQG Partners US Select Quality Equity Fund Investor Shares) are both mutual funds - PBCKX is a Large Cap Growth Equities fund managed by Principal, while GQEPX is a Quality Factor fund managed by GQG Partners. Over the past 5 years, PBCKX returned 6.94%/yr vs 9.28%/yr for GQEPX. Their 0.69 correlation means they have sometimes moved together and sometimes differently. PBCKX charges 0.66%/yr vs 0.59%/yr for GQEPX.
Performance
PBCKX vs. GQEPX - Performance Comparison
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Returns By Period
PBCKX
- 1D
- 2.53%
- 1M
- 2.40%
- 6M
- 1.76%
- YTD
- 0.00%
- 1Y
- -0.60%
- 3Y*
- 15.87%
- 5Y*
- 6.94%
- 10Y*
- 16.15%
- ALL TIME*
- 15.71%
GQEPX
- 1D
- 0.94%
- 1M
- 1.28%
- 6M
- 3.19%
- YTD
- 6.74%
- 1Y
- 7.22%
- 3Y*
- 11.80%
- 5Y*
- 9.28%
- 10Y*
- —
- ALL TIME*
- 13.06%
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 |
PBCKX vs. GQEPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
PBCKX Principal Blue Chip Fund | 0.00% | 9.20% | 26.90% | 40.58% | -30.74% | 25.05% | 34.77% | 45.22% | -12.40% |
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares | 6.74% | -4.52% | 28.99% | 17.39% | -2.81% | 19.90% | 23.65% | 27.21% | -7.67% |
Correlation
The correlation between PBCKX and GQEPX is -0.12, 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. | -0.12 |
Correlation (3Y) Balances recent behavior with more history. | 0.47 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.58 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2018 | 0.69 |
The correlation between PBCKX and GQEPX shifts across timeframes, from -0.12 (1 year) to 0.69 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PBCKX vs. GQEPX — Risk / Return Rank
PBCKX
GQEPX
PBCKX vs. GQEPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Blue Chip Fund (PBCKX) 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.
| PBCKX | GQEPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -1.14 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.12 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 0.81 | -0.97 |
| Martin ratioReturn relative to average drawdown | -0.42 | 1.84 | -2.26 |
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Drawdowns
PBCKX vs. GQEPX - Drawdown Comparison
The maximum PBCKX drawdown since its inception was -38.00%, which is greater than GQEPX's maximum drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for PBCKX and GQEPX.
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Drawdown Indicators
| PBCKX | GQEPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.00% | -28.45% | -9.55% |
Max Drawdown (1Y)Largest decline over 1 year | -19.10% | -8.48% | -10.62% |
Max Drawdown (3Y)Largest decline over 3 years | -19.10% | -18.97% | -0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -38.00% | -20.49% | -17.51% |
Max Drawdown (10Y)Largest decline over 10 years | -38.00% | — | — |
Current DrawdownCurrent decline from peak | -3.80% | -8.89% | +5.09% |
Average DrawdownAverage peak-to-trough decline | -5.66% | -5.90% | +0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.87% | 3.75% | +3.12% |
Volatility
PBCKX vs. GQEPX - Volatility Comparison
Principal Blue Chip Fund (PBCKX) has a higher volatility of 5.29% compared to GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) at 2.81%. This indicates that PBCKX'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.
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Volatility by Period
| PBCKX | GQEPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 2.81% | +2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 13.56% | 8.39% | +5.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.52% | 10.60% | +5.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.54% | 15.89% | +4.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.24% | 18.61% | +1.63% |
PBCKX vs. GQEPX - Expense Ratio Comparison
PBCKX has a 0.66% expense ratio, which is higher than GQEPX's 0.59% expense ratio.
Dividends
PBCKX vs. GQEPX - Dividend Comparison
PBCKX's dividend yield for the trailing twelve months is around 19.94%, more than GQEPX's 6.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares | 6.54% | 6.98% | 5.30% | 0.44% | 4.46% | 1.49% | 0.61% | 0.63% | 0.09% | 0.00% | 0.00% | 0.00% |
PBCKX Principal Blue Chip Fund | 19.94% | 19.94% | 9.01% | 0.51% | 0.71% | 6.67% | 3.28% | 8.90% | 7.86% | 2.79% | 1.01% | 2.40% |
Frequently Asked Questions
PBCKX and GQEPX have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PBCKX has higher volatility (5.29%) compared to GQEPX (2.81%). In terms of maximum drawdown, PBCKX dropped -38.00% vs GQEPX's -28.45%.
GQEPX currently has the higher Sharpe Ratio (0.65 vs -0.17), 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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