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PIGDX vs. GQJPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PIGDX vs. GQJPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes International Growth Fund (PIGDX) and GQG Partners International Quality Dividend Income Fund (GQJPX). The values are adjusted to include any dividend payments, if applicable.

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PIGDX vs. GQJPX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PIGDX
Federated Hermes International Growth Fund
0.77%-72.44%6.47%8.80%-29.43%-2.09%
GQJPX
GQG Partners International Quality Dividend Income Fund
4.71%24.88%7.39%18.06%-10.50%1.05%

Returns By Period

In the year-to-date period, PIGDX achieves a 0.77% return, which is significantly lower than GQJPX's 4.71% return.


PIGDX

1D
3.15%
1M
-8.18%
YTD
0.77%
6M
-77.76%
1Y
-73.30%
3Y*
-33.02%
5Y*
-24.75%
10Y*

GQJPX

1D
0.81%
1M
-4.74%
YTD
4.71%
6M
9.45%
1Y
17.72%
3Y*
17.91%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PIGDX vs. GQJPX - Expense Ratio Comparison

PIGDX has a 0.84% expense ratio, which is lower than GQJPX's 0.91% expense ratio.


Return for Risk

PIGDX vs. GQJPX — Risk / Return Rank

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

PIGDX
PIGDX Risk / Return Rank: 00
Overall Rank
PIGDX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
PIGDX Sortino Ratio Rank: 11
Sortino Ratio Rank
PIGDX Omega Ratio Rank: 00
Omega Ratio Rank
PIGDX Calmar Ratio Rank: 00
Calmar Ratio Rank
PIGDX Martin Ratio Rank: 00
Martin Ratio Rank

GQJPX
GQJPX Risk / Return Rank: 7373
Overall Rank
GQJPX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
GQJPX Sortino Ratio Rank: 7373
Sortino Ratio Rank
GQJPX Omega Ratio Rank: 7575
Omega Ratio Rank
GQJPX Calmar Ratio Rank: 7373
Calmar Ratio Rank
GQJPX Martin Ratio Rank: 6868
Martin Ratio Rank
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.

PIGDX vs. GQJPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes International Growth Fund (PIGDX) and GQG Partners International Quality Dividend Income Fund (GQJPX). 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.


PIGDXGQJPXDifference

Sharpe ratio

Return per unit of total volatility

-0.93

1.48

-2.41

Sortino ratio

Return per unit of downside risk

-0.82

1.92

-2.74

Omega ratio

Gain probability vs. loss probability

0.62

1.30

-0.68

Calmar ratio

Return relative to maximum drawdown

-0.93

1.84

-2.78

Martin ratio

Return relative to average drawdown

-1.95

6.99

-8.93

PIGDX vs. GQJPX - Sharpe Ratio Comparison

The current PIGDX Sharpe Ratio is -0.93, which is lower than the GQJPX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of PIGDX and GQJPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PIGDXGQJPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.93

1.48

-2.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.21

0.69

-0.90

Correlation

The correlation between PIGDX and GQJPX 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

PIGDX vs. GQJPX - Dividend Comparison

PIGDX has not paid dividends to shareholders, while GQJPX's dividend yield for the trailing twelve months is around 3.07%.


TTM202520242023202220212020201920182017
PIGDX
Federated Hermes International Growth Fund
0.00%0.00%1.98%1.24%2.03%3.98%4.51%4.64%16.19%1.26%
GQJPX
GQG Partners International Quality Dividend Income Fund
3.07%3.22%3.35%4.50%5.59%1.75%0.00%0.00%0.00%0.00%

Drawdowns

PIGDX vs. GQJPX - Drawdown Comparison

The maximum PIGDX drawdown since its inception was -79.94%, which is greater than GQJPX's maximum drawdown of -21.83%. Use the drawdown chart below to compare losses from any high point for PIGDX and GQJPX.


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Drawdown Indicators


PIGDXGQJPXDifference

Max Drawdown

Largest peak-to-trough decline

-79.94%

-21.83%

-58.11%

Max Drawdown (1Y)

Largest decline over 1 year

-78.87%

-8.78%

-70.09%

Max Drawdown (5Y)

Largest decline over 5 years

-79.94%

Current Drawdown

Current decline from peak

-79.31%

-6.53%

-72.78%

Average Drawdown

Average peak-to-trough decline

-15.96%

-5.58%

-10.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.85%

2.49%

+35.36%

Volatility

PIGDX vs. GQJPX - Volatility Comparison

Federated Hermes International Growth Fund (PIGDX) has a higher volatility of 7.70% compared to GQG Partners International Quality Dividend Income Fund (GQJPX) at 5.33%. This indicates that PIGDX's price experiences larger fluctuations and is considered to be riskier than GQJPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PIGDXGQJPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

5.33%

+2.37%

Volatility (6M)

Calculated over the trailing 6-month period

146.68%

8.03%

+138.65%

Volatility (1Y)

Calculated over the trailing 1-year period

82.14%

12.39%

+69.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.97%

13.05%

+25.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.11%

13.05%

+18.06%