QDISX vs. GMGEX
Compare and contrast key facts about Fisher Investments Institutional Group Stock Fund for Retirement Plans (QDISX) and GMO Global Equity Allocation Fund (GMGEX).
QDISX is managed by T. Rowe Price. It was launched on Dec 12, 2019. GMGEX is managed by GMO. It was launched on Nov 25, 1996.
Performance
QDISX vs. GMGEX - Performance Comparison
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QDISX vs. GMGEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QDISX Fisher Investments Institutional Group Stock Fund for Retirement Plans | -1.69% | 25.34% | 22.02% | 36.03% | -24.15% | 20.28% | 27.76% | 1.00% |
GMGEX GMO Global Equity Allocation Fund | 3.72% | 29.14% | 4.12% | 22.27% | -17.07% | 14.99% | 9.55% | 1.72% |
Returns By Period
In the year-to-date period, QDISX achieves a -1.69% return, which is significantly lower than GMGEX's 3.72% return.
QDISX
- 1D
- 2.48%
- 1M
- -5.92%
- YTD
- -1.69%
- 6M
- 2.24%
- 1Y
- 26.03%
- 3Y*
- 21.29%
- 5Y*
- 12.03%
- 10Y*
- —
GMGEX
- 1D
- 2.68%
- 1M
- -5.76%
- YTD
- 3.72%
- 6M
- 10.13%
- 1Y
- 30.15%
- 3Y*
- 16.98%
- 5Y*
- 8.06%
- 10Y*
- 9.93%
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QDISX vs. GMGEX - Expense Ratio Comparison
QDISX has a 0.00% expense ratio, which is lower than GMGEX's 0.01% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
QDISX vs. GMGEX — Risk / Return Rank
QDISX
GMGEX
QDISX vs. GMGEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fisher Investments Institutional Group Stock Fund for Retirement Plans (QDISX) and GMO Global Equity Allocation Fund (GMGEX). 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.
| QDISX | GMGEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.59 | 1.94 | -0.35 |
Sortino ratioReturn per unit of downside risk | 2.22 | 2.63 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.39 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.11 | 2.59 | -0.48 |
Martin ratioReturn relative to average drawdown | 9.04 | 11.30 | -2.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QDISX | GMGEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 1.94 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.55 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.22 | +0.48 |
Correlation
The correlation between QDISX and GMGEX is 0.87, 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.
Dividends
QDISX vs. GMGEX - Dividend Comparison
QDISX's dividend yield for the trailing twelve months is around 12.89%, more than GMGEX's 4.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDISX Fisher Investments Institutional Group Stock Fund for Retirement Plans | 12.89% | 12.68% | 4.04% | 5.53% | 1.88% | 1.14% | 1.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GMGEX GMO Global Equity Allocation Fund | 4.52% | 4.69% | 0.29% | 5.62% | 7.81% | 7.76% | 3.83% | 3.14% | 3.14% | 2.90% | 3.71% | 4.20% |
Drawdowns
QDISX vs. GMGEX - Drawdown Comparison
The maximum QDISX drawdown since its inception was -33.97%, smaller than the maximum GMGEX drawdown of -58.47%. Use the drawdown chart below to compare losses from any high point for QDISX and GMGEX.
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Drawdown Indicators
| QDISX | GMGEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.97% | -58.47% | +24.50% |
Max Drawdown (1Y)Largest decline over 1 year | -12.58% | -11.62% | -0.96% |
Max Drawdown (5Y)Largest decline over 5 years | -33.97% | -28.58% | -5.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.98% | — |
Current DrawdownCurrent decline from peak | -7.73% | -6.81% | -0.92% |
Average DrawdownAverage peak-to-trough decline | -7.16% | -16.84% | +9.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.66% | +0.27% |
Volatility
QDISX vs. GMGEX - Volatility Comparison
The current volatility for Fisher Investments Institutional Group Stock Fund for Retirement Plans (QDISX) is 5.65%, while GMO Global Equity Allocation Fund (GMGEX) has a volatility of 6.09%. This indicates that QDISX experiences smaller price fluctuations and is considered to be less risky than GMGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDISX | GMGEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.65% | 6.09% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 9.40% | 9.78% | -0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.79% | 15.72% | +1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.55% | 14.74% | +3.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.30% | 16.02% | +5.28% |