QGRPX vs. GARP
QGRPX (UBS US Quality Growth At Reasonable Price Fund) and GARP (iShares MSCI USA Quality GARP ETF) are both Large Cap Growth Equities funds. Over the past 5 years, QGRPX returned 10.61%/yr vs 18.36%/yr for GARP. Their correlation of 0.90 suggests significant overlap in exposure. QGRPX charges 0.50%/yr vs 0.15%/yr for GARP.
Performance
QGRPX vs. GARP - Performance Comparison
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Returns By Period
In the year-to-date period, QGRPX achieves a -0.43% return, which is significantly lower than GARP's 16.17% return.
QGRPX
- 1D
- -1.53%
- 1M
- -2.51%
- YTD
- -0.43%
- 6M
- -1.11%
- 1Y
- 11.21%
- 3Y*
- 18.21%
- 5Y*
- 10.61%
- 10Y*
- —
GARP
- 1D
- -2.76%
- 1M
- 0.95%
- YTD
- 16.17%
- 6M
- 14.60%
- 1Y
- 36.49%
- 3Y*
- 30.82%
- 5Y*
- 18.36%
- 10Y*
- —
QGRPX vs. GARP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
QGRPX UBS US Quality Growth At Reasonable Price Fund | -0.43% | 15.51% | 25.13% | 35.52% | -25.57% | 29.14% | 14.62% |
GARP iShares MSCI USA Quality GARP ETF | 16.17% | 21.49% | 37.42% | 42.86% | -26.75% | 27.99% | 19.43% |
Correlation
The correlation between QGRPX and GARP is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2020 | 0.90 |
The correlation between QGRPX and GARP shifts across timeframes, from 0.78 (1 year) to 0.90 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
QGRPX vs. GARP — Risk / Return Rank
QGRPX
GARP
QGRPX vs. GARP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS US Quality Growth At Reasonable Price Fund (QGRPX) and iShares MSCI USA Quality GARP ETF (GARP). 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.
| QGRPX | GARP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.33 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.77 | 2.68 | -1.91 |
| Martin ratioReturn relative to average drawdown | 2.41 | 10.39 | -7.98 |
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Drawdowns
QGRPX vs. GARP - Drawdown Comparison
The maximum QGRPX drawdown since its inception was -30.28%, roughly equal to the maximum GARP drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for QGRPX and GARP.
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Drawdown Indicators
| QGRPX | GARP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.28% | -31.34% | +1.06% |
Max Drawdown (1Y)Largest decline over 1 year | -17.45% | -13.69% | -3.76% |
Max Drawdown (3Y)Largest decline over 3 years | -21.03% | -23.73% | +2.70% |
Max Drawdown (5Y)Largest decline over 5 years | -30.28% | -30.61% | +0.33% |
Current DrawdownCurrent decline from peak | -4.94% | -4.93% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -7.33% | -0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.37% | 3.52% | +1.85% |
Volatility
QGRPX vs. GARP - Volatility Comparison
The current volatility for UBS US Quality Growth At Reasonable Price Fund (QGRPX) is 5.49%, while iShares MSCI USA Quality GARP ETF (GARP) has a volatility of 8.62%. This indicates that QGRPX experiences smaller price fluctuations and is considered to be less risky than GARP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QGRPX | GARP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 8.62% | -3.13% |
Volatility (6M)Calculated over the trailing 6-month period | 12.36% | 15.52% | -3.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.31% | 19.23% | -3.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.72% | 22.22% | -2.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.32% | 23.98% | -4.66% |
QGRPX vs. GARP - Expense Ratio Comparison
QGRPX has a 0.50% expense ratio, which is higher than GARP's 0.15% expense ratio.
Dividends
QGRPX vs. GARP - Dividend Comparison
QGRPX's dividend yield for the trailing twelve months is around 6.19%, more than GARP's 0.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
GARP iShares MSCI USA Quality GARP ETF | 0.27% | 0.31% | 0.38% | 0.75% | 1.85% | 0.67% | 0.75% |
QGRPX UBS US Quality Growth At Reasonable Price Fund | 6.19% | 6.16% | 3.62% | 0.42% | 1.00% | 2.84% | 0.37% |
Frequently Asked Questions
QGRPX and GARP have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GARP has higher volatility (8.62%) compared to QGRPX (5.49%). In terms of maximum drawdown, QGRPX dropped -30.28% vs GARP's -31.34%.
GARP currently has the higher Sharpe Ratio (1.91 vs 0.88), 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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