QGRPX vs. GARP

In the year-to-date period, QGRPX achieves a 0.70% return, which is significantly lower than GARP's 1.16% return.

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QGRPX has a 0.50% expense ratio, which is higher than GARP's 0.15% expense ratio.

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.

The current QGRPX Sharpe Ratio is 0.67, which is comparable to the GARP Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of QGRPX and GARP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

QGRPX's dividend yield for the trailing twelve months is around 3.60%, more than GARP's 0.41% yield.

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.

The current volatility for UBS US Quality Growth At Reasonable Price Fund (QGRPX) is 5.46%, while iShares MSCI USA Quality GARP ETF (GARP) has a volatility of 6.32%. 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.