QGRPX vs. GQFPX

Last updated Aug 1, 2026

QGRPX (UBS US Quality Growth At Reasonable Price Fund) and GQFPX (GQG Partners Global Quality Dividend Income Fund) are both Quality Factor funds. Over the past 5 years, QGRPX returned 9.45%/yr vs 10.72%/yr for GQFPX. Their 0.41 correlation means their historical movements had little consistent relationship. QGRPX charges 0.50%/yr vs 0.86%/yr for GQFPX.

Performance

QGRPX vs. GQFPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS US Quality Growth At Reasonable Price Fund (QGRPX) and GQG Partners Global Quality Dividend Income Fund (GQFPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QGRPX achieves a -0.43% return, which is significantly lower than GQFPX's 11.60% return.

QGRPX

• 1D: 2.14%
• 1M: -0.90%
• 6M: 1.30%
• YTD: -0.43%
• 1Y: 3.49%
• 3Y*: 16.46%
• 5Y*: 9.45%
• 10Y*: —
• ALL TIME*: 13.46%

GQFPX

• 1D: -0.07%
• 1M: 3.13%
• 6M: 4.87%
• YTD: 11.60%
• 1Y: 18.02%
• 3Y*: 13.78%
• 5Y*: 10.72%
• 10Y*: —
• ALL TIME*: 10.59%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GQFPX GQG Partners Global Quality Dividend Income Fund	$0.00	$0.00	$0.00
QGRPX UBS US Quality Growth At Reasonable Price Fund	$0.00	$0.00	$0.00

QGRPX vs. GQFPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
QGRPX UBS US Quality Growth At Reasonable Price Fund	-0.43%	15.51%	25.13%	35.52%	-25.57%	12.41%
GQFPX GQG Partners Global Quality Dividend Income Fund	11.60%	19.29%	4.81%	15.09%	-1.13%	5.03%

Correlation

The correlation between QGRPX and GQFPX is -0.14, 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.	-0.14
Correlation (3Y) Balances recent behavior with more history.	0.25
Correlation (5Y) Shows whether the relationship held over a longer period.	0.41
Correlation (All Time) Calculated using the full available price history since Jun 30, 2021	0.41

The correlation between QGRPX and GQFPX shifts across timeframes, from -0.14 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.

Return for Risk

QGRPX vs. GQFPX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QGRPX

QGRPX Risk / Return Rank: 8
QGRPX Sharpe Ratio Rank: 9
QGRPX Sortino Ratio Rank: 9
QGRPX Omega Ratio Rank: 9
QGRPX Calmar Ratio Rank: 8
QGRPX Martin Ratio Rank: 8

GQFPX

GQFPX Risk / Return Rank: 70
GQFPX Sharpe Ratio Rank: 74
GQFPX Sortino Ratio Rank: 73
GQFPX Omega Ratio Rank: 68
GQFPX Calmar Ratio Rank: 83
GQFPX Martin Ratio Rank: 52

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QGRPX vs. GQFPX - 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 GQG Partners Global Quality Dividend Income Fund (GQFPX). 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	GQFPX	Difference
Sharpe ratio: Return per unit of total volatility	0.27	1.73	-1.45
Sortino ratio: Return per unit of downside risk	0.49	2.48	-1.98
Omega ratio: Gain probability vs. loss probability	1.06	1.30	-0.24
Calmar ratio: Return relative to maximum drawdown	0.25	2.80	-2.56
Martin ratio: Return relative to average drawdown	0.75	7.14	-6.39

QGRPX vs. GQFPX - Sharpe Ratio Comparison

The current QGRPX Sharpe Ratio is 0.27, which is lower than the GQFPX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of QGRPX and GQFPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QGRPX vs. GQFPX - Drawdown Comparison

The maximum QGRPX drawdown since its inception was -30.28%, which is greater than GQFPX's maximum drawdown of -16.95%. Use the drawdown chart below to compare losses from any high point for QGRPX and GQFPX.

Drawdown Indicators

	QGRPX	GQFPX	Difference
Max Drawdown Largest peak-to-trough decline	-30.28%	-16.95%	-13.33%
Max Drawdown (1Y) Largest decline over 1 year	-17.45%	-6.28%	-11.17%
Max Drawdown (3Y) Largest decline over 3 years	-21.03%	-10.57%	-10.46%
Max Drawdown (5Y) Largest decline over 5 years	-30.28%	-16.95%	-13.33%
Current Drawdown Current decline from peak	-4.94%	-1.46%	-3.48%
Average Drawdown Average peak-to-trough decline	-7.47%	-3.03%	-4.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.58%	2.45%	+3.13%

Volatility

QGRPX vs. GQFPX - Volatility Comparison

UBS US Quality Growth At Reasonable Price Fund (QGRPX) has a higher volatility of 4.45% compared to GQG Partners Global Quality Dividend Income Fund (GQFPX) at 3.28%. This indicates that QGRPX's price experiences larger fluctuations and is considered to be riskier than GQFPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QGRPX	GQFPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.45%	3.28%	+1.17%
Volatility (6M) Calculated over the trailing 6-month period	12.45%	8.32%	+4.13%
Volatility (1Y) Calculated over the trailing 1-year period	15.74%	10.18%	+5.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.79%	12.78%	+7.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.26%	12.81%	+6.45%

QGRPX vs. GQFPX - Expense Ratio Comparison

QGRPX has a 0.50% expense ratio, which is lower than GQFPX's 0.86% expense ratio.

Dividends

QGRPX vs. GQFPX - Dividend Comparison

QGRPX's dividend yield for the trailing twelve months is around 6.19%, more than GQFPX's 5.52% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
GQFPX GQG Partners Global Quality Dividend Income Fund	5.52%	5.32%	3.71%	3.69%	5.18%	1.38%	0.00%
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

Can I hold both QGRPX and GQFPX in my portfolio?

QGRPX and GQFPX have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QGRPX or GQFPX?

QGRPX has higher volatility (4.45%) compared to GQFPX (3.28%). In terms of maximum drawdown, QGRPX dropped -30.28% vs GQFPX's -16.95%.

Which has better risk-adjusted returns?

GQFPX currently has the higher Sharpe Ratio (1.73 vs 0.27), 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.