QGRPX vs. IOLZX

Last updated Apr 1, 2026

Compare and contrast key facts about UBS US Quality Growth At Reasonable Price Fund (QGRPX) and ICON Equity Fund (IOLZX).

QGRPX is managed by UBS. It was launched on Jul 8, 2020. IOLZX is managed by ICON Funds. It was launched on Oct 17, 2002.

Performance

QGRPX vs. IOLZX - 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 ICON Equity Fund (IOLZX). The values are adjusted to include any dividend payments, if applicable.

QGRPX vs. IOLZX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
QGRPX UBS US Quality Growth At Reasonable Price Fund	-14.31%	15.51%	25.13%	35.52%	-25.57%	29.14%	14.62%
IOLZX ICON Equity Fund	-1.68%	15.81%	16.87%	12.13%	-17.78%	26.72%	32.95%

Returns By Period

In the year-to-date period, QGRPX achieves a -14.31% return, which is significantly lower than IOLZX's -1.68% return.

QGRPX

• 1D: -0.31%
• 1M: -9.01%
• YTD: -14.31%
• 6M: -13.51%
• 1Y: 6.80%
• 3Y*: 15.45%
• 5Y*: 9.25%
• 10Y*: —

IOLZX

• 1D: -0.48%
• 1M: -8.41%
• YTD: -1.68%
• 6M: 1.05%
• 1Y: 19.64%
• 3Y*: 14.40%
• 5Y*: 6.85%
• 10Y*: 11.75%

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

QGRPX vs. IOLZX - Expense Ratio Comparison

QGRPX has a 0.50% expense ratio, which is lower than IOLZX's 1.04% expense ratio.

IOLZX

ICON Equity Fund

QGRPX

UBS US Quality Growth At Reasonable Price Fund

Return for Risk

QGRPX vs. IOLZX — Risk / Return Rank

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

QGRPX

QGRPX Risk / Return Rank: 12
QGRPX Sharpe Ratio Rank: 14
QGRPX Sortino Ratio Rank: 16
QGRPX Omega Ratio Rank: 16
QGRPX Calmar Ratio Rank: 8
QGRPX Martin Ratio Rank: 8

IOLZX

IOLZX Risk / Return Rank: 39
IOLZX Sharpe Ratio Rank: 39
IOLZX Sortino Ratio Rank: 42
IOLZX Omega Ratio Rank: 39
IOLZX Calmar Ratio Rank: 42
IOLZX Martin Ratio Rank: 34

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.

QGRPX vs. IOLZX - 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 ICON Equity Fund (IOLZX). 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.

	QGRPX	IOLZX	Difference
Sharpe ratio Return per unit of total volatility	0.37	0.84	-0.47
Sortino ratio Return per unit of downside risk	0.69	1.29	-0.60
Omega ratio Gain probability vs. loss probability	1.09	1.18	-0.08
Calmar ratio Return relative to maximum drawdown	0.09	1.09	-1.00
Martin ratio Return relative to average drawdown	0.27	3.61	-3.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QGRPX vs. IOLZX - Sharpe Ratio Comparison

The current QGRPX Sharpe Ratio is 0.37, which is lower than the IOLZX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of QGRPX and IOLZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	QGRPX	IOLZX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.37	0.84	-0.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	0.32	+0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.53	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.35	+0.25

Correlation

The correlation between QGRPX and IOLZX is 0.65, 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

QGRPX vs. IOLZX - Dividend Comparison

QGRPX's dividend yield for the trailing twelve months is around 7.19%, less than IOLZX's 10.87% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
QGRPX UBS US Quality Growth At Reasonable Price Fund	7.19%	6.16%	3.62%	0.42%	1.00%	2.84%	0.37%	0.00%	0.00%
IOLZX ICON Equity Fund	10.87%	10.69%	22.21%	4.75%	18.57%	14.12%	0.00%	3.46%	1.60%

Drawdowns

QGRPX vs. IOLZX - Drawdown Comparison

The maximum QGRPX drawdown since its inception was -30.28%, smaller than the maximum IOLZX drawdown of -56.03%. Use the drawdown chart below to compare losses from any high point for QGRPX and IOLZX.

Drawdown Indicators

	QGRPX	IOLZX	Difference
Max Drawdown Largest peak-to-trough decline	-30.28%	-56.03%	+25.75%
Max Drawdown (1Y) Largest decline over 1 year	-17.45%	-15.69%	-1.76%
Max Drawdown (5Y) Largest decline over 5 years	-30.28%	-27.77%	-2.51%
Max Drawdown (10Y) Largest decline over 10 years	—	-41.04%	—
Current Drawdown Current decline from peak	-17.45%	-13.74%	-3.71%
Average Drawdown Average peak-to-trough decline	-7.64%	-12.72%	+5.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.58%	4.72%	+0.86%

Volatility

QGRPX vs. IOLZX - Volatility Comparison

The current volatility for UBS US Quality Growth At Reasonable Price Fund (QGRPX) is 4.65%, while ICON Equity Fund (IOLZX) has a volatility of 6.73%. This indicates that QGRPX experiences smaller price fluctuations and is considered to be less risky than IOLZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QGRPX	IOLZX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.65%	6.73%	-2.08%
Volatility (6M) Calculated over the trailing 6-month period	10.82%	14.09%	-3.27%
Volatility (1Y) Calculated over the trailing 1-year period	20.87%	23.57%	-2.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.54%	21.32%	-1.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.38%	22.25%	-2.87%