RPGEX vs. GQRIX
RPGEX (T. Rowe Price Global Growth Stock Fund) and GQRIX (GQG Partners Global Quality Equity Fund Institutional Shares) are both mutual funds - RPGEX is a Global Equities fund actively managed by T. Rowe Price, while GQRIX is a Quality Factor fund managed by GQG Partners. Over the past 5 years, RPGEX returned 4.27%/yr vs 9.35%/yr for GQRIX. Their 0.69 correlation means they have sometimes moved together and sometimes differently. RPGEX charges 0.91%/yr vs 0.75%/yr for GQRIX.
Performance
RPGEX vs. GQRIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RPGEX achieves a 10.05% return, which is significantly higher than GQRIX's 8.04% return.
RPGEX
- 1D
- 0.64%
- 1M
- -1.42%
- 6M
- 6.85%
- YTD
- 10.05%
- 1Y
- 19.01%
- 3Y*
- 15.11%
- 5Y*
- 4.27%
- 10Y*
- 12.43%
- ALL TIME*
- 12.55%
GQRIX
- 1D
- 0.70%
- 1M
- 1.13%
- 6M
- 4.33%
- YTD
- 8.04%
- 1Y
- 10.20%
- 3Y*
- 12.27%
- 5Y*
- 9.35%
- 10Y*
- —
- ALL TIME*
- 11.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RPGEX vs. GQRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
RPGEX T. Rowe Price Global Growth Stock Fund | 10.05% | 14.57% | 18.81% | 19.19% | -29.77% | 11.05% | 44.28% | 12.06% |
GQRIX GQG Partners Global Quality Equity Fund Institutional Shares | 8.04% | 0.91% | 20.18% | 19.79% | -3.64% | 17.13% | 14.75% | 12.84% |
Correlation
The correlation between RPGEX and GQRIX is -0.11, 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. | -0.11 |
Correlation (3Y) Balances recent behavior with more history. | 0.51 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.61 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2019 | 0.69 |
The correlation between RPGEX and GQRIX shifts across timeframes, from -0.11 (1 year) to 0.69 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
RPGEX vs. GQRIX — Risk / Return Rank
RPGEX
GQRIX
RPGEX vs. GQRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Growth Stock Fund (RPGEX) and GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX). 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.
| RPGEX | GQRIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.18 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.40 | +0.25 |
| Martin ratioReturn relative to average drawdown | 6.17 | 3.19 | +2.99 |
Loading charts...
Drawdowns
RPGEX vs. GQRIX - Drawdown Comparison
The maximum RPGEX drawdown since its inception was -39.67%, which is greater than GQRIX's maximum drawdown of -28.86%. Use the drawdown chart below to compare losses from any high point for RPGEX and GQRIX.
Loading charts...
Drawdown Indicators
| RPGEX | GQRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.67% | -28.86% | -10.81% |
Max Drawdown (1Y)Largest decline over 1 year | -10.50% | -7.00% | -3.50% |
Max Drawdown (3Y)Largest decline over 3 years | -17.69% | -16.47% | -1.22% |
Max Drawdown (5Y)Largest decline over 5 years | -39.67% | -20.29% | -19.38% |
Max Drawdown (10Y)Largest decline over 10 years | -39.67% | — | — |
Current DrawdownCurrent decline from peak | -3.37% | -3.19% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -4.89% | -2.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 3.08% | -0.28% |
Volatility
RPGEX vs. GQRIX - Volatility Comparison
T. Rowe Price Global Growth Stock Fund (RPGEX) has a higher volatility of 5.19% compared to GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX) at 2.77%. This indicates that RPGEX's price experiences larger fluctuations and is considered to be riskier than GQRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| RPGEX | GQRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 2.77% | +2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 13.28% | 7.53% | +5.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.85% | 9.47% | +6.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.84% | 14.67% | +3.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.08% | 17.14% | +0.94% |
RPGEX vs. GQRIX - Expense Ratio Comparison
RPGEX has a 0.91% expense ratio, which is higher than GQRIX's 0.75% expense ratio.
Dividends
RPGEX vs. GQRIX - Dividend Comparison
RPGEX's dividend yield for the trailing twelve months is around 10.47%, more than GQRIX's 7.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQRIX GQG Partners Global Quality Equity Fund Institutional Shares | 7.35% | 7.94% | 6.46% | 1.39% | 2.99% | 1.65% | 0.11% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% |
RPGEX T. Rowe Price Global Growth Stock Fund | 10.47% | 11.52% | 0.04% | 0.21% | 0.07% | 8.84% | 3.18% | 0.23% | 1.67% | 0.82% | 0.21% | 4.95% |
Frequently Asked Questions
RPGEX and GQRIX have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RPGEX has higher volatility (5.19%) compared to GQRIX (2.77%). In terms of maximum drawdown, RPGEX dropped -39.67% vs GQRIX's -28.86%.
RPGEX currently has the higher Sharpe Ratio (1.09 vs 1.04), 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.
Find the right allocation for RPGEX and GQRIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer