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RSGRX vs. GQEPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSGRX vs. GQEPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory RS Growth Fund (RSGRX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RSGRX achieves a 3.93% return, which is significantly lower than GQEPX's 8.04% return.


RSGRX

1D
2.07%
1M
0.64%
6M
6.35%
YTD
3.93%
1Y
11.51%
3Y*
21.88%
5Y*
10.73%
10Y*
14.86%
ALL TIME*
11.57%

GQEPX

1D
1.22%
1M
2.51%
6M
3.25%
YTD
8.04%
1Y
7.67%
3Y*
13.18%
5Y*
9.56%
10Y*
ALL TIME*
13.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

RSGRX vs. GQEPX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
RSGRX
Victory RS Growth Fund
3.93%18.04%34.38%44.65%-33.32%19.64%35.74%29.83%-18.77%
GQEPX
GQG Partners US Select Quality Equity Fund Investor Shares
8.04%-4.52%28.99%17.39%-2.81%19.90%23.65%27.21%-7.67%

Correlation

The correlation between RSGRX and GQEPX is -0.29, 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.

-0.29

Correlation (3Y)
Balances recent behavior with more history.

0.45

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.57

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2018

0.69

The correlation between RSGRX and GQEPX shifts across timeframes, from -0.29 (1 year) to 0.69 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

RSGRX vs. GQEPX — Risk / Return Rank

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

RSGRX
RSGRX Risk / Return Rank: 1717
Overall Rank
RSGRX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
RSGRX Sortino Ratio Rank: 1818
Sortino Ratio Rank
RSGRX Omega Ratio Rank: 1818
Omega Ratio Rank
RSGRX Calmar Ratio Rank: 1515
Calmar Ratio Rank
RSGRX Martin Ratio Rank: 1717
Martin Ratio Rank

GQEPX
GQEPX Risk / Return Rank: 1919
Overall Rank
GQEPX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
GQEPX Sortino Ratio Rank: 2121
Sortino Ratio Rank
GQEPX Omega Ratio Rank: 1919
Omega Ratio Rank
GQEPX Calmar Ratio Rank: 2020
Calmar Ratio Rank
GQEPX Martin Ratio Rank: 1616
Martin Ratio Rank
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.

RSGRX vs. GQEPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory RS Growth Fund (RSGRX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX). 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.


RSGRXGQEPXDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.14

1.14

0.00

Calmar ratioReturn relative to maximum drawdown

0.83

1.01

-0.18

Martin ratioReturn relative to average drawdown

2.55

2.27

+0.27

RSGRX vs. GQEPX - Sharpe Ratio Comparison

The current RSGRX Sharpe Ratio is 0.76, which is comparable to the GQEPX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of RSGRX and GQEPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RSGRX vs. GQEPX - Drawdown Comparison

The maximum RSGRX drawdown since its inception was -60.95%, which is greater than GQEPX's maximum drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for RSGRX and GQEPX.


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Drawdown Indicators


RSGRXGQEPXDifference

Max Drawdown

Largest peak-to-trough decline

-60.95%

-28.45%

-32.50%

Max Drawdown (1Y)

Largest decline over 1 year

-16.50%

-8.48%

-8.02%

Max Drawdown (3Y)

Largest decline over 3 years

-24.35%

-18.97%

-5.38%

Max Drawdown (5Y)

Largest decline over 5 years

-40.29%

-20.49%

-19.80%

Max Drawdown (10Y)

Largest decline over 10 years

-40.29%

Current Drawdown

Current decline from peak

-5.83%

-7.78%

+1.95%

Average Drawdown

Average peak-to-trough decline

-14.32%

-5.90%

-8.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.36%

3.76%

+1.60%

Volatility

RSGRX vs. GQEPX - Volatility Comparison

Victory RS Growth Fund (RSGRX) has a higher volatility of 6.64% compared to GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) at 2.58%. This indicates that RSGRX's price experiences larger fluctuations and is considered to be riskier than GQEPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSGRXGQEPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.64%

2.58%

+4.06%

Volatility (6M)

Calculated over the trailing 6-month period

14.51%

8.41%

+6.10%

Volatility (1Y)

Calculated over the trailing 1-year period

18.10%

10.68%

+7.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.52%

15.90%

+7.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.56%

18.61%

+3.95%

RSGRX vs. GQEPX - Expense Ratio Comparison

RSGRX has a 1.10% expense ratio, which is higher than GQEPX's 0.59% expense ratio.


Dividends

RSGRX vs. GQEPX - Dividend Comparison

RSGRX's dividend yield for the trailing twelve months is around 5.05%, less than GQEPX's 6.46% yield.


PositionTTM20252024202320222021202020192018201720162015
GQEPX
GQG Partners US Select Quality Equity Fund Investor Shares
6.46%6.98%5.30%0.44%4.46%1.49%0.61%0.63%0.09%0.00%0.00%0.00%
RSGRX
Victory RS Growth Fund
5.05%5.25%7.52%0.15%2.33%9.08%9.19%10.65%16.93%5.16%8.44%7.02%

Frequently Asked Questions


RSGRX and GQEPX have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RSGRX has higher volatility (6.64%) compared to GQEPX (2.58%). In terms of maximum drawdown, RSGRX dropped -60.95% vs GQEPX's -28.45%.

GQEPX currently has the higher Sharpe Ratio (0.80 vs 0.76), 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.

Portfolio Optimizer

Find the right allocation for RSGRX and GQEPX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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