SCGVX vs. GQRPX
SCGVX (Sands Capital Global Growth Fund) and GQRPX (GQG Partners Global Quality Equity Fund) are both mutual funds - SCGVX is a Global Equities fund managed by Sands Capital, while GQRPX is a Quality Factor fund managed by GQG Partners. Over the past 5 years, SCGVX returned -1.87%/yr vs 8.99%/yr for GQRPX. Their 0.62 correlation means they have sometimes moved together and sometimes differently. SCGVX charges 1.15%/yr vs 0.97%/yr for GQRPX.
Performance
SCGVX vs. GQRPX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SCGVX achieves a -1.81% return, which is significantly lower than GQRPX's 7.14% return.
SCGVX
- 1D
- 2.31%
- 1M
- -4.19%
- 6M
- 1.92%
- YTD
- -1.81%
- 1Y
- -1.27%
- 3Y*
- 9.36%
- 5Y*
- -1.87%
- 10Y*
- 9.66%
- ALL TIME*
- 9.38%
GQRPX
- 1D
- 0.43%
- 1M
- 0.38%
- 6M
- 3.45%
- YTD
- 7.14%
- 1Y
- 9.22%
- 3Y*
- 11.61%
- 5Y*
- 8.99%
- 10Y*
- —
- ALL TIME*
- 11.67%
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 |
SCGVX vs. GQRPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SCGVX Sands Capital Global Growth Fund | -1.81% | 10.68% | 15.64% | 31.49% | -43.49% | 9.56% | 49.33% | 13.64% |
GQRPX GQG Partners Global Quality Equity Fund | 7.14% | 0.67% | 19.98% | 19.56% | -3.77% | 16.94% | 14.55% | 12.70% |
Correlation
The correlation between SCGVX and GQRPX is -0.19, 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. | -0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.46 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.53 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2019 | 0.62 |
The correlation between SCGVX and GQRPX shifts across timeframes, from -0.19 (1 year) to 0.62 (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
SCGVX vs. GQRPX — Risk / Return Rank
SCGVX
GQRPX
SCGVX vs. GQRPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sands Capital Global Growth Fund (SCGVX) and GQG Partners Global Quality Equity Fund (GQRPX). 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.
| SCGVX | GQRPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.51 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.16 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 1.25 | -1.42 |
| Martin ratioReturn relative to average drawdown | -0.50 | 2.83 | -3.33 |
Loading charts...
Drawdowns
SCGVX vs. GQRPX - Drawdown Comparison
The maximum SCGVX drawdown since its inception was -53.96%, which is greater than GQRPX's maximum drawdown of -28.88%. Use the drawdown chart below to compare losses from any high point for SCGVX and GQRPX.
Loading charts...
Drawdown Indicators
| SCGVX | GQRPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.96% | -28.88% | -25.08% |
Max Drawdown (1Y)Largest decline over 1 year | -21.39% | -7.02% | -14.37% |
Max Drawdown (3Y)Largest decline over 3 years | -23.07% | -16.49% | -6.58% |
Max Drawdown (5Y)Largest decline over 5 years | -53.96% | -20.39% | -33.57% |
Max Drawdown (10Y)Largest decline over 10 years | -53.96% | — | — |
Current DrawdownCurrent decline from peak | -17.06% | -3.93% | -13.13% |
Average DrawdownAverage peak-to-trough decline | -12.12% | -4.95% | -7.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.42% | 3.10% | +4.32% |
Volatility
SCGVX vs. GQRPX - Volatility Comparison
Sands Capital Global Growth Fund (SCGVX) has a higher volatility of 5.84% compared to GQG Partners Global Quality Equity Fund (GQRPX) at 2.75%. This indicates that SCGVX's price experiences larger fluctuations and is considered to be riskier than GQRPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SCGVX | GQRPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.84% | 2.75% | +3.09% |
Volatility (6M)Calculated over the trailing 6-month period | 17.10% | 7.51% | +9.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.11% | 9.47% | +10.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.90% | 14.69% | +11.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.10% | 17.15% | +5.95% |
SCGVX vs. GQRPX - Expense Ratio Comparison
SCGVX has a 1.15% expense ratio, which is higher than GQRPX's 0.97% expense ratio.
Dividends
SCGVX vs. GQRPX - Dividend Comparison
SCGVX's dividend yield for the trailing twelve months is around 47.43%, more than GQRPX's 7.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
GQRPX GQG Partners Global Quality Equity Fund | 7.09% | 7.60% | 6.35% | 1.22% | 2.93% | 1.53% | 0.00% | 0.00% | 0.00% | 0.00% |
SCGVX Sands Capital Global Growth Fund | 47.43% | 46.57% | 9.14% | 0.00% | 0.00% | 13.05% | 3.34% | 5.97% | 9.05% | 0.23% |
Frequently Asked Questions
SCGVX and GQRPX have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCGVX has higher volatility (5.84%) compared to GQRPX (2.75%). In terms of maximum drawdown, SCGVX dropped -53.96% vs GQRPX's -28.88%.
GQRPX currently has the higher Sharpe Ratio (0.93 vs -0.19), 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 SCGVX and GQRPX
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