SGARX vs. GQRPX
SGARX (Virtus SGA Global Growth Fund) and GQRPX (GQG Partners Global Quality Equity Fund) are both mutual funds - SGARX is a Global Equities fund managed by Virtus, while GQRPX is a Quality Factor fund managed by GQG Partners. Over the past 5 years, SGARX returned -0.01%/yr vs 8.99%/yr for GQRPX. Their 0.68 correlation means they have sometimes moved together and sometimes differently. SGARX charges 0.91%/yr vs 0.97%/yr for GQRPX.
Performance
SGARX vs. GQRPX - Performance Comparison
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Returns By Period
In the year-to-date period, SGARX achieves a -6.28% return, which is significantly lower than GQRPX's 7.14% return.
SGARX
- 1D
- 1.61%
- 1M
- -0.52%
- 6M
- -3.82%
- YTD
- -6.28%
- 1Y
- -6.13%
- 3Y*
- 4.28%
- 5Y*
- -0.01%
- 10Y*
- —
- ALL TIME*
- 6.72%
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 |
SGARX vs. GQRPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SGARX Virtus SGA Global Growth Fund | -6.28% | 3.75% | 9.88% | 27.17% | -25.69% | 8.31% | 31.26% | 11.44% |
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 SGARX and GQRPX is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.48 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.58 |
Correlation (All Time) Calculated using the full available price history since May 9, 2019 | 0.68 |
The correlation between SGARX and GQRPX shifts across timeframes, from -0.02 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SGARX vs. GQRPX — Risk / Return Rank
SGARX
GQRPX
SGARX vs. GQRPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus SGA Global Growth Fund (SGARX) 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.
| SGARX | GQRPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.51 | ||
| Sortino ratioReturn per unit of downside risk | -2.08 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.16 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.45 | 1.25 | -1.70 |
| Martin ratioReturn relative to average drawdown | -1.14 | 2.83 | -3.96 |
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Drawdowns
SGARX vs. GQRPX - Drawdown Comparison
The maximum SGARX drawdown since its inception was -37.07%, which is greater than GQRPX's maximum drawdown of -28.88%. Use the drawdown chart below to compare losses from any high point for SGARX and GQRPX.
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Drawdown Indicators
| SGARX | GQRPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.07% | -28.88% | -8.19% |
Max Drawdown (1Y)Largest decline over 1 year | -19.19% | -7.02% | -12.17% |
Max Drawdown (3Y)Largest decline over 3 years | -33.86% | -16.49% | -17.37% |
Max Drawdown (5Y)Largest decline over 5 years | -37.07% | -20.39% | -16.68% |
Current DrawdownCurrent decline from peak | -25.00% | -3.93% | -21.07% |
Average DrawdownAverage peak-to-trough decline | -13.27% | -4.95% | -8.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.66% | 3.10% | +4.56% |
Volatility
SGARX vs. GQRPX - Volatility Comparison
Virtus SGA Global Growth Fund (SGARX) has a higher volatility of 4.12% compared to GQG Partners Global Quality Equity Fund (GQRPX) at 2.75%. This indicates that SGARX'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.
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Volatility by Period
| SGARX | GQRPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 2.75% | +1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 12.06% | 7.51% | +4.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.93% | 9.47% | +5.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.67% | 14.69% | +8.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.29% | 17.15% | +6.14% |
SGARX vs. GQRPX - Expense Ratio Comparison
SGARX has a 0.91% expense ratio, which is lower than GQRPX's 0.97% expense ratio.
Dividends
SGARX vs. GQRPX - Dividend Comparison
SGARX's dividend yield for the trailing twelve months is around 13.62%, more than GQRPX's 7.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
GQRPX GQG Partners Global Quality Equity Fund | 7.09% | 7.60% | 6.35% | 1.22% | 2.93% | 1.53% | 0.00% | 0.00% |
SGARX Virtus SGA Global Growth Fund | 13.62% | 12.76% | 25.64% | 0.00% | 2.52% | 6.86% | 3.18% | 0.05% |
Frequently Asked Questions
SGARX and GQRPX have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGARX has higher volatility (4.12%) compared to GQRPX (2.75%). In terms of maximum drawdown, SGARX dropped -37.07% vs GQRPX's -28.88%.
GQRPX currently has the higher Sharpe Ratio (0.93 vs -0.58), 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.
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