SSGFX vs. GQEPX

Last updated Jun 5, 2026

SSGFX (Sextant Growth Fund) and GQEPX (GQG Partners US Select Quality Equity Fund Investor Shares) are both Large Cap Growth Equities funds. Over the past 5 years, SSGFX returned 12.05%/yr vs 10.23%/yr for GQEPX. A 0.72 correlation means they provide meaningful diversification when combined. SSGFX charges 0.74%/yr vs 0.59%/yr for GQEPX.

Performance

SSGFX vs. GQEPX - Performance Comparison

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

Returns By Period

In the year-to-date period, SSGFX achieves a 10.82% return, which is significantly higher than GQEPX's 6.44% return.

SSGFX

• 1D: -0.74%
• 1M: 2.65%
• YTD: 10.82%
• 6M: 8.92%
• 1Y: 26.42%
• 3Y*: 20.75%
• 5Y*: 12.05%
• 10Y*: 15.07%

GQEPX

• 1D: -1.07%
• 1M: -1.57%
• YTD: 6.44%
• 6M: 7.73%
• 1Y: 5.78%
• 3Y*: 13.34%
• 5Y*: 10.23%
• 10Y*: —

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

SSGFX vs. GQEPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
SSGFX Sextant Growth Fund	10.82%	16.01%	24.45%	28.25%	-25.30%	22.79%	30.49%	36.39%	-13.99%
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares	6.44%	-4.52%	28.99%	17.39%	-2.81%	19.90%	23.65%	27.21%	-7.67%

Correlation

The correlation between SSGFX and GQEPX is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.20
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (5Y) Calculated over the trailing 5-year period	0.61
Correlation (All Time) Calculated using the full available price history since Oct 5, 2018	0.72

The correlation between SSGFX and GQEPX shifts across timeframes, from -0.20 (1 year) to 0.72 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SSGFX vs. GQEPX — Risk / Return Rank

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

SSGFX

SSGFX Risk / Return Rank: 37
SSGFX Sharpe Ratio Rank: 45
SSGFX Sortino Ratio Rank: 42
SSGFX Omega Ratio Rank: 41
SSGFX Calmar Ratio Rank: 28
SSGFX Martin Ratio Rank: 29

GQEPX

GQEPX Risk / Return Rank: 6
GQEPX Sharpe Ratio Rank: 6
GQEPX Sortino Ratio Rank: 6
GQEPX Omega Ratio Rank: 6
GQEPX Calmar Ratio Rank: 8
GQEPX Martin Ratio Rank: 6

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.

SSGFX vs. GQEPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sextant Growth Fund (SSGFX) 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.

	SSGFX	GQEPX	Difference
Sharpe ratio: Return per unit of total volatility	1.92	0.49	+1.43
Sortino ratio: Return per unit of downside risk	2.68	0.78	+1.90
Omega ratio: Gain probability vs. loss probability	1.34	1.09	+0.25
Calmar ratio: Return relative to maximum drawdown	1.91	0.73	+1.18
Martin ratio: Return relative to average drawdown	6.56	1.64	+4.92
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SSGFX vs. GQEPX - Sharpe Ratio Comparison

The current SSGFX Sharpe Ratio is 1.92, which is higher than the GQEPX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of SSGFX 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.

Sharpe Ratios by Period

	SSGFX	GQEPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.92	0.49	+1.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	0.65	-0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.78	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.71	-0.21

Drawdowns

SSGFX vs. GQEPX - Drawdown Comparison

The maximum SSGFX drawdown since its inception was -51.52%, which is greater than GQEPX's maximum drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for SSGFX and GQEPX.

Drawdown Indicators

	SSGFX	GQEPX	Difference
Max Drawdown Largest peak-to-trough decline	-51.52%	-28.45%	-23.07%
Max Drawdown (1Y) Largest decline over 1 year	-14.13%	-6.77%	-7.36%
Max Drawdown (3Y) Largest decline over 3 years	-21.07%	-18.97%	-2.10%
Max Drawdown (5Y) Largest decline over 5 years	-30.06%	-20.49%	-9.57%
Max Drawdown (10Y) Largest decline over 10 years	-30.23%	—	—
Current Drawdown Current decline from peak	-0.88%	-9.14%	+8.26%
Average Drawdown Average peak-to-trough decline	-10.12%	-5.81%	-4.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.11%	3.02%	+1.09%

Volatility

SSGFX vs. GQEPX - Volatility Comparison

Sextant Growth Fund (SSGFX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) have volatilities of 3.74% and 3.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SSGFX	GQEPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.74%	3.72%	+0.02%
Volatility (6M) Calculated over the trailing 6-month period	10.81%	7.71%	+3.10%
Volatility (1Y) Calculated over the trailing 1-year period	14.06%	10.09%	+3.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.90%	15.87%	+3.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.45%	18.72%	+0.73%

SSGFX vs. GQEPX - Expense Ratio Comparison

SSGFX has a 0.74% expense ratio, which is higher than GQEPX's 0.59% expense ratio.

Dividends

SSGFX vs. GQEPX - Dividend Comparison

SSGFX's dividend yield for the trailing twelve months is around 1.48%, less than GQEPX's 6.56% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares	6.56%	6.98%	5.30%	0.44%	4.46%	1.49%	0.61%	0.63%	0.09%	0.00%	0.00%	0.00%
SSGFX Sextant Growth Fund	1.48%	1.64%	2.19%	0.00%	2.59%	8.85%	0.58%	2.83%	5.10%	0.63%	3.65%	8.92%

Frequently Asked Questions

Can I hold both SSGFX and GQEPX in my portfolio?

SSGFX and GQEPX have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SSGFX or GQEPX?

SSGFX has higher volatility (3.74%) compared to GQEPX (3.72%). In terms of maximum drawdown, SSGFX dropped -51.52% vs GQEPX's -28.45%.

Which has better risk-adjusted returns?

SSGFX currently has the higher Sharpe Ratio (1.92 vs 0.49), 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.