USGLX vs. GQEPX
USGLX (John Hancock U.S. Global Leaders Growth Fund) and GQEPX (GQG Partners US Select Quality Equity Fund Investor Shares) are both mutual funds - USGLX is a Large Cap Growth Equities fund managed by John Hancock, while GQEPX is a Quality Factor fund managed by GQG Partners. Over the past 5 years, USGLX returned 1.66%/yr vs 9.07%/yr for GQEPX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. USGLX charges 1.13%/yr vs 0.59%/yr for GQEPX.
Performance
USGLX vs. GQEPX - Performance Comparison
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Returns By Period
In the year-to-date period, USGLX achieves a -4.06% return, which is significantly lower than GQEPX's 5.74% return.
USGLX
- 1D
- 1.16%
- 1M
- -0.24%
- 6M
- -1.01%
- YTD
- -4.06%
- 1Y
- -2.62%
- 3Y*
- 7.46%
- 5Y*
- 1.66%
- 10Y*
- 10.88%
- ALL TIME*
- 9.67%
GQEPX
- 1D
- 0.28%
- 1M
- 0.33%
- 6M
- 1.93%
- YTD
- 5.74%
- 1Y
- 6.22%
- 3Y*
- 11.35%
- 5Y*
- 9.07%
- 10Y*
- —
- ALL TIME*
- 12.93%
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 |
USGLX vs. GQEPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
USGLX John Hancock U.S. Global Leaders Growth Fund | -4.06% | 2.94% | 18.17% | 29.14% | -29.76% | 19.18% | 35.40% | 33.07% | -11.03% |
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares | 5.74% | -4.52% | 28.99% | 17.39% | -2.81% | 19.90% | 23.65% | 27.21% | -7.67% |
Correlation
The correlation between USGLX and GQEPX is -0.04, 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. | -0.04 |
Correlation (3Y) Balances recent behavior with more history. | 0.49 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.58 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2018 | 0.70 |
The correlation between USGLX and GQEPX shifts across timeframes, from -0.04 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
USGLX vs. GQEPX — Risk / Return Rank
USGLX
GQEPX
USGLX vs. GQEPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock U.S. Global Leaders Growth Fund (USGLX) 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.
| USGLX | GQEPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.10 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | 0.71 | -1.06 |
| Martin ratioReturn relative to average drawdown | -0.93 | 1.61 | -2.54 |
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Drawdowns
USGLX vs. GQEPX - Drawdown Comparison
The maximum USGLX drawdown since its inception was -46.82%, which is greater than GQEPX's maximum drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for USGLX and GQEPX.
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Drawdown Indicators
| USGLX | GQEPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.82% | -28.45% | -18.37% |
Max Drawdown (1Y)Largest decline over 1 year | -15.97% | -8.48% | -7.49% |
Max Drawdown (3Y)Largest decline over 3 years | -25.58% | -18.97% | -6.61% |
Max Drawdown (5Y)Largest decline over 5 years | -36.80% | -20.49% | -16.31% |
Max Drawdown (10Y)Largest decline over 10 years | -36.80% | — | — |
Current DrawdownCurrent decline from peak | -14.59% | -9.74% | -4.85% |
Average DrawdownAverage peak-to-trough decline | -7.43% | -5.90% | -1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.94% | 3.74% | +2.20% |
Volatility
USGLX vs. GQEPX - Volatility Comparison
John Hancock U.S. Global Leaders Growth Fund (USGLX) has a higher volatility of 3.68% compared to GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) at 2.69%. This indicates that USGLX'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
| USGLX | GQEPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 2.69% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 10.71% | 8.34% | +2.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.01% | 10.57% | +3.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.08% | 15.89% | +5.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.23% | 18.62% | +1.61% |
USGLX vs. GQEPX - Expense Ratio Comparison
USGLX has a 1.13% expense ratio, which is higher than GQEPX's 0.59% expense ratio.
Dividends
USGLX vs. GQEPX - Dividend Comparison
USGLX's dividend yield for the trailing twelve months is around 29.59%, more than GQEPX's 6.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares | 6.60% | 6.98% | 5.30% | 0.44% | 4.46% | 1.49% | 0.61% | 0.63% | 0.09% | 0.00% | 0.00% | 0.00% |
USGLX John Hancock U.S. Global Leaders Growth Fund | 29.59% | 28.38% | 15.79% | 0.00% | 0.00% | 8.75% | 11.38% | 6.76% | 13.55% | 7.34% | 5.42% | 6.57% |
Frequently Asked Questions
USGLX and GQEPX have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USGLX has higher volatility (3.68%) compared to GQEPX (2.69%). In terms of maximum drawdown, USGLX dropped -46.82% vs GQEPX's -28.45%.
GQEPX currently has the higher Sharpe Ratio (0.57 vs -0.39), 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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