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VAIGX vs. GQJPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VAIGX vs. GQJPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Advice Select International Growth Fund (VAIGX) and GQG Partners International Quality Dividend Income Fund (GQJPX). The values are adjusted to include any dividend payments, if applicable.

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VAIGX vs. GQJPX - Yearly Performance Comparison


2026 (YTD)2025202420232022
VAIGX
Vanguard Advice Select International Growth Fund
-10.41%17.01%19.11%15.53%-28.63%
GQJPX
GQG Partners International Quality Dividend Income Fund
4.71%24.88%7.39%18.06%-11.75%

Returns By Period

In the year-to-date period, VAIGX achieves a -10.41% return, which is significantly lower than GQJPX's 4.71% return.


VAIGX

1D
0.26%
1M
-2.77%
YTD
-10.41%
6M
-17.71%
1Y
0.79%
3Y*
7.40%
5Y*
10Y*

GQJPX

1D
0.81%
1M
-4.74%
YTD
4.71%
6M
9.45%
1Y
17.72%
3Y*
17.91%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VAIGX vs. GQJPX - Expense Ratio Comparison

VAIGX has a 0.42% expense ratio, which is lower than GQJPX's 0.91% expense ratio.


Return for Risk

VAIGX vs. GQJPX — Risk / Return Rank

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

VAIGX
VAIGX Risk / Return Rank: 55
Overall Rank
VAIGX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
VAIGX Sortino Ratio Rank: 55
Sortino Ratio Rank
VAIGX Omega Ratio Rank: 55
Omega Ratio Rank
VAIGX Calmar Ratio Rank: 55
Calmar Ratio Rank
VAIGX Martin Ratio Rank: 55
Martin Ratio Rank

GQJPX
GQJPX Risk / Return Rank: 7373
Overall Rank
GQJPX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
GQJPX Sortino Ratio Rank: 7373
Sortino Ratio Rank
GQJPX Omega Ratio Rank: 7575
Omega Ratio Rank
GQJPX Calmar Ratio Rank: 7373
Calmar Ratio Rank
GQJPX Martin Ratio Rank: 6868
Martin Ratio Rank
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.

VAIGX vs. GQJPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Advice Select International Growth Fund (VAIGX) and GQG Partners International Quality Dividend Income Fund (GQJPX). 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.


VAIGXGQJPXDifference

Sharpe ratio

Return per unit of total volatility

0.08

1.48

-1.41

Sortino ratio

Return per unit of downside risk

0.29

1.92

-1.63

Omega ratio

Gain probability vs. loss probability

1.04

1.30

-0.26

Calmar ratio

Return relative to maximum drawdown

0.10

1.84

-1.74

Martin ratio

Return relative to average drawdown

0.29

6.99

-6.69

VAIGX vs. GQJPX - Sharpe Ratio Comparison

The current VAIGX Sharpe Ratio is 0.08, which is lower than the GQJPX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of VAIGX and GQJPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VAIGXGQJPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

1.48

-1.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.69

-0.67

Correlation

The correlation between VAIGX and GQJPX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VAIGX vs. GQJPX - Dividend Comparison

VAIGX's dividend yield for the trailing twelve months is around 5.04%, more than GQJPX's 3.07% yield.


TTM20252024202320222021
VAIGX
Vanguard Advice Select International Growth Fund
5.04%4.52%0.82%0.13%0.00%0.00%
GQJPX
GQG Partners International Quality Dividend Income Fund
3.07%3.22%3.35%4.50%5.59%1.75%

Drawdowns

VAIGX vs. GQJPX - Drawdown Comparison

The maximum VAIGX drawdown since its inception was -41.46%, which is greater than GQJPX's maximum drawdown of -21.83%. Use the drawdown chart below to compare losses from any high point for VAIGX and GQJPX.


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Drawdown Indicators


VAIGXGQJPXDifference

Max Drawdown

Largest peak-to-trough decline

-41.46%

-21.83%

-19.63%

Max Drawdown (1Y)

Largest decline over 1 year

-21.75%

-8.78%

-12.97%

Current Drawdown

Current decline from peak

-18.28%

-6.53%

-11.75%

Average Drawdown

Average peak-to-trough decline

-14.38%

-5.58%

-8.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.55%

2.49%

+5.06%

Volatility

VAIGX vs. GQJPX - Volatility Comparison

Vanguard Advice Select International Growth Fund (VAIGX) has a higher volatility of 9.06% compared to GQG Partners International Quality Dividend Income Fund (GQJPX) at 5.33%. This indicates that VAIGX's price experiences larger fluctuations and is considered to be riskier than GQJPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VAIGXGQJPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.06%

5.33%

+3.73%

Volatility (6M)

Calculated over the trailing 6-month period

16.23%

8.03%

+8.20%

Volatility (1Y)

Calculated over the trailing 1-year period

24.22%

12.39%

+11.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.20%

13.05%

+16.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.20%

13.05%

+16.15%