VALSX vs. GQEPX
VALSX (Value Line Select Growth Fund) and GQEPX (GQG Partners US Select Quality Equity Fund Investor Shares) are both mutual funds - VALSX is a Large Cap Growth Equities fund managed by Value Line, while GQEPX is a Quality Factor fund managed by GQG Partners. Over the past 5 years, VALSX returned 2.89%/yr vs 9.28%/yr for GQEPX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. VALSX charges 1.13%/yr vs 0.59%/yr for GQEPX.
Performance
VALSX vs. GQEPX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VALSX achieves a -7.20% return, which is significantly lower than GQEPX's 6.74% return.
VALSX
- 1D
- 0.59%
- 1M
- -0.10%
- 6M
- -7.02%
- YTD
- -7.20%
- 1Y
- -14.22%
- 3Y*
- 3.81%
- 5Y*
- 2.89%
- 10Y*
- 10.62%
- ALL TIME*
- 9.31%
GQEPX
- 1D
- 0.94%
- 1M
- 1.28%
- 6M
- 3.19%
- YTD
- 6.74%
- 1Y
- 7.22%
- 3Y*
- 11.80%
- 5Y*
- 9.28%
- 10Y*
- —
- ALL TIME*
- 13.06%
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 |
VALSX vs. GQEPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VALSX Value Line Select Growth Fund | -7.20% | -1.86% | 11.90% | 31.29% | -20.74% | 23.76% | 23.07% | 36.62% | -12.24% |
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares | 6.74% | -4.52% | 28.99% | 17.39% | -2.81% | 19.90% | 23.65% | 27.21% | -7.67% |
Correlation
The correlation between VALSX and GQEPX is 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.54 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.61 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2018 | 0.70 |
Over the past year, the correlation between VALSX and GQEPX has dropped to 0.19 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.
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
VALSX vs. GQEPX — Risk / Return Rank
VALSX
GQEPX
VALSX vs. GQEPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Value Line Select Growth Fund (VALSX) 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.
| VALSX | GQEPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -2.70 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.12 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | 0.81 | -1.65 |
| Martin ratioReturn relative to average drawdown | -1.32 | 1.84 | -3.16 |
Loading charts...
Drawdowns
VALSX vs. GQEPX - Drawdown Comparison
The maximum VALSX drawdown since its inception was -55.08%, which is greater than GQEPX's maximum drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for VALSX and GQEPX.
Loading charts...
Drawdown Indicators
| VALSX | GQEPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.08% | -28.45% | -26.63% |
Max Drawdown (1Y)Largest decline over 1 year | -18.03% | -8.48% | -9.55% |
Max Drawdown (3Y)Largest decline over 3 years | -18.75% | -18.97% | +0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -28.22% | -20.49% | -7.73% |
Max Drawdown (10Y)Largest decline over 10 years | -34.00% | — | — |
Current DrawdownCurrent decline from peak | -16.56% | -8.89% | -7.67% |
Average DrawdownAverage peak-to-trough decline | -13.63% | -5.90% | -7.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.40% | 3.75% | +7.65% |
Volatility
VALSX vs. GQEPX - Volatility Comparison
Value Line Select Growth Fund (VALSX) has a higher volatility of 3.03% compared to GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) at 2.81%. This indicates that VALSX'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.
Loading charts...
Volatility by Period
| VALSX | GQEPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 2.81% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 9.09% | 8.39% | +0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.16% | 10.60% | +1.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.43% | 15.89% | +1.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 18.61% | -0.37% |
VALSX vs. GQEPX - Expense Ratio Comparison
VALSX has a 1.13% expense ratio, which is higher than GQEPX's 0.59% expense ratio.
Dividends
VALSX vs. GQEPX - Dividend Comparison
VALSX's dividend yield for the trailing twelve months is around 9.26%, more than GQEPX's 6.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares | 6.54% | 6.98% | 5.30% | 0.44% | 4.46% | 1.49% | 0.61% | 0.63% | 0.09% | 0.00% | 0.00% | 0.00% |
VALSX Value Line Select Growth Fund | 9.26% | 8.59% | 11.16% | 9.98% | 12.14% | 14.47% | 27.15% | 6.81% | 10.12% | 7.12% | 6.84% | 17.21% |
Frequently Asked Questions
VALSX and GQEPX 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.
VALSX has higher volatility (3.03%) compared to GQEPX (2.81%). In terms of maximum drawdown, VALSX dropped -55.08% vs GQEPX's -28.45%.
GQEPX currently has the higher Sharpe Ratio (0.65 vs -1.25), 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 VALSX and GQEPX
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