VGPMX vs. GQFPX
Compare and contrast key facts about Vanguard Global Capital Cycles Fund (VGPMX) and GQG Partners Global Quality Dividend Income Fund (GQFPX).
VGPMX is managed by Vanguard. It was launched on May 23, 1984. GQFPX is managed by GQG Partners Inc. It was launched on Jun 29, 2021.
Performance
VGPMX vs. GQFPX - Performance Comparison
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VGPMX vs. GQFPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VGPMX Vanguard Global Capital Cycles Fund | 7.85% | 65.96% | 5.78% | 10.06% | 7.34% | 6.54% |
GQFPX GQG Partners Global Quality Dividend Income Fund | 10.08% | 19.29% | 4.81% | 15.09% | -1.13% | 5.03% |
Returns By Period
In the year-to-date period, VGPMX achieves a 7.85% return, which is significantly lower than GQFPX's 10.08% return.
VGPMX
- 1D
- 3.18%
- 1M
- -6.80%
- YTD
- 7.85%
- 6M
- 20.12%
- 1Y
- 61.74%
- 3Y*
- 25.56%
- 5Y*
- 19.42%
- 10Y*
- 12.75%
GQFPX
- 1D
- 0.37%
- 1M
- -2.10%
- YTD
- 10.08%
- 6M
- 11.45%
- 1Y
- 19.15%
- 3Y*
- 16.47%
- 5Y*
- —
- 10Y*
- —
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VGPMX vs. GQFPX - Expense Ratio Comparison
VGPMX has a 0.36% expense ratio, which is lower than GQFPX's 0.86% expense ratio.
Return for Risk
VGPMX vs. GQFPX — Risk / Return Rank
VGPMX
GQFPX
VGPMX vs. GQFPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Capital Cycles Fund (VGPMX) and GQG Partners Global Quality Dividend Income Fund (GQFPX). 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.
| VGPMX | GQFPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.21 | 1.58 | +1.63 |
Sortino ratioReturn per unit of downside risk | 3.80 | 2.03 | +1.76 |
Omega ratioGain probability vs. loss probability | 1.61 | 1.33 | +0.28 |
Calmar ratioReturn relative to maximum drawdown | 4.79 | 1.96 | +2.82 |
Martin ratioReturn relative to average drawdown | 19.71 | 9.35 | +10.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VGPMX | GQFPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.21 | 1.58 | +1.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.14 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.87 | -0.62 |
Correlation
The correlation between VGPMX and GQFPX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
VGPMX vs. GQFPX - Dividend Comparison
VGPMX's dividend yield for the trailing twelve months is around 3.62%, less than GQFPX's 4.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGPMX Vanguard Global Capital Cycles Fund | 3.62% | 2.59% | 2.68% | 3.22% | 3.27% | 3.26% | 2.03% | 2.39% | 3.02% | 0.02% | 1.72% | 2.32% |
GQFPX GQG Partners Global Quality Dividend Income Fund | 4.83% | 5.32% | 3.71% | 3.69% | 5.18% | 1.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VGPMX vs. GQFPX - Drawdown Comparison
The maximum VGPMX drawdown since its inception was -78.85%, which is greater than GQFPX's maximum drawdown of -16.95%. Use the drawdown chart below to compare losses from any high point for VGPMX and GQFPX.
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Drawdown Indicators
| VGPMX | GQFPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.85% | -16.95% | -61.90% |
Max Drawdown (1Y)Largest decline over 1 year | -12.80% | -9.37% | -3.43% |
Max Drawdown (5Y)Largest decline over 5 years | -22.71% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -54.59% | — | — |
Current DrawdownCurrent decline from peak | -7.89% | -2.80% | -5.09% |
Average DrawdownAverage peak-to-trough decline | -34.68% | -3.03% | -31.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 2.08% | +1.03% |
Volatility
VGPMX vs. GQFPX - Volatility Comparison
Vanguard Global Capital Cycles Fund (VGPMX) has a higher volatility of 8.37% compared to GQG Partners Global Quality Dividend Income Fund (GQFPX) at 3.97%. This indicates that VGPMX's price experiences larger fluctuations and is considered to be riskier than GQFPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGPMX | GQFPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.37% | 3.97% | +4.40% |
Volatility (6M)Calculated over the trailing 6-month period | 13.47% | 6.99% | +6.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.47% | 12.37% | +7.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.21% | 12.88% | +4.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.67% | 12.88% | +8.79% |