VMCTX vs. GQEIX
Compare and contrast key facts about Vanguard Mega Cap Index Fund Institutional Shares (VMCTX) and GQG Partners US Select Quality Equity Fund (GQEIX).
VMCTX is managed by Vanguard. It was launched on Feb 22, 2008. GQEIX is an actively managed fund by GQG Partners Inc. It was launched on Sep 28, 2018.
Performance
VMCTX vs. GQEIX - Performance Comparison
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VMCTX vs. GQEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VMCTX Vanguard Mega Cap Index Fund Institutional Shares | -8.40% | 19.35% | 27.18% | 29.67% | -19.91% | 27.57% | 21.47% | 31.42% | -12.95% |
GQEIX GQG Partners US Select Quality Equity Fund | 9.81% | -4.31% | 29.20% | 17.77% | -2.69% | 19.88% | 23.88% | 27.34% | -7.65% |
Returns By Period
In the year-to-date period, VMCTX achieves a -8.40% return, which is significantly lower than GQEIX's 9.81% return.
VMCTX
- 1D
- -0.32%
- 1M
- -7.70%
- YTD
- -8.40%
- 6M
- -5.95%
- 1Y
- 14.55%
- 3Y*
- 18.42%
- 5Y*
- 11.83%
- 10Y*
- 14.36%
GQEIX
- 1D
- 0.68%
- 1M
- -1.65%
- YTD
- 9.81%
- 6M
- 8.30%
- 1Y
- 5.78%
- 3Y*
- 18.05%
- 5Y*
- 12.77%
- 10Y*
- —
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VMCTX vs. GQEIX - Expense Ratio Comparison
VMCTX has a 0.06% expense ratio, which is lower than GQEIX's 0.49% expense ratio.
Return for Risk
VMCTX vs. GQEIX — Risk / Return Rank
VMCTX
GQEIX
VMCTX vs. GQEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mega Cap Index Fund Institutional Shares (VMCTX) and GQG Partners US Select Quality Equity Fund (GQEIX). 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.
| VMCTX | GQEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.56 | +0.29 |
Sortino ratioReturn per unit of downside risk | 1.31 | 0.82 | +0.49 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.11 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 0.69 | +0.40 |
Martin ratioReturn relative to average drawdown | 4.98 | 1.77 | +3.21 |
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
| VMCTX | GQEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.56 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.81 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.76 | -0.22 |
Correlation
The correlation between VMCTX and GQEIX is 0.77, 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
VMCTX vs. GQEIX - Dividend Comparison
VMCTX's dividend yield for the trailing twelve months is around 1.06%, less than GQEIX's 6.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VMCTX Vanguard Mega Cap Index Fund Institutional Shares | 1.06% | 0.94% | 1.16% | 1.36% | 1.66% | 1.18% | 1.46% | 1.82% | 2.11% | 1.84% | 2.13% | 2.13% |
GQEIX GQG Partners US Select Quality Equity Fund | 6.72% | 7.38% | 5.41% | 0.63% | 4.50% | 1.50% | 0.67% | 0.65% | 0.12% | 0.00% | 0.00% | 0.00% |
Drawdowns
VMCTX vs. GQEIX - Drawdown Comparison
The maximum VMCTX drawdown since its inception was -52.00%, which is greater than GQEIX's maximum drawdown of -28.48%. Use the drawdown chart below to compare losses from any high point for VMCTX and GQEIX.
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Drawdown Indicators
| VMCTX | GQEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.00% | -28.48% | -23.52% |
Max Drawdown (1Y)Largest decline over 1 year | -12.04% | -8.67% | -3.37% |
Max Drawdown (5Y)Largest decline over 5 years | -25.77% | -20.44% | -5.33% |
Max Drawdown (10Y)Largest decline over 10 years | -32.96% | — | — |
Current DrawdownCurrent decline from peak | -9.87% | -6.09% | -3.78% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -5.69% | -1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 3.40% | -0.75% |
Volatility
VMCTX vs. GQEIX - Volatility Comparison
Vanguard Mega Cap Index Fund Institutional Shares (VMCTX) has a higher volatility of 4.32% compared to GQG Partners US Select Quality Equity Fund (GQEIX) at 2.77%. This indicates that VMCTX's price experiences larger fluctuations and is considered to be riskier than GQEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VMCTX | GQEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.32% | 2.77% | +1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 9.38% | 7.31% | +2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.67% | 12.46% | +6.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.29% | 15.88% | +1.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.23% | 18.88% | -0.65% |