WCQGX vs. GQETX
WCQGX (WCM China Quality Growth Fund) and GQETX (GMO Quality Fund) are both Quality Factor funds. Over the past 5 years, WCQGX returned -8.76%/yr vs 12.56%/yr for GQETX. Their 0.40 correlation means their historical movements had little consistent relationship. WCQGX charges 1.50%/yr vs 0.49%/yr for GQETX.
Performance
WCQGX vs. GQETX - Performance Comparison
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Returns By Period
In the year-to-date period, WCQGX achieves a -6.65% return, which is significantly lower than GQETX's 6.51% return.
WCQGX
- 1D
- 0.44%
- 1M
- -15.15%
- 6M
- -11.79%
- YTD
- -6.65%
- 1Y
- -1.37%
- 3Y*
- -1.75%
- 5Y*
- -8.76%
- 10Y*
- —
- ALL TIME*
- 1.76%
GQETX
- 1D
- 0.86%
- 1M
- -0.11%
- 6M
- 4.98%
- YTD
- 6.51%
- 1Y
- 21.59%
- 3Y*
- 15.78%
- 5Y*
- 12.56%
- 10Y*
- 15.76%
- ALL TIME*
- 11.67%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
GQETX GMO Quality Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
WCQGX vs. GQETX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
WCQGX WCM China Quality Growth Fund | -6.65% | 20.97% | -3.03% | -18.49% | -26.70% | 4.03% | 64.08% |
GQETX GMO Quality Fund | 6.51% | 19.61% | 17.76% | 28.94% | -15.33% | 31.67% | 39.83% |
Correlation
The correlation between WCQGX and GQETX is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (3Y) Balances recent behavior with more history. | 0.35 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.38 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2020 | 0.40 |
The correlation between WCQGX and GQETX shifts across timeframes, from 0.35 (3 years) to 0.45 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
WCQGX vs. GQETX — Risk / Return Rank
WCQGX
GQETX
WCQGX vs. GQETX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WCM China Quality Growth Fund (WCQGX) and GMO Quality Fund (GQETX). 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.
| WCQGX | GQETX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.64 | ||
| Sortino ratioReturn per unit of downside risk | -2.12 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.26 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 1.50 | -1.68 |
| Martin ratioReturn relative to average drawdown | -0.51 | 5.93 | -6.44 |
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Drawdowns
WCQGX vs. GQETX - Drawdown Comparison
The maximum WCQGX drawdown since its inception was -59.28%, which is greater than GQETX's maximum drawdown of -39.99%. Use the drawdown chart below to compare losses from any high point for WCQGX and GQETX.
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Drawdown Indicators
| WCQGX | GQETX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.28% | -39.99% | -19.29% |
Max Drawdown (1Y)Largest decline over 1 year | -22.31% | -12.76% | -9.55% |
Max Drawdown (3Y)Largest decline over 3 years | -27.16% | -15.54% | -11.62% |
Max Drawdown (5Y)Largest decline over 5 years | -53.96% | -24.22% | -29.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.44% | — |
Current DrawdownCurrent decline from peak | -46.21% | -0.36% | -45.85% |
Average DrawdownAverage peak-to-trough decline | -34.38% | -4.97% | -29.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.89% | 3.23% | +4.66% |
Volatility
WCQGX vs. GQETX - Volatility Comparison
WCM China Quality Growth Fund (WCQGX) has a higher volatility of 14.46% compared to GMO Quality Fund (GQETX) at 3.13%. This indicates that WCQGX's price experiences larger fluctuations and is considered to be riskier than GQETX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WCQGX | GQETX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.46% | 3.13% | +11.33% |
Volatility (6M)Calculated over the trailing 6-month period | 24.61% | 10.17% | +14.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.71% | 12.81% | +15.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.80% | 15.93% | +8.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.82% | 17.06% | +7.76% |
WCQGX vs. GQETX - Expense Ratio Comparison
WCQGX has a 1.50% expense ratio, which is higher than GQETX's 0.49% expense ratio.
Dividends
WCQGX vs. GQETX - Dividend Comparison
WCQGX's dividend yield for the trailing twelve months is around 7.14%, less than GQETX's 11.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQETX GMO Quality Fund | 11.24% | 11.16% | 3.91% | 3.43% | 11.85% | 10.19% | 13.61% | 8.08% | 21.66% | 8.10% | 3.56% | 17.25% |
WCQGX WCM China Quality Growth Fund | 7.14% | 6.67% | 2.02% | 0.82% | 0.28% | 8.54% | 2.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WCQGX and GQETX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WCQGX has higher volatility (14.46%) compared to GQETX (3.13%). In terms of maximum drawdown, WCQGX dropped -59.28% vs GQETX's -39.99%.
GQETX currently has the higher Sharpe Ratio (1.50 vs -0.14), 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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