PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
GFGF vs. GURU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

GFGF vs. GURU

Last updated Jun 4, 2026

GFGF (Guru Favorite Stocks ETF) and GURU (Global X Guru Index ETF) are both Large Cap Blend Equities funds. GFGF is actively managed, while GURU is passively managed. Over the past 3 years, GFGF returned 17.01%/yr vs 23.93%/yr for GURU. A 0.77 correlation means they provide meaningful diversification when combined. GFGF charges 0.65%/yr vs 0.75%/yr for GURU.

Performance

GFGF vs. GURU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guru Favorite Stocks ETF (GFGF) and Global X Guru Index ETF (GURU). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GFGF achieves a -0.43% return, which is significantly lower than GURU's 7.06% return.

GFGF

1D
-0.91%
1M
1.63%
YTD
-0.43%
6M
1.03%
1Y
10.40%
3Y*
17.01%
5Y*
—
10Y*
—

GURU

1D
-0.12%
1M
3.20%
YTD
7.06%
6M
6.09%
1Y
27.98%
3Y*
23.93%
5Y*
7.41%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GFGF vs. GURU - Yearly Performance Comparison

2026 (YTD)20252024202320222021
GFGF
Guru Favorite Stocks ETF		-0.43%13.11%26.12%24.03%-20.32%2.13%
GURU
Global X Guru Index ETF		7.06%25.43%23.76%19.28%-27.94%3.47%

Correlation

The correlation between GFGF and GURU is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.72

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Dec 17, 2021

0.77

The correlation between GFGF and GURU has been stable across timeframes, ranging from 0.72 to 0.77 - a consistent structural relationship.

GFGF vs. GURU - Sectors Allocation Comparison

Sectors
GFGF
GURU

Technology

32.7%
25.2%

Financial Services

31.2%
9.4%

Healthcare

13.6%
23.5%

Communication Services

11.2%
5.3%

Consumer Cyclical

6.8%
11.0%

Consumer Defensive

3.1%
1.9%

Industrials

2.5%
10.6%

Real Estate

2.0%
1.2%

Basic Materials

-

2.1%

Energy

-

4.3%

Utilities

-

5.4%

Technology

GFGF
32.7%
GURU
25.2%

Financial Services

GFGF
31.2%
GURU
9.4%

Healthcare

GFGF
13.6%
GURU
23.5%

Communication Services

GFGF
11.2%
GURU
5.3%

Consumer Cyclical

GFGF
6.8%
GURU
11.0%

Consumer Defensive

GFGF
3.1%
GURU
1.9%

Industrials

GFGF
2.5%
GURU
10.6%

Real Estate

GFGF
2.0%
GURU
1.2%

Basic Materials

GFGF

-

GURU
2.1%

Energy

GFGF

-

GURU
4.3%

Utilities

GFGF

-

GURU
5.4%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Guru Favorite Stocks ETF

Global X Guru Index ETF

Often compared with GFGF:
GFGF vs. XNTKGFGF vs. SPYGFGF vs. VGTGFGF vs. IWYGFGF vs. SCHGGFGF vs. VOOGFGF vs. guru
Often compared with GURU:
GURU vs. VOOGURU vs. HDGGURU vs. SPYGURU vs. ACWIGURU vs. FMAGGURU vs. CHIQGURU vs. MCHI

Return for Risk

GFGF vs. GURU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GFGF
GFGF Risk / Return Rank: 2121
Overall Rank
GFGF Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
GFGF Sortino Ratio Rank: 2323
Sortino Ratio Rank
GFGF Omega Ratio Rank: 2323
Omega Ratio Rank
GFGF Calmar Ratio Rank: 1818
Calmar Ratio Rank
GFGF Martin Ratio Rank: 2020
Martin Ratio Rank
GURU
GURU Risk / Return Rank: 5252
Overall Rank
GURU Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
GURU Sortino Ratio Rank: 5252
Sortino Ratio Rank
GURU Omega Ratio Rank: 5050
Omega Ratio Rank
GURU Calmar Ratio Rank: 5151
Calmar Ratio Rank
GURU Martin Ratio Rank: 5454
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.

GFGF vs. GURU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guru Favorite Stocks ETF (GFGF) and Global X Guru Index ETF (GURU). 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.

GFGFGURUDifference
Sharpe ratioReturn per unit of total volatility
0.84
1.81

-0.97

Sortino ratioReturn per unit of downside risk
1.22
2.57

-1.35

Omega ratioGain probability vs. loss probability

1.15

1.31

-0.16

Calmar ratioReturn relative to maximum drawdown

0.69

2.50

-1.82

Martin ratioReturn relative to average drawdown

2.35

9.12

-6.77

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GFGF vs. GURU - Sharpe Ratio Comparison

The current GFGF Sharpe Ratio is 0.84, which is lower than the GURU Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of GFGF and GURU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

GFGFGURUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.81

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.36

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.61

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.64

-0.20

Drawdowns

GFGF vs. GURU - Drawdown Comparison

The maximum GFGF drawdown since its inception was -27.98%, smaller than the maximum GURU drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for GFGF and GURU.

Loading charts...

Drawdown Indicators

GFGFGURUDifference

Max Drawdown

Largest peak-to-trough decline

-27.98%

-38.50%

+10.52%

Max Drawdown (1Y)

Largest decline over 1 year

-15.22%

-11.22%

-4.00%

Max Drawdown (3Y)

Largest decline over 3 years

-15.60%

-20.73%

+5.13%

Max Drawdown (5Y)

Largest decline over 5 years

—

-38.50%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-38.50%

—

Current Drawdown

Current decline from peak

-2.40%

-1.06%

-1.34%

Average Drawdown

Average peak-to-trough decline

-8.27%

-8.67%

+0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.43%

3.07%

+1.36%

Volatility

GFGF vs. GURU - Volatility Comparison

The current volatility for Guru Favorite Stocks ETF (GFGF) is 2.59%, while Global X Guru Index ETF (GURU) has a volatility of 4.33%. This indicates that GFGF experiences smaller price fluctuations and is considered to be less risky than GURU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

GFGFGURUDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

4.33%

-1.74%

Volatility (6M)

Calculated over the trailing 6-month period

9.41%

12.20%

-2.79%

Volatility (1Y)

Calculated over the trailing 1-year period

12.48%

15.56%

-3.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.08%

20.43%

-1.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.08%

20.16%

-1.08%

GFGF vs. GURU - Expense Ratio Comparison

GFGF has a 0.65% expense ratio, which is lower than GURU's 0.75% expense ratio.

Dividends

GFGF vs. GURU - Dividend Comparison

GFGF's dividend yield for the trailing twelve months is around 0.21%, more than GURU's 0.11% yield.

PositionTTM20252024202320222021202020192018201720162015
GFGF
Guru Favorite Stocks ETF		0.21%0.21%0.10%0.08%0.42%0.01%0.00%0.00%0.00%0.00%0.00%0.00%
GURU
Global X Guru Index ETF		0.11%0.11%0.17%0.57%0.22%0.09%2.75%0.35%0.54%0.54%0.22%0.47%

Frequently Asked Questions

GFGF and GURU have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GURU has higher volatility (4.33%) compared to GFGF (2.59%). In terms of maximum drawdown, GFGF dropped -27.98% vs GURU's -38.50%.

On 3-year performance, GURU leads with 23.93% vs 17.01% for GFGF. On fees, GFGF is cheaper at 0.65% per year. On volatility, GFGF has been the lower-risk option at 2.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GURU has performed better with a 23.93% return vs 17.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GFGF is cheaper with a 0.65% expense ratio, compared with 0.75% for GURU.

GFGF has the higher dividend yield at 0.21%, compared with 0.11% for GURU.

They also come from different issuers: GuruFocus and Global X. Their fees differ too: 0.65% for GFGF and 0.75% for GURU.

GURU currently has the higher Sharpe Ratio (1.81 vs 0.84), 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.

Portfolio Optimizer

Find the right allocation for GFGF and GURU

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