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CUSIP
02072L789
Issuer
GuruFocus
Inception Date
Dec 15, 2021
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$34M

Share Price Chart


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


Performance

GFGF Performance Chart

Guru Favorite Stocks ETF (GFGF) is down 1.3% since the beginning of the year. GFGF is currently trading at $35 per share.


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S&P 500 Index

Returns By Period

Guru Favorite Stocks ETF (GFGF) has returned -1.29% so far this year and 10.59% over the past 12 months.


Guru Favorite Stocks ETF

1D
-1.03%
1M
-1.56%
YTD
-1.29%
6M
-1.22%
1Y
10.59%
3Y*
16.41%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GFGF Monthly Returns History

Based on dividend-adjusted daily data since Dec 16, 2021, GFGF's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, an investment would double in approximately 7.7 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2023 with a return of +12.1%, while the worst month was Apr 2022 at -10.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, GFGF closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +8.0%, while the worst single day was Apr 4, 2025 at -5.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.88%-3.88%-6.53%10.30%2.52%-1.98%-1.29%
20253.96%-2.38%-4.05%-1.60%6.11%3.43%-0.46%1.35%1.66%2.03%1.06%1.71%13.11%
20240.95%6.47%2.48%-4.59%5.95%4.50%0.59%2.04%1.51%0.72%6.15%-2.69%26.12%
20237.06%-1.87%-0.23%0.95%1.36%6.04%1.70%-0.71%-5.78%-2.76%12.05%5.19%24.03%
2022-5.06%-4.13%1.61%-10.49%1.58%-8.89%10.68%-4.56%-10.22%9.06%6.81%-5.85%-20.32%
20211.03%1.03%

Benchmark Metrics

Guru Favorite Stocks ETF has an annualized alpha of -1.95%, beta of 0.96, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since December 16, 2021.

  • This ETF participated in 106.20% of S&P 500 Index downside but only 94.72% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.96 and R2 of 0.78, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-1.95%
Beta
0.96
0.78
Upside Capture
94.72%
Downside Capture
106.20%

Expense Ratio

GFGF has an expense ratio of 0.65%, placing it in the medium range.


Return for Risk

Risk / Return Rank

GFGF ranks 21 for risk / return — below 21% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


GFGF Risk / Return Rank: 2121
Overall Rank
GFGF Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
GFGF Sortino Ratio Rank: 2222
Sortino Ratio Rank
GFGF Omega Ratio Rank: 2222
Omega Ratio Rank
GFGF Calmar Ratio Rank: 1717
Calmar Ratio Rank
GFGF Martin Ratio Rank: 2020
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Guru Favorite Stocks ETF (GFGF) and compare them to S&P 500 Index.

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.


GFGFBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.19

Sortino ratioReturn per unit of downside risk

-1.54

Omega ratioGain probability vs. loss probability

1.15

1.37

-0.22

Calmar ratioReturn relative to maximum drawdown

0.70

2.78

-2.09

Martin ratioReturn relative to average drawdown

2.38

12.44

-10.06

Dividends

Dividend History

Guru Favorite Stocks ETF provided a 0.21% dividend yield over the last twelve months, with an annual payout of $0.08 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%0.10%0.20%0.30%0.40%$0.00$0.02$0.04$0.06$0.0820212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.08$0.08$0.03$0.02$0.08$0.00

Dividend yield

0.21%0.21%0.10%0.08%0.42%0.01%

Monthly Dividends

The table displays the monthly dividend distributions for Guru Favorite Stocks ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.08
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.03
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.02
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.08
2021$0.00$0.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Guru Favorite Stocks ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Guru Favorite Stocks ETF was 27.98%, occurring on Oct 12, 2022. Recovery took 323 trading sessions.

The current Guru Favorite Stocks ETF drawdown is 3.24%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-27.98%Oct 2022
9mo 16d1y 3mo
2y 27dDec 2021 - Jan 2024
2025 selloff2025
-15.60%Apr 2025
2mo 14d2mo 23d
5mo 7dJan 2025 - Jun 2025
2026 correction2026
-15.22%Mar 2026
2mo 13d
5mo 11dJan 2026 - now
2024 pullback2024
-8.94%Aug 2024
25d1mo 15d
2mo 10dJul 2024 - Sep 2024
2024 pullback2024
-6.12%Apr 2024
28d26d
1mo 24dMar 2024 - May 2024

Drawdown Indicators


GFGFBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-27.98%

-56.78%

+28.80%

Max Drawdown (1Y)

Largest decline over 1 year

-15.22%

-9.10%

-6.12%

Max Drawdown (3Y)

Largest decline over 3 years

-15.60%

-18.90%

+3.30%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-3.24%

-1.80%

-1.44%

Average Drawdown

Average peak-to-trough decline

-8.20%

-10.71%

+2.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.46%

2.03%

+2.43%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with GFGF

Add Guru Favorite Stocks ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with GFGF