CAML vs. QCLR

Last updated Apr 1, 2026

Compare and contrast key facts about Congress Large Cap Growth ETF (CAML) and Global X NASDAQ 100 Collar 95-110 ETF (QCLR).

CAML and QCLR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CAML is an actively managed fund by Congress. It was launched on Aug 21, 2023. QCLR is a passively managed fund by Global X that tracks the performance of the NASDAQ-100 Quarterly Collar 95-110 Index. It was launched on Aug 25, 2021.

Performance

CAML vs. QCLR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Congress Large Cap Growth ETF (CAML) and Global X NASDAQ 100 Collar 95-110 ETF (QCLR). The values are adjusted to include any dividend payments, if applicable.

CAML vs. QCLR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
CAML Congress Large Cap Growth ETF	-7.83%	12.43%	23.24%	10.13%
QCLR Global X NASDAQ 100 Collar 95-110 ETF	-6.67%	11.27%	20.27%	10.76%

Returns By Period

In the year-to-date period, CAML achieves a -7.83% return, which is significantly lower than QCLR's -6.67% return.

CAML

• 1D: 3.35%
• 1M: -6.26%
• YTD: -7.83%
• 6M: -9.31%
• 1Y: 10.60%
• 3Y*: —
• 5Y*: —
• 10Y*: —

QCLR

• 1D: 1.60%
• 1M: -5.31%
• YTD: -6.67%
• 6M: -5.64%
• 1Y: 10.86%
• 3Y*: 12.72%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CAML vs. QCLR - Expense Ratio Comparison

CAML has a 0.65% expense ratio, which is higher than QCLR's 0.60% expense ratio.

CAML

Congress Large Cap Growth ETF

QCLR

Global X NASDAQ 100 Collar 95-110 ETF

Return for Risk

CAML vs. QCLR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CAML

CAML Risk / Return Rank: 29
CAML Sharpe Ratio Rank: 28
CAML Sortino Ratio Rank: 30
CAML Omega Ratio Rank: 30
CAML Calmar Ratio Rank: 30
CAML Martin Ratio Rank: 29

QCLR

QCLR Risk / Return Rank: 48
QCLR Sharpe Ratio Rank: 52
QCLR Sortino Ratio Rank: 52
QCLR Omega Ratio Rank: 46
QCLR Calmar Ratio Rank: 43
QCLR Martin Ratio Rank: 47

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.

CAML vs. QCLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Congress Large Cap Growth ETF (CAML) and Global X NASDAQ 100 Collar 95-110 ETF (QCLR). 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.

	CAML	QCLR	Difference
Sharpe ratio Return per unit of total volatility	0.51	0.91	-0.39
Sortino ratio Return per unit of downside risk	0.89	1.35	-0.46
Omega ratio Gain probability vs. loss probability	1.12	1.17	-0.05
Calmar ratio Return relative to maximum drawdown	0.73	1.06	-0.33
Martin ratio Return relative to average drawdown	2.46	4.33	-1.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CAML vs. QCLR - Sharpe Ratio Comparison

The current CAML Sharpe Ratio is 0.51, which is lower than the QCLR Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of CAML and QCLR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CAML	QCLR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.51	0.91	-0.39
Sharpe Ratio (All Time) Calculated using the full available price history	0.79	0.53	+0.25

Correlation

The correlation between CAML and QCLR is 0.84, 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

CAML vs. QCLR - Dividend Comparison

CAML has not paid dividends to shareholders, while QCLR's dividend yield for the trailing twelve months is around 15.95%.

	TTM	2025	2024	2023	2022	2021
CAML Congress Large Cap Growth ETF	0.00%	0.00%	0.06%	0.15%	0.00%	0.00%
QCLR Global X NASDAQ 100 Collar 95-110 ETF	15.95%	14.89%	8.89%	0.47%	0.27%	1.64%

Drawdowns

CAML vs. QCLR - Drawdown Comparison

The maximum CAML drawdown since its inception was -21.06%, roughly equal to the maximum QCLR drawdown of -21.77%. Use the drawdown chart below to compare losses from any high point for CAML and QCLR.

Drawdown Indicators

	CAML	QCLR	Difference
Max Drawdown Largest peak-to-trough decline	-21.06%	-21.77%	+0.71%
Max Drawdown (1Y) Largest decline over 1 year	-14.86%	-10.22%	-4.64%
Current Drawdown Current decline from peak	-12.01%	-8.78%	-3.23%
Average Drawdown Average peak-to-trough decline	-3.05%	-6.32%	+3.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.42%	2.50%	+1.92%

Volatility

CAML vs. QCLR - Volatility Comparison

Congress Large Cap Growth ETF (CAML) has a higher volatility of 6.60% compared to Global X NASDAQ 100 Collar 95-110 ETF (QCLR) at 3.86%. This indicates that CAML's price experiences larger fluctuations and is considered to be riskier than QCLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CAML	QCLR	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.60%	3.86%	+2.74%
Volatility (6M) Calculated over the trailing 6-month period	11.40%	8.53%	+2.87%
Volatility (1Y) Calculated over the trailing 1-year period	20.70%	12.06%	+8.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.93%	12.61%	+5.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.93%	12.61%	+5.32%