CARK vs. GQGU
CARK (Castleark Large Growth ETF) and GQGU (GQG US Equity ETF) are both Large Cap Growth Equities funds. Both are actively managed. At a correlation of -0.30, they often move in opposite directions. CARK charges 0.54%/yr vs 0.49%/yr for GQGU.
Performance
CARK vs. GQGU - Performance Comparison
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Returns By Period
In the year-to-date period, CARK achieves a 3.62% return, which is significantly lower than GQGU's 4.84% return.
CARK
- 1D
- -2.21%
- 1M
- -2.47%
- YTD
- 3.62%
- 6M
- 2.61%
- 1Y
- 16.47%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GQGU
- 1D
- 1.90%
- 1M
- -3.53%
- YTD
- 4.84%
- 6M
- 4.93%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CARK vs. GQGU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CARK Castleark Large Growth ETF | 3.62% | 7.28% |
GQGU GQG US Equity ETF | 4.84% | -1.12% |
Correlation
The correlation between CARK and GQGU is -0.30, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025 | -0.31 |
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Return for Risk
CARK vs. GQGU — Risk / Return Rank
CARK
GQGU
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CARK vs. GQGU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Castleark Large Growth ETF (CARK) and GQG US Equity ETF (GQGU). 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.
| CARK | GQGU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.17 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | — | — |
| Martin ratioReturn relative to average drawdown | 3.31 | — | — |
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Drawdowns
CARK vs. GQGU - Drawdown Comparison
The maximum CARK drawdown since its inception was -25.22%, which is greater than GQGU's maximum drawdown of -8.41%. Use the drawdown chart below to compare losses from any high point for CARK and GQGU.
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Drawdown Indicators
| CARK | GQGU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.22% | -8.41% | -16.81% |
Max Drawdown (1Y)Largest decline over 1 year | -16.50% | — | — |
Current DrawdownCurrent decline from peak | -5.86% | -6.23% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -4.44% | -2.71% | -1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | — | — |
Volatility
CARK vs. GQGU - Volatility Comparison
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Volatility by Period
| CARK | GQGU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.75% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 13.93% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.92% | 10.54% | +7.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.84% | 10.54% | +10.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.84% | 10.54% | +10.30% |
CARK vs. GQGU - Expense Ratio Comparison
CARK has a 0.54% expense ratio, which is higher than GQGU's 0.49% expense ratio.
Dividends
CARK vs. GQGU - Dividend Comparison
CARK's dividend yield for the trailing twelve months is around 0.01%, less than GQGU's 0.97% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CARK Castleark Large Growth ETF | 0.01% | 0.01% | 0.02% |
GQGU GQG US Equity ETF | 0.97% | 1.02% | 0.00% |
Frequently Asked Questions
CARK and GQGU have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GQGU is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GQGU is cheaper with a 0.49% expense ratio, compared with 0.54% for CARK.
GQGU has the higher dividend yield at 0.97%, compared with 0.01% for CARK.
They also come from different issuers: CastleArk and GQG Partners. Their fees differ too: 0.54% for CARK and 0.49% for GQGU.
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