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. Over the past year, CARK returned 15.05% vs 4.92% for GQGU. At a correlation of -0.33, 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 7.24% return, which is significantly higher than GQGU's 6.11% return.
CARK
- 1D
- -1.35%
- 1M
- 2.83%
- 6M
- 5.73%
- YTD
- 7.24%
- 1Y
- 15.05%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GQGU
- 1D
- 0.29%
- 1M
- -0.27%
- 6M
- 6.11%
- YTD
- 6.11%
- 1Y
- 4.92%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CARK vs. GQGU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CARK Castleark Large Growth ETF | 7.24% | 7.28% |
GQGU GQG US Equity ETF | 6.11% | -1.12% |
Correlation
The correlation between CARK and GQGU is -0.33, 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 | -0.33 |
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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 | 1.15 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.92 | — | — |
| Martin ratioReturn relative to average drawdown | 2.98 | — | — |
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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% | -8.41% | -8.09% |
Current DrawdownCurrent decline from peak | -2.57% | -5.09% | +2.52% |
Average DrawdownAverage peak-to-trough decline | -4.42% | -2.88% | -1.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.07% | — | — |
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 | 5.86% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 14.15% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.97% | 10.74% | +7.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.75% | 10.74% | +10.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.75% | 10.74% | +10.01% |
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 0.96% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CARK Castleark Large Growth ETF | 0.01% | 0.01% | 0.02% |
GQGU GQG US Equity ETF | 0.96% | 1.02% | 0.00% |
Frequently Asked Questions
CARK and GQGU have a correlation of -0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On 1-year performance, CARK leads with 15.05% vs 4.92% for GQGU. 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.
Over the 1-year period, CARK has performed better with a 15.05% return vs 4.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GQGU is cheaper with a 0.49% expense ratio, compared with 0.54% for CARK.
GQGU has the higher dividend yield at 0.96%, 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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