CCFE vs. AUSF

Last updated Apr 1, 2026

Compare and contrast key facts about Concourse Capital Focused Equity ETF (CCFE) and Global X Adaptive U.S. Factor ETF (AUSF).

CCFE and AUSF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CCFE is an actively managed fund by Concourse Capital. It was launched on Jun 11, 2025. AUSF is a passively managed fund by Global X that tracks the performance of the Adaptive Wealth Strategies U.S. Factor Index. It was launched on Aug 24, 2018.

Performance

CCFE vs. AUSF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Concourse Capital Focused Equity ETF (CCFE) and Global X Adaptive U.S. Factor ETF (AUSF). The values are adjusted to include any dividend payments, if applicable.

CCFE vs. AUSF - Yearly Performance Comparison

	2026 (YTD)	2025
CCFE Concourse Capital Focused Equity ETF	-2.65%	7.81%
AUSF Global X Adaptive U.S. Factor ETF	4.93%	6.76%

Returns By Period

In the year-to-date period, CCFE achieves a -2.65% return, which is significantly lower than AUSF's 4.93% return.

CCFE

• 1D: 3.17%
• 1M: -14.58%
• YTD: -2.65%
• 6M: -6.34%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

AUSF

• 1D: 1.17%
• 1M: -3.55%
• YTD: 4.93%
• 6M: 5.58%
• 1Y: 14.03%
• 3Y*: 19.98%
• 5Y*: 13.81%
• 10Y*: —

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

CCFE vs. AUSF - Expense Ratio Comparison

CCFE has a 0.95% expense ratio, which is higher than AUSF's 0.27% expense ratio.

CCFE

Concourse Capital Focused Equity ETF

AUSF

Global X Adaptive U.S. Factor ETF

Return for Risk

CCFE vs. AUSF — Risk / Return Rank

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

AUSF

AUSF Risk / Return Rank: 59
AUSF Sharpe Ratio Rank: 58
AUSF Sortino Ratio Rank: 56
AUSF Omega Ratio Rank: 57
AUSF Calmar Ratio Rank: 58
AUSF Martin Ratio Rank: 64

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.

CCFE vs. AUSF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Concourse Capital Focused Equity ETF (CCFE) and Global X Adaptive U.S. Factor ETF (AUSF). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	CCFE	AUSF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.98	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.01	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	0.64	-0.39

Correlation

The correlation between CCFE and AUSF is 0.70, 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

CCFE vs. AUSF - Dividend Comparison

CCFE's dividend yield for the trailing twelve months is around 0.02%, less than AUSF's 2.71% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
CCFE Concourse Capital Focused Equity ETF	0.02%	0.02%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AUSF Global X Adaptive U.S. Factor ETF	2.71%	2.78%	2.63%	1.83%	2.51%	2.22%	2.95%	4.02%	1.46%

Drawdowns

CCFE vs. AUSF - Drawdown Comparison

The maximum CCFE drawdown since its inception was -21.15%, smaller than the maximum AUSF drawdown of -44.25%. Use the drawdown chart below to compare losses from any high point for CCFE and AUSF.

Drawdown Indicators

	CCFE	AUSF	Difference
Max Drawdown Largest peak-to-trough decline	-21.15%	-44.25%	+23.10%
Max Drawdown (1Y) Largest decline over 1 year	—	-10.84%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-14.23%	—
Current Drawdown Current decline from peak	-18.66%	-3.90%	-14.76%
Average Drawdown Average peak-to-trough decline	-4.81%	-4.26%	-0.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.51%	—

Volatility

Volatility by Period

	CCFE	AUSF	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.22%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.44%	—
Volatility (1Y) Calculated over the trailing 1-year period	24.50%	14.41%	+10.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.50%	13.69%	+10.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.50%	19.25%	+5.25%