CHGX vs. FITZ
CHGX (Stance Sustainable Beta ETF) and FITZ (Fitz-Gerald Must Have Portfolio ETF) are both Large Cap Growth Equities funds. CHGX is passively managed, while FITZ is actively managed. Their 0.62 correlation means they have sometimes moved together and sometimes differently. CHGX charges 0.49%/yr vs 0.75%/yr for FITZ.
Performance
CHGX vs. FITZ - Performance Comparison
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Returns By Period
CHGX
- 1D
- -0.06%
- 1M
- -0.88%
- 6M
- 16.02%
- YTD
- 19.57%
- 1Y
- 26.43%
- 3Y*
- 17.27%
- 5Y*
- 9.09%
- 10Y*
- —
- ALL TIME*
- 13.17%
FITZ
- 1D
- 0.60%
- 1M
- -0.74%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $397.74K | $582.66K | $623.16K | |
| $718.51K | $811.16K | $3.71M |
CHGX vs. FITZ - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
CHGX Stance Sustainable Beta ETF | 0.63% |
FITZ Fitz-Gerald Must Have Portfolio ETF | -2.88% |
Correlation
The correlation between CHGX and FITZ is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 28, 2026 | 0.62 |
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Return for Risk
CHGX vs. FITZ — Risk / Return Rank
CHGX
FITZ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CHGX vs. FITZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stance Sustainable Beta ETF (CHGX) and Fitz-Gerald Must Have Portfolio ETF (FITZ). 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.
| CHGX | FITZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.29 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | — | — |
| Martin ratioReturn relative to average drawdown | 10.60 | — | — |
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Drawdowns
CHGX vs. FITZ - Drawdown Comparison
The maximum CHGX drawdown since its inception was -35.49%, which is greater than FITZ's maximum drawdown of -7.37%. Use the drawdown chart below to compare losses from any high point for CHGX and FITZ.
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Drawdown Indicators
| CHGX | FITZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.49% | -7.37% | -28.12% |
Max Drawdown (1Y)Largest decline over 1 year | -8.50% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -18.09% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -30.26% | — | — |
Current DrawdownCurrent decline from peak | -3.00% | -4.25% | +1.25% |
Average DrawdownAverage peak-to-trough decline | -6.36% | -4.03% | -2.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | — | — |
Volatility
CHGX vs. FITZ - Volatility Comparison
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Volatility by Period
| CHGX | FITZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 11.75% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.75% | 14.85% | -0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.71% | 14.85% | +2.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.30% | 14.85% | +4.45% |
CHGX vs. FITZ - Expense Ratio Comparison
CHGX has a 0.49% expense ratio, which is lower than FITZ's 0.75% expense ratio.
Dividends
CHGX vs. FITZ - Dividend Comparison
CHGX's dividend yield for the trailing twelve months is around 0.56%, while FITZ has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CHGX Stance Sustainable Beta ETF | 0.56% | 0.67% | 0.76% | 0.94% | 1.11% | 0.56% | 0.58% | 0.86% | 0.00% | 0.59% |
FITZ Fitz-Gerald Must Have Portfolio ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CHGX and FITZ have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CHGX is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CHGX is cheaper with a 0.49% expense ratio, compared with 0.75% for FITZ.
CHGX has the higher dividend yield at 0.56%, compared with 0.00% for FITZ.
They also come from different issuers: Stance and Nicholas. Their fees differ too: 0.49% for CHGX and 0.75% for FITZ.
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