CHGX vs. FITZ
CHGX (Change Finance U.S. Large Cap Fossil Fuel Free 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. At a 0.40 correlation, their price movements are largely independent. 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
- 0.28%
- 1M
- 9.49%
- YTD
- 23.15%
- 6M
- 22.44%
- 1Y
- 34.23%
- 3Y*
- 21.36%
- 5Y*
- 11.19%
- 10Y*
- —
FITZ
- 1D
- -0.20%
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CHGX vs. FITZ - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
CHGX Change Finance U.S. Large Cap Fossil Fuel Free ETF | 2.96% |
FITZ Fitz-Gerald Must Have Portfolio ETF | -1.66% |
Correlation
The correlation between CHGX and FITZ is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 29, 2026 | 0.40 |
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Return for Risk
CHGX vs. FITZ — Risk / Return Rank
CHGX
FITZ
CHGX vs. FITZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Change Finance U.S. Large Cap Fossil Fuel Free 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.
| CHGX | FITZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.42 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.05 | — | — |
| Martin ratioReturn relative to average drawdown | 15.96 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CHGX | FITZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.52 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | -7.29 | +8.01 |
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 -1.97%. 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% | -1.97% | -33.52% |
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 | -0.09% | -1.97% | +1.88% |
Average DrawdownAverage peak-to-trough decline | -6.43% | -1.08% | -5.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | — | — |
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 | 3.88% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.67% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.67% | 8.74% | +4.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.57% | 8.74% | +8.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.35% | 8.74% | +10.61% |
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 0.55%, while FITZ has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CHGX Change Finance U.S. Large Cap Fossil Fuel Free ETF | 0.55% | 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 0.40, 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 0.55%, compared with 0.00% for FITZ.
They also come from different issuers: Change Finance and Nicholas. Their fees differ too: 0.49% for CHGX and 0.75% for FITZ.
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