CHGX vs. GQGU
CHGX (Change Finance U.S. Large Cap Fossil Fuel Free ETF) and GQGU (GQG US Equity ETF) are both Large Cap Growth Equities funds. CHGX is passively managed, while GQGU is actively managed. At a correlation of -0.05, they often move in opposite directions. Both charge a 0.49% expense ratio.
Performance
CHGX vs. GQGU - Performance Comparison
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Returns By Period
In the year-to-date period, CHGX achieves a 23.15% return, which is significantly higher than GQGU's 6.44% return.
CHGX
- 1D
- 0.28%
- 1M
- 9.49%
- YTD
- 23.15%
- 6M
- 22.44%
- 1Y
- 34.23%
- 3Y*
- 21.36%
- 5Y*
- 11.19%
- 10Y*
- —
GQGU
- 1D
- -0.15%
- 1M
- -1.69%
- YTD
- 6.44%
- 6M
- 7.69%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CHGX vs. GQGU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CHGX Change Finance U.S. Large Cap Fossil Fuel Free ETF | 23.15% | 4.83% |
GQGU GQG US Equity ETF | 6.44% | -1.14% |
Correlation
The correlation between CHGX and GQGU is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 15, 2025 | -0.05 |
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Return for Risk
CHGX vs. GQGU — Risk / Return Rank
CHGX
GQGU
CHGX vs. GQGU - 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 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.
| CHGX | GQGU | 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 | GQGU | 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 | 0.58 | +0.14 |
Drawdowns
CHGX vs. GQGU - Drawdown Comparison
The maximum CHGX drawdown since its inception was -35.49%, which is greater than GQGU's maximum drawdown of -6.65%. Use the drawdown chart below to compare losses from any high point for CHGX and GQGU.
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Drawdown Indicators
| CHGX | GQGU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.49% | -6.65% | -28.84% |
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% | -4.80% | +4.71% |
Average DrawdownAverage peak-to-trough decline | -6.43% | -2.55% | -3.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | — | — |
Volatility
CHGX vs. GQGU - Volatility Comparison
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Volatility by Period
| CHGX | GQGU | 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% | 10.12% | +3.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.57% | 10.12% | +7.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.35% | 10.12% | +9.23% |
CHGX vs. GQGU - Expense Ratio Comparison
Both CHGX and GQGU have an expense ratio of 0.49%.
Dividends
CHGX vs. GQGU - Dividend Comparison
CHGX's dividend yield for the trailing twelve months is around 0.55%, less than GQGU's 0.96% yield.
| 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% |
GQGU GQG US Equity ETF | 0.96% | 1.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CHGX and GQGU have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.49% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
CHGX and GQGU have the same expense ratio: 0.49% per year.
GQGU has the higher dividend yield at 0.96%, compared with 0.55% for CHGX.
They also come from different issuers: Change Finance and GQG Partners.
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