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CLCG vs. QLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CLCG vs. QLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Crossmark Large Cap Growth ETF (CLCG) and FlexShares US Quality Large Cap Index Fund (QLC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CLCG achieves a 9.02% return, which is significantly lower than QLC's 12.12% return.


CLCG

1D
0.11%
1M
5.58%
YTD
9.02%
6M
8.51%
1Y
3Y*
5Y*
10Y*

QLC

1D
0.66%
1M
5.15%
YTD
12.12%
6M
12.40%
1Y
33.91%
3Y*
25.73%
5Y*
15.44%
10Y*
14.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLCG vs. QLC - Yearly Performance Comparison


Correlation

The correlation between CLCG and QLC is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 24, 2025

0.89

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Return for Risk

CLCG vs. QLC — Risk / Return Rank

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

CLCG

QLC
QLC Risk / Return Rank: 8383
Overall Rank
QLC Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
QLC Sortino Ratio Rank: 8585
Sortino Ratio Rank
QLC Omega Ratio Rank: 8282
Omega Ratio Rank
QLC Calmar Ratio Rank: 7777
Calmar Ratio Rank
QLC Martin Ratio Rank: 8686
Martin Ratio Rank
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.

CLCG vs. QLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Crossmark Large Cap Growth ETF (CLCG) and FlexShares US Quality Large Cap Index Fund (QLC). 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.

CLCG vs. QLC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CLCGQLCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

1.21

0.80

+0.41

Drawdowns

CLCG vs. QLC - Drawdown Comparison

The maximum CLCG drawdown since its inception was -16.32%, smaller than the maximum QLC drawdown of -35.86%. Use the drawdown chart below to compare losses from any high point for CLCG and QLC.


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Drawdown Indicators


CLCGQLCDifference

Max Drawdown

Largest peak-to-trough decline

-16.32%

-35.86%

+19.54%

Max Drawdown (1Y)

Largest decline over 1 year

-8.84%

Max Drawdown (3Y)

Largest decline over 3 years

-18.49%

Max Drawdown (5Y)

Largest decline over 5 years

-23.81%

Max Drawdown (10Y)

Largest decline over 10 years

-35.86%

Current Drawdown

Current decline from peak

-1.21%

-0.09%

-1.12%

Average Drawdown

Average peak-to-trough decline

-3.83%

-4.54%

+0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

Volatility

CLCG vs. QLC - Volatility Comparison


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Volatility by Period


CLCGQLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.89%

Volatility (6M)

Calculated over the trailing 6-month period

9.52%

Volatility (1Y)

Calculated over the trailing 1-year period

17.06%

12.38%

+4.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.06%

16.82%

+0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.06%

18.42%

-1.36%

CLCG vs. QLC - Expense Ratio Comparison

CLCG has a 0.50% expense ratio, which is higher than QLC's 0.25% expense ratio.


Dividends

CLCG vs. QLC - Dividend Comparison

CLCG's dividend yield for the trailing twelve months is around 0.06%, less than QLC's 0.87% yield.


PositionTTM20252024202320222021202020192018201720162015
CLCG
Crossmark Large Cap Growth ETF
0.06%0.07%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QLC
FlexShares US Quality Large Cap Index Fund
0.87%0.94%1.03%1.26%1.46%0.96%1.40%1.91%1.82%1.29%1.80%0.64%

Frequently Asked Questions


CLCG and QLC have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QLC is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QLC is cheaper with a 0.25% expense ratio, compared with 0.50% for CLCG.

QLC has the higher dividend yield at 0.87%, compared with 0.06% for CLCG.

CLCG is categorized as Large Cap Growth Equities, while QLC is Large Cap Blend Equities. They also come from different issuers: Crossmark and Northern Trust. Their fees differ too: 0.50% for CLCG and 0.25% for QLC.

Portfolio Optimizer

Find the right allocation for CLCG and QLC

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