FCUS vs. QMID

Last updated Aug 4, 2026

FCUS (Pinnacle Focused Opportunities ETF) and QMID (WisdomTree U.S. MidCap Quality Growth Fund) are both exchange-traded funds - FCUS is a Mid Cap Growth Equities fund actively managed by Pinnacle, while QMID is a Quality Factor fund tracking the WisdomTree U.S. MidCap Quality Growth Index. FCUS is actively managed, while QMID is passively managed. Over the past year, FCUS returned 43.12% vs 11.77% for QMID. Their 0.56 correlation means they have sometimes moved together and sometimes differently. FCUS charges 0.79%/yr vs 0.38%/yr for QMID.

Performance

FCUS vs. QMID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pinnacle Focused Opportunities ETF (FCUS) and WisdomTree U.S. MidCap Quality Growth Fund (QMID). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FCUS achieves a 17.24% return, which is significantly higher than QMID's 6.68% return.

FCUS

• 1D: 2.14%
• 1M: -7.24%
• 6M: -0.92%
• YTD: 17.24%
• 1Y: 43.12%
• 3Y*: 23.69%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 23.38%

QMID

• 1D: 1.23%
• 1M: 2.20%
• 6M: 5.40%
• YTD: 6.68%
• 1Y: 11.77%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 8.25%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FCUS Pinnacle Focused Opportunities ETF	$891.93K	$907.74K	$1.11M
QMID WisdomTree U.S. MidCap Quality Growth Fund	$4.36K	$13.04K	$31.17K

FCUS vs. QMID - Yearly Performance Comparison

	2026 (YTD)	2025	2024
FCUS Pinnacle Focused Opportunities ETF	17.24%	13.69%	29.45%
QMID WisdomTree U.S. MidCap Quality Growth Fund	6.68%	5.02%	9.01%

Correlation

The correlation between FCUS and QMID is 0.41, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.41
Correlation (All Time) Calculated using the full available price history since Jan 25, 2024	0.56

The correlation between FCUS and QMID shifts across timeframes, from 0.41 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.

FCUS vs. QMID - Sectors Allocation Comparison

Sectors	FCUS	QMID
Technology	50.3%	17.2%
Energy	22.8%	3.0%
Industrials	11.7%	19.9%
Basic Materials	10.9%	0.6%
Healthcare	2.6%	17.9%
Consumer Defensive	2.3%	4.4%
Communication Services	2.2%	4.6%
Consumer Cyclical	2.1%	19.3%
Financial Services	-	13.2%
Real Estate	-	-
Utilities	-	-

Return for Risk

FCUS vs. QMID — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FCUS

FCUS Risk / Return Rank: 41
FCUS Sharpe Ratio Rank: 40
FCUS Sortino Ratio Rank: 38
FCUS Omega Ratio Rank: 40
FCUS Calmar Ratio Rank: 39
FCUS Martin Ratio Rank: 46

QMID

QMID Risk / Return Rank: 32
QMID Sharpe Ratio Rank: 31
QMID Sortino Ratio Rank: 32
QMID Omega Ratio Rank: 29
QMID Calmar Ratio Rank: 32
QMID Martin Ratio Rank: 36

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FCUS vs. QMID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pinnacle Focused Opportunities ETF (FCUS) and WisdomTree U.S. MidCap Quality Growth Fund (QMID). 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.

	FCUS	QMID	Difference
Sharpe ratio: Return per unit of total volatility	1.04	0.79	+0.26
Sortino ratio: Return per unit of downside risk	1.49	1.25	+0.24
Omega ratio: Gain probability vs. loss probability	1.20	1.14	+0.06
Calmar ratio: Return relative to maximum drawdown	1.39	1.11	+0.28
Martin ratio: Return relative to average drawdown	5.40	3.75	+1.65

FCUS vs. QMID - Sharpe Ratio Comparison

The current FCUS Sharpe Ratio is 1.04, which is higher than the QMID Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of FCUS and QMID, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FCUS vs. QMID - Drawdown Comparison

The maximum FCUS drawdown since its inception was -39.89%, which is greater than QMID's maximum drawdown of -24.42%. Use the drawdown chart below to compare losses from any high point for FCUS and QMID.

Drawdown Indicators

	FCUS	QMID	Difference
Max Drawdown Largest peak-to-trough decline	-39.89%	-24.42%	-15.47%
Max Drawdown (1Y) Largest decline over 1 year	-31.26%	-10.67%	-20.59%
Max Drawdown (3Y) Largest decline over 3 years	-39.89%	—	—
Current Drawdown Current decline from peak	-21.87%	-0.12%	-21.75%
Average Drawdown Average peak-to-trough decline	-7.81%	-5.21%	-2.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.00%	3.14%	+4.86%

Volatility

FCUS vs. QMID - Volatility Comparison

Pinnacle Focused Opportunities ETF (FCUS) has a higher volatility of 19.49% compared to WisdomTree U.S. MidCap Quality Growth Fund (QMID) at 3.94%. This indicates that FCUS's price experiences larger fluctuations and is considered to be riskier than QMID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FCUS	QMID	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.49%	3.94%	+15.55%
Volatility (6M) Calculated over the trailing 6-month period	33.63%	10.89%	+22.74%
Volatility (1Y) Calculated over the trailing 1-year period	41.67%	15.08%	+26.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.09%	18.24%	+13.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.09%	18.24%	+13.85%

FCUS vs. QMID - Expense Ratio Comparison

FCUS has a 0.79% expense ratio, which is higher than QMID's 0.38% expense ratio.

Dividends

FCUS vs. QMID - Dividend Comparison

FCUS's dividend yield for the trailing twelve months is around 3.69%, more than QMID's 0.48% yield.

Position	TTM	2025	2024
FCUS Pinnacle Focused Opportunities ETF	3.69%	4.33%	11.19%
QMID WisdomTree U.S. MidCap Quality Growth Fund	0.48%	0.51%	1.16%

Frequently Asked Questions

Can I hold both FCUS and QMID in my portfolio?

FCUS and QMID have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FCUS or QMID?

FCUS has higher volatility (19.49%) compared to QMID (3.94%). In terms of maximum drawdown, FCUS dropped -39.89% vs QMID's -24.42%.

Which ETF is better, FCUS or QMID?

On 1-year performance, FCUS leads with 43.12% vs 11.77% for QMID. On fees, QMID is cheaper at 0.38% per year. On volatility, QMID has been the lower-risk option at 3.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FCUS or QMID?

Over the 1-year period, FCUS has performed better with a 43.12% return vs 11.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FCUS or QMID?

QMID is cheaper with a 0.38% expense ratio, compared with 0.79% for FCUS.

Which ETF pays a higher dividend yield, FCUS or QMID?

FCUS has the higher dividend yield at 3.69%, compared with 0.48% for QMID.

What is the main difference between FCUS and QMID?

FCUS is categorized as Mid Cap Growth Equities, while QMID is Quality Factor. They also come from different issuers: Pinnacle and WisdomTree. Their fees differ too: 0.79% for FCUS and 0.38% for QMID.

Which has better risk-adjusted returns?

FCUS currently has the higher Sharpe Ratio (1.04 vs 0.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.