GDIV vs. TQQQ

In the year-to-date period, GDIV achieves a -1.70% return, which is significantly higher than TQQQ's -11.28% return.

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GDIV has a 0.50% expense ratio, which is lower than TQQQ's 0.95% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Harbor Dividend Growth Leaders ETF (GDIV) and ProShares UltraPro QQQ (TQQQ). 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.

The current GDIV Sharpe Ratio is 0.41, which is higher than the TQQQ Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of GDIV and TQQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GDIV's dividend yield for the trailing twelve months is around 1.29%, less than TQQQ's 1.41% yield.

The maximum GDIV drawdown since its inception was -18.93%, smaller than the maximum TQQQ drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for GDIV and TQQQ.

The current volatility for Harbor Dividend Growth Leaders ETF (GDIV) is 4.54%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 16.41%. This indicates that GDIV experiences smaller price fluctuations and is considered to be less risky than TQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.