GENM vs. CRQ.NEO
GENM (Genter Capital Municipal Quality Intermediate ETF) and CRQ.NEO (iShares Canadian Fundamental Index ETF) are both exchange-traded funds - GENM is a Municipal Bonds fund actively managed by Genter Capital, while CRQ.NEO is a Canada Equities fund tracking the FTSE RAFI Canada Index. GENM is actively managed, while CRQ.NEO is passively managed. Over the past year, GENM returned 5.07% vs 42.03% for CRQ.NEO. At a 0.20 correlation, their price movements are largely independent. GENM charges 0.39%/yr vs 0.72%/yr for CRQ.NEO.
Performance
GENM vs. CRQ.NEO - Performance Comparison
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Different Trading Currencies
GENM is traded in USD, while CRQ.NEO is traded in CAD. To make them comparable, the CRQ.NEO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, GENM achieves a 1.53% return, which is significantly lower than CRQ.NEO's 15.72% return.
GENM
- 1D
- -0.15%
- 1M
- 0.52%
- YTD
- 1.53%
- 6M
- 1.76%
- 1Y
- 5.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CRQ.NEO
- 1D
- 1.02%
- 1M
- 2.53%
- YTD
- 15.72%
- 6M
- 20.71%
- 1Y
- 42.03%
- 3Y*
- 25.34%
- 5Y*
- 14.59%
- 10Y*
- 12.55%
GENM vs. CRQ.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
GENM Genter Capital Municipal Quality Intermediate ETF | 1.53% | 5.10% | 2.29% |
CRQ.NEO iShares Canadian Fundamental Index ETF | 15.72% | 38.19% | 5.82% |
Correlation
The correlation between GENM and CRQ.NEO is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since May 23, 2024 | 0.20 |
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Return for Risk
GENM vs. CRQ.NEO — Risk / Return Rank
GENM
CRQ.NEO
GENM vs. CRQ.NEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Genter Capital Municipal Quality Intermediate ETF (GENM) and iShares Canadian Fundamental Index ETF (CRQ.NEO). 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.
| GENM | CRQ.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.87 | ||
| Sortino ratioReturn per unit of downside risk | -2.42 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.71 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 5.92 | -3.56 |
| Martin ratioReturn relative to average drawdown | 7.66 | 25.01 | -17.35 |
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
| GENM | CRQ.NEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 3.64 | -1.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.91 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.40 | 0.47 | +0.93 |
Drawdowns
GENM vs. CRQ.NEO - Drawdown Comparison
The maximum GENM drawdown since its inception was -2.41%, smaller than the maximum CRQ.NEO drawdown of -47.39%. Use the drawdown chart below to compare losses from any high point for GENM and CRQ.NEO.
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Drawdown Indicators
| GENM | CRQ.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.41% | -47.39% | +44.98% |
Max Drawdown (1Y)Largest decline over 1 year | -2.15% | -7.13% | +4.98% |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.70% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.53% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.39% | — |
Current DrawdownCurrent decline from peak | -0.53% | 0.00% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -0.49% | -9.86% | +9.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.66% | 1.68% | -1.02% |
Volatility
GENM vs. CRQ.NEO - Volatility Comparison
The current volatility for Genter Capital Municipal Quality Intermediate ETF (GENM) is 0.63%, while iShares Canadian Fundamental Index ETF (CRQ.NEO) has a volatility of 3.27%. This indicates that GENM experiences smaller price fluctuations and is considered to be less risky than CRQ.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GENM | CRQ.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.63% | 3.27% | -2.64% |
Volatility (6M)Calculated over the trailing 6-month period | 1.86% | 9.29% | -7.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.88% | 11.59% | -8.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.16% | 16.09% | -12.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.16% | 19.79% | -16.63% |
GENM vs. CRQ.NEO - Expense Ratio Comparison
GENM has a 0.39% expense ratio, which is lower than CRQ.NEO's 0.72% expense ratio.
Dividends
GENM vs. CRQ.NEO - Dividend Comparison
GENM's dividend yield for the trailing twelve months is around 2.92%, more than CRQ.NEO's 1.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRQ.NEO iShares Canadian Fundamental Index ETF | 1.87% | 2.18% | 2.72% | 2.97% | 2.90% | 2.17% | 2.98% | 2.71% | 2.46% | 1.91% | 1.89% | 3.09% |
GENM Genter Capital Municipal Quality Intermediate ETF | 2.92% | 2.88% | 2.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GENM and CRQ.NEO have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GENM is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GENM is cheaper with a 0.39% expense ratio, compared with 0.72% for CRQ.NEO.
GENM is categorized as Municipal Bonds, while CRQ.NEO is Canada Equities. They also come from different issuers: Genter Capital and iShares. Their fees differ too: 0.39% for GENM and 0.72% for CRQ.NEO.
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