GFGF vs. SPXM
GFGF (Guru Favorite Stocks ETF) and SPXM (Azoria 500 Meritocracy ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past year, GFGF returned 9.64% vs 8.67% for SPXM. At a 0.48 correlation, their price movements are largely independent. GFGF charges 0.65%/yr vs 0.47%/yr for SPXM.
Performance
GFGF vs. SPXM - Performance Comparison
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Returns By Period
GFGF
- 1D
- 0.06%
- 1M
- 2.69%
- 6M
- 0.07%
- YTD
- 2.09%
- 1Y
- 9.64%
- 3Y*
- 16.20%
- 5Y*
- —
- 10Y*
- —
SPXM
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- 8.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GFGF vs. SPXM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GFGF Guru Favorite Stocks ETF | 2.09% | 7.33% |
SPXM Azoria 500 Meritocracy ETF | 0.00% | 9.27% |
Correlation
The correlation between GFGF and SPXM is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jul 8, 2025 | 0.48 |
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Return for Risk
GFGF vs. SPXM — Risk / Return Rank
GFGF
SPXM
GFGF vs. SPXM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Guru Favorite Stocks ETF (GFGF) and Azoria 500 Meritocracy ETF (SPXM). 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.
| GFGF | SPXM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.38 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.64 | 2.10 | -1.46 |
| Martin ratioReturn relative to average drawdown | 2.15 | 9.84 | -7.69 |
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Drawdowns
GFGF vs. SPXM - Drawdown Comparison
The maximum GFGF drawdown since its inception was -27.98%, which is greater than SPXM's maximum drawdown of -5.08%. Use the drawdown chart below to compare losses from any high point for GFGF and SPXM.
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Drawdown Indicators
| GFGF | SPXM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.98% | -5.08% | -22.90% |
Max Drawdown (1Y)Largest decline over 1 year | -15.22% | -5.08% | -10.14% |
Max Drawdown (3Y)Largest decline over 3 years | -15.60% | — | — |
Current DrawdownCurrent decline from peak | -0.41% | -0.75% | +0.34% |
Average DrawdownAverage peak-to-trough decline | -8.12% | -0.78% | -7.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.49% | — | — |
Volatility
GFGF vs. SPXM - Volatility Comparison
Guru Favorite Stocks ETF (GFGF) has a higher volatility of 3.89% compared to Azoria 500 Meritocracy ETF (SPXM) at 0.00%. This indicates that GFGF's price experiences larger fluctuations and is considered to be riskier than SPXM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GFGF | SPXM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 0.00% | +3.89% |
Volatility (6M)Calculated over the trailing 6-month period | 10.12% | 3.99% | +6.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.73% | 7.68% | +5.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.98% | 7.64% | +11.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.98% | 7.64% | +11.34% |
GFGF vs. SPXM - Expense Ratio Comparison
GFGF has a 0.65% expense ratio, which is higher than SPXM's 0.47% expense ratio.
Dividends
GFGF vs. SPXM - Dividend Comparison
GFGF's dividend yield for the trailing twelve months is around 0.21%, less than SPXM's 0.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
GFGF Guru Favorite Stocks ETF | 0.21% | 0.21% | 0.10% | 0.08% | 0.42% | 0.01% |
SPXM Azoria 500 Meritocracy ETF | 0.24% | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GFGF and SPXM have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GFGF has higher volatility (3.89%) compared to SPXM (0.00%). In terms of maximum drawdown, GFGF dropped -27.98% vs SPXM's -5.08%.
On 1-year performance, GFGF leads with 9.64% vs 8.67% for SPXM. On fees, SPXM is cheaper at 0.47% per year. On volatility, SPXM has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, GFGF has performed better with a 9.64% return vs 8.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SPXM is cheaper with a 0.47% expense ratio, compared with 0.65% for GFGF.
SPXM has the higher dividend yield at 0.24%, compared with 0.21% for GFGF.
They also come from different issuers: GuruFocus and Azoria. Their fees differ too: 0.65% for GFGF and 0.47% for SPXM.
SPXM currently has the higher Sharpe Ratio (1.39 vs 0.76), 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.
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