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GFGF vs. SPXM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GFGF vs. SPXM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guru Favorite Stocks ETF (GFGF) and Azoria 500 Meritocracy ETF (SPXM). The values are adjusted to include any dividend payments, if applicable.

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

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

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

GFGF
GFGF Risk / Return Rank: 2323
Overall Rank
GFGF Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
GFGF Sortino Ratio Rank: 2424
Sortino Ratio Rank
GFGF Omega Ratio Rank: 2424
Omega Ratio Rank
GFGF Calmar Ratio Rank: 1919
Calmar Ratio Rank
GFGF Martin Ratio Rank: 2222
Martin Ratio Rank

SPXM
SPXM Risk / Return Rank: 6060
Overall Rank
SPXM Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
SPXM Sortino Ratio Rank: 4949
Sortino Ratio Rank
SPXM Omega Ratio Rank: 8181
Omega Ratio Rank
SPXM Calmar Ratio Rank: 5353
Calmar Ratio Rank
SPXM Martin Ratio Rank: 6868
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.

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.


GFGFSPXMDifference
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

GFGF vs. SPXM - Sharpe Ratio Comparison

The current GFGF Sharpe Ratio is 0.76, which is lower than the SPXM Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of GFGF and SPXM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


GFGFSPXMDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.41%

-0.75%

+0.34%

Average Drawdown

Average peak-to-trough decline

-8.12%

-0.78%

-7.34%

Ulcer Index

Depth 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


GFGFSPXMDifference

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.


PositionTTM20252024202320222021
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.

Portfolio Optimizer

Find the right allocation for GFGF and SPXM

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