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GFGF vs. USMV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

GFGF vs. USMV

Last updated Jul 14, 2026
Documentation

GFGF (Guru Favorite Stocks ETF) and USMV (iShares MSCI USA Min Vol Factor ETF) are both Large Cap Blend Equities funds. GFGF is actively managed, while USMV is passively managed. Over the past 3 years, GFGF returned 16.20%/yr vs 11.43%/yr for USMV. A 0.69 correlation means they provide meaningful diversification when combined. GFGF charges 0.65%/yr vs 0.15%/yr for USMV.

Performance

GFGF vs. USMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guru Favorite Stocks ETF (GFGF) and iShares MSCI USA Min Vol Factor ETF (USMV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GFGF achieves a 2.09% return, which is significantly lower than USMV's 4.64% return.

GFGF

1D
0.06%
1M
2.69%
6M
0.07%
YTD
2.09%
1Y
9.64%
3Y*
16.20%
5Y*
—
10Y*
—

USMV

1D
0.06%
1M
2.16%
6M
3.87%
YTD
4.64%
1Y
7.10%
3Y*
11.43%
5Y*
7.16%
10Y*
9.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GFGF vs. USMV - Yearly Performance Comparison

2026 (YTD)20252024202320222021
GFGF
Guru Favorite Stocks ETF		2.09%13.11%26.12%24.03%-20.32%1.03%
USMV
iShares MSCI USA Min Vol Factor ETF		4.64%7.65%15.74%10.33%-9.43%1.94%

Correlation

The correlation between GFGF and USMV is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2021

0.69

The correlation between GFGF and USMV shifts across timeframes, from 0.58 (1 year) to 0.69 (all time), reflecting how their relationship changes across market environments.

GFGF vs. USMV - Sectors Allocation Comparison

Sectors
GFGF
USMV

Technology

36.0%
33.9%

Financial Services

30.1%
11.7%

Healthcare

14.1%
12.6%

Communication Services

10.9%
6.2%

Consumer Cyclical

6.6%
5.7%

Consumer Defensive

3.1%
9.4%

Industrials

2.4%
6.1%

Real Estate

2.0%
2.5%

Basic Materials

-

2.4%

Energy

-

2.7%

Utilities

-

6.9%

Technology

GFGF
36.0%
USMV
33.9%

Financial Services

GFGF
30.1%
USMV
11.7%

Healthcare

GFGF
14.1%
USMV
12.6%

Communication Services

GFGF
10.9%
USMV
6.2%

Consumer Cyclical

GFGF
6.6%
USMV
5.7%

Consumer Defensive

GFGF
3.1%
USMV
9.4%

Industrials

GFGF
2.4%
USMV
6.1%

Real Estate

GFGF
2.0%
USMV
2.5%

Basic Materials

GFGF

-

USMV
2.4%

Energy

GFGF

-

USMV
2.7%

Utilities

GFGF

-

USMV
6.9%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Guru Favorite Stocks ETF

iShares MSCI USA Min Vol Factor ETF

Often compared with GFGF:
GFGF vs. XNTKGFGF vs. SPYGFGF vs. IWYGFGF vs. VGTGFGF vs. VOOGFGF vs. SCHGGFGF vs. BDGS
Often compared with USMV:
USMV vs. SPLVUSMV vs. SPYUSMV vs. VOOUSMV vs. QUALUSMV vs. VFMVUSMV vs. ACWVUSMV vs. VTI

Return for Risk

GFGF vs. USMV — 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
USMV
USMV Risk / Return Rank: 2828
Overall Rank
USMV Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
USMV Sortino Ratio Rank: 2626
Sortino Ratio Rank
USMV Omega Ratio Rank: 2525
Omega Ratio Rank
USMV Calmar Ratio Rank: 2828
Calmar Ratio Rank
USMV Martin Ratio Rank: 3131
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. USMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guru Favorite Stocks ETF (GFGF) and iShares MSCI USA Min Vol Factor ETF (USMV). 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.

GFGFUSMVDifference
Sharpe ratioReturn per unit of total volatility
0.76
0.84

-0.08

Sortino ratioReturn per unit of downside risk
1.12
1.23

-0.11

Omega ratioGain probability vs. loss probability

1.14

1.15

-0.01

Calmar ratioReturn relative to maximum drawdown

0.64

1.10

-0.47

Martin ratioReturn relative to average drawdown

2.15

3.61

-1.46

GFGF vs. USMV - Sharpe Ratio Comparison

The current GFGF Sharpe Ratio is 0.76, which is comparable to the USMV Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of GFGF and USMV, 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. USMV - Drawdown Comparison

The maximum GFGF drawdown since its inception was -27.98%, smaller than the maximum USMV drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for GFGF and USMV.

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Drawdown Indicators

GFGFUSMVDifference

Max Drawdown

Largest peak-to-trough decline

-27.98%

-33.10%

+5.12%

Max Drawdown (1Y)

Largest decline over 1 year

-15.22%

-6.46%

-8.76%

Max Drawdown (3Y)

Largest decline over 3 years

-15.60%

-9.36%

-6.24%

Max Drawdown (5Y)

Largest decline over 5 years

—

-17.93%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.10%

—

Current Drawdown

Current decline from peak

-0.41%

-0.54%

+0.13%

Average Drawdown

Average peak-to-trough decline

-8.12%

-2.87%

-5.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.49%

1.97%

+2.52%

Volatility

GFGF vs. USMV - Volatility Comparison

Guru Favorite Stocks ETF (GFGF) has a higher volatility of 3.89% compared to iShares MSCI USA Min Vol Factor ETF (USMV) at 2.54%. This indicates that GFGF's price experiences larger fluctuations and is considered to be riskier than USMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

GFGFUSMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.89%

2.54%

+1.35%

Volatility (6M)

Calculated over the trailing 6-month period

10.12%

6.22%

+3.90%

Volatility (1Y)

Calculated over the trailing 1-year period

12.73%

8.48%

+4.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.98%

12.36%

+6.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.98%

14.49%

+4.49%

GFGF vs. USMV - Expense Ratio Comparison

GFGF has a 0.65% expense ratio, which is higher than USMV's 0.15% expense ratio.

Dividends

GFGF vs. USMV - Dividend Comparison

GFGF's dividend yield for the trailing twelve months is around 0.21%, less than USMV's 1.48% yield.

PositionTTM20252024202320222021202020192018201720162015
GFGF
Guru Favorite Stocks ETF		0.21%0.21%0.10%0.08%0.42%0.01%0.00%0.00%0.00%0.00%0.00%0.00%
USMV
iShares MSCI USA Min Vol Factor ETF		1.48%1.49%1.67%1.82%1.62%1.26%1.81%1.88%2.12%1.77%2.22%2.02%

Frequently Asked Questions

GFGF and USMV have a correlation of 0.58, 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 USMV (2.54%). In terms of maximum drawdown, GFGF dropped -27.98% vs USMV's -33.10%.

On 3-year performance, GFGF leads with 16.20% vs 11.43% for USMV. On fees, USMV is cheaper at 0.15% per year. On volatility, USMV has been the lower-risk option at 2.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GFGF has performed better with a 16.20% return vs 11.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USMV is cheaper with a 0.15% expense ratio, compared with 0.65% for GFGF.

USMV has the higher dividend yield at 1.48%, compared with 0.21% for GFGF.

They also come from different issuers: GuruFocus and iShares. Their fees differ too: 0.65% for GFGF and 0.15% for USMV.

USMV currently has the higher Sharpe Ratio (0.84 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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