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IQM vs. GQGU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQM vs. GQGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Intelligent Machines ETF (IQM) and GQG US Equity ETF (GQGU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IQM achieves a 40.18% return, which is significantly higher than GQGU's 6.60% return.


IQM

1D
-0.37%
1M
11.94%
YTD
40.18%
6M
38.57%
1Y
75.07%
3Y*
37.62%
5Y*
22.22%
10Y*

GQGU

1D
-1.06%
1M
-1.65%
YTD
6.60%
6M
7.16%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQM vs. GQGU - Yearly Performance Comparison


2026 (YTD)2025
IQM
Franklin Intelligent Machines ETF
40.18%15.34%
GQGU
GQG US Equity ETF
6.60%-1.14%

Correlation

The correlation between IQM and GQGU is -0.31, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 15, 2025

-0.31

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Return for Risk

IQM vs. GQGU — Risk / Return Rank

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

IQM
IQM Risk / Return Rank: 7878
Overall Rank
IQM Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
IQM Sortino Ratio Rank: 6666
Sortino Ratio Rank
IQM Omega Ratio Rank: 7171
Omega Ratio Rank
IQM Calmar Ratio Rank: 8888
Calmar Ratio Rank
IQM Martin Ratio Rank: 8383
Martin Ratio Rank

GQGU
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.

IQM vs. GQGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Intelligent Machines ETF (IQM) and GQG US Equity ETF (GQGU). 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.


IQMGQGUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.43

Calmar ratioReturn relative to maximum drawdown

5.13

Martin ratioReturn relative to average drawdown

16.79

IQM vs. GQGU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IQMGQGUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.60

+0.36

Drawdowns

IQM vs. GQGU - Drawdown Comparison

The maximum IQM drawdown since its inception was -44.91%, which is greater than GQGU's maximum drawdown of -6.65%. Use the drawdown chart below to compare losses from any high point for IQM and GQGU.


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Drawdown Indicators


IQMGQGUDifference

Max Drawdown

Largest peak-to-trough decline

-44.91%

-6.65%

-38.26%

Max Drawdown (1Y)

Largest decline over 1 year

-14.71%

Max Drawdown (3Y)

Largest decline over 3 years

-30.42%

Max Drawdown (5Y)

Largest decline over 5 years

-44.91%

Current Drawdown

Current decline from peak

-0.37%

-4.66%

+4.29%

Average Drawdown

Average peak-to-trough decline

-12.25%

-2.54%

-9.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.49%

Volatility

IQM vs. GQGU - Volatility Comparison


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Volatility by Period


IQMGQGUDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.20%

Volatility (6M)

Calculated over the trailing 6-month period

22.92%

Volatility (1Y)

Calculated over the trailing 1-year period

28.27%

10.14%

+18.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.91%

10.14%

+18.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.72%

10.14%

+20.58%

IQM vs. GQGU - Expense Ratio Comparison

IQM has a 0.50% expense ratio, which is higher than GQGU's 0.49% expense ratio.


Dividends

IQM vs. GQGU - Dividend Comparison

IQM has not paid dividends to shareholders, while GQGU's dividend yield for the trailing twelve months is around 0.96%.


PositionTTM202520242023202220212020
GQGU
GQG US Equity ETF
0.96%1.02%0.00%0.00%0.00%0.00%0.00%
IQM
Franklin Intelligent Machines ETF
0.00%0.00%0.00%0.00%0.00%0.17%0.01%

Frequently Asked Questions


IQM and GQGU have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GQGU is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GQGU is cheaper with a 0.49% expense ratio, compared with 0.50% for IQM.

GQGU has the higher dividend yield at 0.96%, compared with 0.00% for IQM.

They also come from different issuers: Franklin Templeton and GQG Partners. Their fees differ too: 0.50% for IQM and 0.49% for GQGU.

Portfolio Optimizer

Find the right allocation for IQM and GQGU

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