MFSG vs. GQGU
MFSG (MFS Active Growth ETF) and GQGU (GQG US Equity ETF) are both Large Cap Growth Equities funds. Both are actively managed. Over the past year, MFSG returned 10.80% vs 4.73% for GQGU. At a correlation of -0.32, they often move in opposite directions. Both charge a 0.49% expense ratio.
Performance
MFSG vs. GQGU - Performance Comparison
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Returns By Period
In the year-to-date period, MFSG achieves a 4.90% return, which is significantly lower than GQGU's 5.74% return.
MFSG
- 1D
- -1.61%
- 1M
- -2.40%
- 6M
- 4.43%
- YTD
- 4.90%
- 1Y
- 10.80%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GQGU
- 1D
- 0.04%
- 1M
- 0.43%
- 6M
- 4.51%
- YTD
- 5.74%
- 1Y
- 4.73%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MFSG vs. GQGU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MFSG MFS Active Growth ETF | 4.90% | 6.69% |
GQGU GQG US Equity ETF | 5.74% | -1.12% |
Correlation
The correlation between MFSG and GQGU is -0.32, 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 (1Y) Calculated over the trailing 1-year period | -0.32 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025 | -0.32 |
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Return for Risk
MFSG vs. GQGU — Risk / Return Rank
MFSG
GQGU
MFSG vs. GQGU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Active Growth ETF (MFSG) 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.
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.
| MFSG | GQGU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.08 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | 0.56 | +0.11 |
| Martin ratioReturn relative to average drawdown | 2.27 | 1.36 | +0.91 |
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Drawdowns
MFSG vs. GQGU - Drawdown Comparison
The maximum MFSG drawdown since its inception was -23.24%, which is greater than GQGU's maximum drawdown of -8.41%. Use the drawdown chart below to compare losses from any high point for MFSG and GQGU.
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Drawdown Indicators
| MFSG | GQGU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.24% | -8.41% | -14.83% |
Max Drawdown (1Y)Largest decline over 1 year | -16.15% | -8.41% | -7.74% |
Current DrawdownCurrent decline from peak | -3.45% | -5.42% | +1.97% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -2.91% | -1.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.76% | 3.48% | +1.28% |
Volatility
MFSG vs. GQGU - Volatility Comparison
MFS Active Growth ETF (MFSG) has a higher volatility of 5.93% compared to GQG US Equity ETF (GQGU) at 4.36%. This indicates that MFSG's price experiences larger fluctuations and is considered to be riskier than GQGU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFSG | GQGU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.93% | 4.36% | +1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 14.36% | 8.52% | +5.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.51% | 10.71% | +6.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.85% | 10.68% | +11.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.85% | 10.68% | +11.17% |
MFSG vs. GQGU - Expense Ratio Comparison
Both MFSG and GQGU have an expense ratio of 0.49%.
Dividends
MFSG vs. GQGU - Dividend Comparison
MFSG's dividend yield for the trailing twelve months is around 0.07%, less than GQGU's 0.96% yield.
| Position | TTM | 2025 |
|---|---|---|
GQGU GQG US Equity ETF | 0.96% | 1.02% |
MFSG MFS Active Growth ETF | 0.07% | 0.08% |
Frequently Asked Questions
MFSG and GQGU have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MFSG has higher volatility (5.93%) compared to GQGU (4.36%). In terms of maximum drawdown, MFSG dropped -23.24% vs GQGU's -8.41%.
On 1-year performance, MFSG leads with 10.80% vs 4.73% for GQGU. Both ETFs have the same 0.49% expense ratio. On volatility, GQGU has been the lower-risk option at 4.36%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, MFSG has performed better with a 10.80% return vs 4.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
MFSG and GQGU have the same expense ratio: 0.49% per year.
GQGU has the higher dividend yield at 0.96%, compared with 0.07% for MFSG.
They also come from different issuers: MFS and GQG Partners.
MFSG currently has the higher Sharpe Ratio (0.62 vs 0.44), 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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