MFUS vs. GQGU
MFUS (PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF) and GQGU (GQG US Equity ETF) are both Large Cap Growth Equities funds. MFUS is passively managed, while GQGU is actively managed. At a 0.13 correlation, their price movements are largely independent. MFUS charges 0.30%/yr vs 0.49%/yr for GQGU.
Performance
MFUS vs. GQGU - Performance Comparison
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Returns By Period
In the year-to-date period, MFUS achieves a 16.59% return, which is significantly higher than GQGU's 6.44% return.
MFUS
- 1D
- 0.19%
- 1M
- 4.47%
- YTD
- 16.59%
- 6M
- 16.69%
- 1Y
- 28.65%
- 3Y*
- 22.52%
- 5Y*
- 12.86%
- 10Y*
- —
GQGU
- 1D
- -0.15%
- 1M
- -1.69%
- YTD
- 6.44%
- 6M
- 7.69%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MFUS vs. GQGU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 16.59% | 6.13% |
GQGU GQG US Equity ETF | 6.44% | -1.14% |
Correlation
The correlation between MFUS and GQGU is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 15, 2025 | 0.13 |
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Return for Risk
MFUS vs. GQGU — Risk / Return Rank
MFUS
GQGU
MFUS vs. GQGU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS) 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.
| MFUS | GQGU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.48 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.51 | — | — |
| Martin ratioReturn relative to average drawdown | 18.52 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MFUS | GQGU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.69 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.58 | +0.21 |
Drawdowns
MFUS vs. GQGU - Drawdown Comparison
The maximum MFUS drawdown since its inception was -35.21%, which is greater than GQGU's maximum drawdown of -6.65%. Use the drawdown chart below to compare losses from any high point for MFUS and GQGU.
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Drawdown Indicators
| MFUS | GQGU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.21% | -6.65% | -28.56% |
Max Drawdown (1Y)Largest decline over 1 year | -6.39% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -15.39% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -18.22% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -4.80% | +4.80% |
Average DrawdownAverage peak-to-trough decline | -3.99% | -2.55% | -1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.55% | — | — |
Volatility
MFUS vs. GQGU - Volatility Comparison
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Volatility by Period
| MFUS | GQGU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.97% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.22% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.71% | 10.12% | +0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.03% | 10.12% | +4.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.35% | 10.12% | +7.23% |
MFUS vs. GQGU - Expense Ratio Comparison
MFUS has a 0.30% expense ratio, which is lower than GQGU's 0.49% expense ratio.
Dividends
MFUS vs. GQGU - Dividend Comparison
MFUS's dividend yield for the trailing twelve months is around 1.35%, more than GQGU's 0.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
GQGU GQG US Equity ETF | 0.96% | 1.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 1.35% | 1.54% | 1.45% | 1.96% | 2.07% | 1.35% | 1.72% | 1.89% | 1.69% | 1.01% |
Frequently Asked Questions
MFUS and GQGU have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MFUS is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MFUS is cheaper with a 0.30% expense ratio, compared with 0.49% for GQGU.
MFUS has the higher dividend yield at 1.35%, compared with 0.96% for GQGU.
They also come from different issuers: PIMCO and GQG Partners. Their fees differ too: 0.30% for MFUS and 0.49% for GQGU.
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