QAITX vs. VUG

Last updated Jun 24, 2026

QAITX (Q3 All-Weather Tactical Fund) and VUG (Vanguard Growth ETF) are both funds - QAITX is a Tactical Allocation fund managed by Q3 Asset Management Corporation, while VUG is a Large Cap Growth Equities fund tracking the CRSP US Large Cap Growth Index. Over the past 5 years, QAITX returned 2.70%/yr vs 12.80%/yr for VUG. A 0.72 correlation means they provide meaningful diversification when combined. QAITX charges 1.36%/yr vs 0.03%/yr for VUG.

Performance

QAITX vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Q3 All-Weather Tactical Fund (QAITX) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QAITX achieves a 6.52% return, which is significantly higher than VUG's 3.52% return.

QAITX

• 1D: 0.00%
• 1M: 0.00%
• YTD: 6.52%
• 6M: 5.07%
• 1Y: 19.32%
• 3Y*: 12.30%
• 5Y*: 2.70%
• 10Y*: —

VUG

• 1D: -2.12%
• 1M: -3.95%
• YTD: 3.52%
• 6M: 2.23%
• 1Y: 20.05%
• 3Y*: 22.74%
• 5Y*: 12.80%
• 10Y*: 18.02%

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

QAITX vs. VUG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
QAITX Q3 All-Weather Tactical Fund	6.52%	3.53%	16.11%	23.71%	-37.71%	16.80%	26.32%	0.00%
VUG Vanguard Growth ETF	3.52%	19.40%	32.69%	46.83%	-33.16%	27.35%	40.25%	-0.50%

Correlation

The correlation between QAITX and VUG is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.75
Correlation (All Time) Calculated using the full available price history since Dec 30, 2019	0.72

The correlation between QAITX and VUG shifts across timeframes, from 0.72 (all time) to 0.86 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

QAITX vs. VUG — Risk / Return Rank

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

QAITX

QAITX Risk / Return Rank: 24
QAITX Sharpe Ratio Rank: 27
QAITX Sortino Ratio Rank: 24
QAITX Omega Ratio Rank: 27
QAITX Calmar Ratio Rank: 20
QAITX Martin Ratio Rank: 20

VUG

VUG Risk / Return Rank: 31
VUG Sharpe Ratio Rank: 34
VUG Sortino Ratio Rank: 32
VUG Omega Ratio Rank: 33
VUG Calmar Ratio Rank: 26
VUG Martin Ratio Rank: 30

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.

QAITX vs. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Q3 All-Weather Tactical Fund (QAITX) and Vanguard Growth ETF (VUG). 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.

	QAITX	VUG	Difference
Sharpe ratio: Return per unit of total volatility	1.38	1.19	+0.18
Sortino ratio: Return per unit of downside risk	1.91	1.67	+0.24
Omega ratio: Gain probability vs. loss probability	1.26	1.21	+0.04
Calmar ratio: Return relative to maximum drawdown	1.52	1.22	+0.30
Martin ratio: Return relative to average drawdown	4.73	4.15	+0.58

QAITX vs. VUG - Sharpe Ratio Comparison

The current QAITX Sharpe Ratio is 1.38, which is comparable to the VUG Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of QAITX and VUG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QAITX vs. VUG - Drawdown Comparison

The maximum QAITX drawdown since its inception was -40.35%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for QAITX and VUG.

Drawdown Indicators

	QAITX	VUG	Difference
Max Drawdown Largest peak-to-trough decline	-40.35%	-50.68%	+10.33%
Max Drawdown (1Y) Largest decline over 1 year	-13.49%	-16.53%	+3.04%
Max Drawdown (3Y) Largest decline over 3 years	-13.49%	-22.85%	+9.36%
Max Drawdown (5Y) Largest decline over 5 years	-40.35%	-35.61%	-4.74%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.61%	—
Current Drawdown Current decline from peak	-3.56%	-6.88%	+3.32%
Average Drawdown Average peak-to-trough decline	-15.75%	-7.09%	-8.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.31%	4.84%	-0.53%

Volatility

QAITX vs. VUG - Volatility Comparison

The current volatility for Q3 All-Weather Tactical Fund (QAITX) is 3.26%, while Vanguard Growth ETF (VUG) has a volatility of 6.86%. This indicates that QAITX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QAITX	VUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.26%	6.86%	-3.60%
Volatility (6M) Calculated over the trailing 6-month period	11.15%	13.44%	-2.29%
Volatility (1Y) Calculated over the trailing 1-year period	14.87%	16.91%	-2.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.43%	22.39%	-8.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.63%	21.51%	-6.88%

QAITX vs. VUG - Expense Ratio Comparison

QAITX has a 1.36% expense ratio, which is higher than VUG's 0.03% expense ratio.

Dividends

QAITX vs. VUG - Dividend Comparison

QAITX's dividend yield for the trailing twelve months is around 1.48%, more than VUG's 0.39% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QAITX Q3 All-Weather Tactical Fund	1.48%	1.85%	0.00%	0.00%	0.00%	7.77%	7.57%	0.00%	0.00%	0.00%	0.00%	0.00%
VUG Vanguard Growth ETF	0.39%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%

Frequently Asked Questions

Can I hold both QAITX and VUG in my portfolio?

QAITX and VUG have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QAITX or VUG?

VUG has higher volatility (6.86%) compared to QAITX (3.26%). In terms of maximum drawdown, QAITX dropped -40.35% vs VUG's -50.68%.

Which has better risk-adjusted returns?

QAITX currently has the higher Sharpe Ratio (1.38 vs 1.19), 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.