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QFRD vs. GARP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QFRD vs. GARP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer S&P 500 Quality FCF R&D Leaders ETF (QFRD) and iShares MSCI USA Quality GARP ETF (GARP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


QFRD

1D
0.40%
1M
0.30%
6M
17.23%
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

GARP

1D
0.66%
1M
-1.22%
6M
14.45%
YTD
16.89%
1Y
31.75%
3Y*
28.85%
5Y*
17.48%
10Y*
ALL TIME*
20.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$25.65M$25.43M$23.00M
$22.97K$34.82K$12.88K

QFRD vs. GARP - Yearly Performance Comparison


Correlation

The correlation between QFRD and GARP is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 13, 2026

0.79

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Return for Risk

QFRD vs. GARP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QFRD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


GARP
GARP Risk / Return Rank: 6464
Overall Rank
GARP Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
GARP Sortino Ratio Rank: 6262
Sortino Ratio Rank
GARP Omega Ratio Rank: 6060
Omega Ratio Rank
GARP Calmar Ratio Rank: 6363
Calmar Ratio Rank
GARP Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QFRD vs. GARP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer S&P 500 Quality FCF R&D Leaders ETF (QFRD) and iShares MSCI USA Quality GARP ETF (GARP). 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.


QFRDGARPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

2.19

Martin ratioReturn relative to average drawdown

7.99

QFRD vs. GARP - Sharpe Ratio Comparison


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Drawdowns

QFRD vs. GARP - Drawdown Comparison

The maximum QFRD drawdown since its inception was -9.69%, smaller than the maximum GARP drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for QFRD and GARP.


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Drawdown Indicators


QFRDGARPDifference

Max Drawdown

Largest peak-to-trough decline

-9.69%

-31.34%

+21.65%

Max Drawdown (1Y)

Largest decline over 1 year

-13.69%

Max Drawdown (3Y)

Largest decline over 3 years

-23.73%

Max Drawdown (5Y)

Largest decline over 5 years

-30.61%

Current Drawdown

Current decline from peak

-3.65%

-4.34%

+0.69%

Average Drawdown

Average peak-to-trough decline

-3.45%

-7.27%

+3.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

Volatility

QFRD vs. GARP - Volatility Comparison


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Volatility by Period


QFRDGARPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.68%

Volatility (6M)

Calculated over the trailing 6-month period

16.18%

Volatility (1Y)

Calculated over the trailing 1-year period

19.17%

20.02%

-0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.17%

22.34%

-3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.17%

23.92%

-4.75%

QFRD vs. GARP - Expense Ratio Comparison

QFRD has a 0.49% expense ratio, which is higher than GARP's 0.15% expense ratio.


Dividends

QFRD vs. GARP - Dividend Comparison

QFRD's dividend yield for the trailing twelve months is around 0.11%, less than GARP's 0.27% yield.


PositionTTM202520242023202220212020
GARP
iShares MSCI USA Quality GARP ETF
0.27%0.31%0.38%0.75%1.85%0.67%0.75%
QFRD
Pacer S&P 500 Quality FCF R&D Leaders ETF
0.11%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QFRD and GARP have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GARP is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GARP is cheaper with a 0.15% expense ratio, compared with 0.49% for QFRD.

GARP has the higher dividend yield at 0.27%, compared with 0.11% for QFRD.

QFRD tracks S&P 500 Quality FCF R&D Leaders Index, while GARP tracks MSCI USA Quality GARP Select Index. They also come from different issuers: Pacer and iShares. Their fees differ too: 0.49% for QFRD and 0.15% for GARP.

Portfolio Optimizer

Find the right allocation for QFRD and GARP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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