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QMID vs. QGRW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QMID vs. QGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. MidCap Quality Growth Fund (QMID) and WisdomTree U.S. Quality Growth Fund (QGRW). The values are adjusted to include any dividend payments, if applicable.

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QMID vs. QGRW - Yearly Performance Comparison


2026 (YTD)20252024
QMID
WisdomTree U.S. MidCap Quality Growth Fund
-3.53%5.02%9.33%
QGRW
WisdomTree U.S. Quality Growth Fund
-7.80%19.20%28.59%

Returns By Period

In the year-to-date period, QMID achieves a -3.53% return, which is significantly higher than QGRW's -7.80% return.


QMID

1D
0.63%
1M
-6.49%
YTD
-3.53%
6M
-3.38%
1Y
7.74%
3Y*
5Y*
10Y*

QGRW

1D
1.24%
1M
-4.85%
YTD
-7.80%
6M
-6.06%
1Y
22.02%
3Y*
24.11%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QMID vs. QGRW - Expense Ratio Comparison

QMID has a 0.38% expense ratio, which is higher than QGRW's 0.28% expense ratio.


Return for Risk

QMID vs. QGRW — Risk / Return Rank

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

QMID
QMID Risk / Return Rank: 2323
Overall Rank
QMID Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
QMID Sortino Ratio Rank: 2323
Sortino Ratio Rank
QMID Omega Ratio Rank: 2222
Omega Ratio Rank
QMID Calmar Ratio Rank: 2424
Calmar Ratio Rank
QMID Martin Ratio Rank: 2626
Martin Ratio Rank

QGRW
QGRW Risk / Return Rank: 5353
Overall Rank
QGRW Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
QGRW Sortino Ratio Rank: 5353
Sortino Ratio Rank
QGRW Omega Ratio Rank: 5252
Omega Ratio Rank
QGRW Calmar Ratio Rank: 5656
Calmar Ratio Rank
QGRW Martin Ratio Rank: 5555
Martin Ratio Rank
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.

QMID vs. QGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. MidCap Quality Growth Fund (QMID) and WisdomTree U.S. Quality Growth Fund (QGRW). 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.


QMIDQGRWDifference

Sharpe ratio

Return per unit of total volatility

0.38

0.91

-0.54

Sortino ratio

Return per unit of downside risk

0.70

1.45

-0.75

Omega ratio

Gain probability vs. loss probability

1.09

1.20

-0.11

Calmar ratio

Return relative to maximum drawdown

0.59

1.51

-0.92

Martin ratio

Return relative to average drawdown

2.34

5.66

-3.32

QMID vs. QGRW - Sharpe Ratio Comparison

The current QMID Sharpe Ratio is 0.38, which is lower than the QGRW Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of QMID and QGRW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QMIDQGRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

0.91

-0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

1.32

-1.06

Correlation

The correlation between QMID and QGRW is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

QMID vs. QGRW - Dividend Comparison

QMID's dividend yield for the trailing twelve months is around 0.53%, more than QGRW's 0.09% yield.


TTM202520242023
QMID
WisdomTree U.S. MidCap Quality Growth Fund
0.53%0.51%1.16%0.00%
QGRW
WisdomTree U.S. Quality Growth Fund
0.09%0.09%0.14%0.11%

Drawdowns

QMID vs. QGRW - Drawdown Comparison

The maximum QMID drawdown since its inception was -24.42%, roughly equal to the maximum QGRW drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for QMID and QGRW.


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Drawdown Indicators


QMIDQGRWDifference

Max Drawdown

Largest peak-to-trough decline

-24.42%

-24.40%

-0.02%

Max Drawdown (1Y)

Largest decline over 1 year

-13.65%

-15.44%

+1.79%

Current Drawdown

Current decline from peak

-7.52%

-10.67%

+3.15%

Average Drawdown

Average peak-to-trough decline

-5.63%

-3.33%

-2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

4.12%

-0.65%

Volatility

QMID vs. QGRW - Volatility Comparison

The current volatility for WisdomTree U.S. MidCap Quality Growth Fund (QMID) is 5.44%, while WisdomTree U.S. Quality Growth Fund (QGRW) has a volatility of 7.91%. This indicates that QMID experiences smaller price fluctuations and is considered to be less risky than QGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QMIDQGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

7.91%

-2.47%

Volatility (6M)

Calculated over the trailing 6-month period

11.46%

13.96%

-2.50%

Volatility (1Y)

Calculated over the trailing 1-year period

20.54%

24.20%

-3.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.83%

21.23%

-2.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.83%

21.23%

-2.40%