QRFT vs. FITZ

Last updated Jun 5, 2026

QRFT (QRAFT AI Enhanced U.S. Large Cap ETF) and FITZ (Fitz-Gerald Must Have Portfolio ETF) are both Large Cap Growth Equities funds. Both are actively managed. A 0.70 correlation means they provide meaningful diversification when combined. Both charge a 0.75% expense ratio.

Performance

QRFT vs. FITZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QRAFT AI Enhanced U.S. Large Cap ETF (QRFT) and Fitz-Gerald Must Have Portfolio ETF (FITZ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

QRFT

• 1D: 0.08%
• 1M: 5.38%
• YTD: 12.70%
• 6M: 12.87%
• 1Y: 29.05%
• 3Y*: 21.87%
• 5Y*: 12.41%
• 10Y*: —

FITZ

• 1D: -0.20%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

QRFT vs. FITZ - Yearly Performance Comparison

	2026 (YTD)
QRFT QRAFT AI Enhanced U.S. Large Cap ETF	0.21%
FITZ Fitz-Gerald Must Have Portfolio ETF	-1.66%

Correlation

The correlation between QRFT and FITZ is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 29, 2026	0.70

Return for Risk

QRFT vs. FITZ — Risk / Return Rank

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

QRFT

QRFT Risk / Return Rank: 69
QRFT Sharpe Ratio Rank: 69
QRFT Sortino Ratio Rank: 68
QRFT Omega Ratio Rank: 68
QRFT Calmar Ratio Rank: 66
QRFT Martin Ratio Rank: 75

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.

QRFT vs. FITZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for QRAFT AI Enhanced U.S. Large Cap ETF (QRFT) and Fitz-Gerald Must Have Portfolio ETF (FITZ). 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.

	QRFT	FITZ	Difference
Sharpe ratio: Return per unit of total volatility	2.23	—	—
Sortino ratio: Return per unit of downside risk	3.06	—	—
Omega ratio: Gain probability vs. loss probability	1.40	—	—
Calmar ratio: Return relative to maximum drawdown	3.20	—	—
Martin ratio: Return relative to average drawdown	14.15	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	QRFT	FITZ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.23	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.86	-7.29	+8.15

Drawdowns

QRFT vs. FITZ - Drawdown Comparison

The maximum QRFT drawdown since its inception was -30.19%, which is greater than FITZ's maximum drawdown of -1.97%. Use the drawdown chart below to compare losses from any high point for QRFT and FITZ.

Drawdown Indicators

	QRFT	FITZ	Difference
Max Drawdown Largest peak-to-trough decline	-30.19%	-1.97%	-28.22%
Max Drawdown (1Y) Largest decline over 1 year	-9.12%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-19.99%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-28.20%	—	—
Current Drawdown Current decline from peak	-0.26%	-1.97%	+1.71%
Average Drawdown Average peak-to-trough decline	-6.79%	-1.08%	-5.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.06%	—	—

Volatility

Volatility by Period

	QRFT	FITZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.36%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.96%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.07%	8.74%	+4.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.34%	8.74%	+8.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.10%	8.74%	+11.36%

QRFT vs. FITZ - Expense Ratio Comparison

Both QRFT and FITZ have an expense ratio of 0.75%.

Dividends

QRFT vs. FITZ - Dividend Comparison

QRFT's dividend yield for the trailing twelve months is around 0.25%, while FITZ has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
FITZ Fitz-Gerald Must Have Portfolio ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QRFT QRAFT AI Enhanced U.S. Large Cap ETF	0.25%	0.27%	0.52%	0.77%	0.83%	0.05%	1.81%	4.00%

Frequently Asked Questions

Can I hold both QRFT and FITZ in my portfolio?

QRFT and FITZ have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, QRFT or FITZ?

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, QRFT or FITZ?

QRFT and FITZ have the same expense ratio: 0.75% per year.

Which ETF pays a higher dividend yield, QRFT or FITZ?

QRFT has the higher dividend yield at 0.25%, compared with 0.00% for FITZ.

What is the main difference between QRFT and FITZ?

They also come from different issuers: Exchange Traded Concepts and Nicholas.