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QVOY vs. GAL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QVOY vs. GAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Q3 All-Season Active Rotation ETF (QVOY) and SPDR SSgA Global Allocation ETF (GAL). The values are adjusted to include any dividend payments, if applicable.

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QVOY vs. GAL - Yearly Performance Comparison


2026 (YTD)2025202420232022
QVOY
Q3 All-Season Active Rotation ETF
4.39%16.45%1.55%17.19%-0.53%
GAL
SPDR SSgA Global Allocation ETF
0.38%15.95%9.85%13.32%-1.03%

Returns By Period

In the year-to-date period, QVOY achieves a 4.39% return, which is significantly higher than GAL's 0.38% return.


QVOY

1D
0.47%
1M
-6.52%
YTD
4.39%
6M
7.32%
1Y
26.27%
3Y*
12.71%
5Y*
10Y*

GAL

1D
1.94%
1M
-4.19%
YTD
0.38%
6M
2.74%
1Y
14.27%
3Y*
11.53%
5Y*
6.29%
10Y*
7.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QVOY vs. GAL - Expense Ratio Comparison

QVOY has a 1.30% expense ratio, which is higher than GAL's 0.35% expense ratio.


Return for Risk

QVOY vs. GAL — Risk / Return Rank

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

QVOY
QVOY Risk / Return Rank: 8080
Overall Rank
QVOY Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
QVOY Sortino Ratio Rank: 7676
Sortino Ratio Rank
QVOY Omega Ratio Rank: 7575
Omega Ratio Rank
QVOY Calmar Ratio Rank: 8787
Calmar Ratio Rank
QVOY Martin Ratio Rank: 8383
Martin Ratio Rank

GAL
GAL Risk / Return Rank: 7575
Overall Rank
GAL Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
GAL Sortino Ratio Rank: 7676
Sortino Ratio Rank
GAL Omega Ratio Rank: 7575
Omega Ratio Rank
GAL Calmar Ratio Rank: 7171
Calmar Ratio Rank
GAL Martin Ratio Rank: 7979
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.

QVOY vs. GAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Q3 All-Season Active Rotation ETF (QVOY) and SPDR SSgA Global Allocation ETF (GAL). 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.


QVOYGALDifference

Sharpe ratio

Return per unit of total volatility

1.48

1.31

+0.17

Sortino ratio

Return per unit of downside risk

1.96

1.88

+0.07

Omega ratio

Gain probability vs. loss probability

1.29

1.28

+0.01

Calmar ratio

Return relative to maximum drawdown

2.75

1.78

+0.98

Martin ratio

Return relative to average drawdown

9.60

8.25

+1.35

QVOY vs. GAL - Sharpe Ratio Comparison

The current QVOY Sharpe Ratio is 1.48, which is comparable to the GAL Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of QVOY and GAL, 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


QVOYGALDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

1.31

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.65

+0.13

Correlation

The correlation between QVOY and GAL is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

QVOY vs. GAL - Dividend Comparison

QVOY's dividend yield for the trailing twelve months is around 8.91%, more than GAL's 3.38% yield.


TTM20252024202320222021202020192018201720162015
QVOY
Q3 All-Season Active Rotation ETF
8.91%9.30%10.88%6.03%0.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GAL
SPDR SSgA Global Allocation ETF
3.38%3.47%2.99%2.56%6.19%4.05%2.14%2.96%2.43%2.26%2.43%3.10%

Drawdowns

QVOY vs. GAL - Drawdown Comparison

The maximum QVOY drawdown since its inception was -17.05%, smaller than the maximum GAL drawdown of -28.31%. Use the drawdown chart below to compare losses from any high point for QVOY and GAL.


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Drawdown Indicators


QVOYGALDifference

Max Drawdown

Largest peak-to-trough decline

-17.05%

-28.31%

+11.26%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

-8.02%

-1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-21.14%

Max Drawdown (10Y)

Largest decline over 10 years

-28.31%

Current Drawdown

Current decline from peak

-6.95%

-4.45%

-2.50%

Average Drawdown

Average peak-to-trough decline

-3.77%

-3.78%

+0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

1.73%

+1.05%

Volatility

QVOY vs. GAL - Volatility Comparison

Q3 All-Season Active Rotation ETF (QVOY) has a higher volatility of 6.16% compared to SPDR SSgA Global Allocation ETF (GAL) at 4.37%. This indicates that QVOY's price experiences larger fluctuations and is considered to be riskier than GAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QVOYGALDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.16%

4.37%

+1.79%

Volatility (6M)

Calculated over the trailing 6-month period

13.84%

6.96%

+6.88%

Volatility (1Y)

Calculated over the trailing 1-year period

17.85%

10.92%

+6.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.04%

10.41%

+4.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.04%

11.32%

+3.72%