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USMD vs. CGRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USMD vs. CGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CoreValues America First Technology ETF (USMD) and CoreValues Alpha Greater China Growth ETF (CGRO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


USMD

1D
4.53%
1M
2.48%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

CGRO

1D
0.75%
1M
12.95%
6M
-10.76%
YTD
-12.97%
1Y
-12.21%
3Y*
5Y*
10Y*
ALL TIME*
7.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$6.01K$9.52K$35.25K
$990.75$1.45K$638.40

USMD vs. CGRO - Yearly Performance Comparison


Correlation

The correlation between USMD and CGRO is 0.49, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 6, 2026

0.49

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Return for Risk

USMD vs. CGRO — Risk / Return Rank

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

USMD

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


CGRO
CGRO Risk / Return Rank: 55
Overall Rank
CGRO Sharpe Ratio Rank: 55
Sharpe Ratio Rank
CGRO Sortino Ratio Rank: 55
Sortino Ratio Rank
CGRO Omega Ratio Rank: 55
Omega Ratio Rank
CGRO Calmar Ratio Rank: 66
Calmar Ratio Rank
CGRO Martin Ratio Rank: 66
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.

USMD vs. CGRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CoreValues America First Technology ETF (USMD) and CoreValues Alpha Greater China Growth ETF (CGRO). 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.


USMDCGRODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.93

Calmar ratioReturn relative to maximum drawdown

-0.34

Martin ratioReturn relative to average drawdown

-0.63

USMD vs. CGRO - Sharpe Ratio Comparison


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Drawdowns

USMD vs. CGRO - Drawdown Comparison

The maximum USMD drawdown since its inception was -16.64%, smaller than the maximum CGRO drawdown of -36.53%. Use the drawdown chart below to compare losses from any high point for USMD and CGRO.


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Drawdown Indicators


USMDCGRODifference

Max Drawdown

Largest peak-to-trough decline

-16.64%

-36.53%

+19.89%

Max Drawdown (1Y)

Largest decline over 1 year

-36.53%

Current Drawdown

Current decline from peak

-5.38%

-25.62%

+20.24%

Average Drawdown

Average peak-to-trough decline

-4.10%

-11.47%

+7.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.35%

Volatility

USMD vs. CGRO - Volatility Comparison


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Volatility by Period


USMDCGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.15%

Volatility (6M)

Calculated over the trailing 6-month period

16.63%

Volatility (1Y)

Calculated over the trailing 1-year period

27.69%

23.09%

+4.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.69%

28.67%

-0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.69%

28.67%

-0.98%

USMD vs. CGRO - Expense Ratio Comparison

USMD has a 0.87% expense ratio, which is higher than CGRO's 0.75% expense ratio.


Dividends

USMD vs. CGRO - Dividend Comparison

USMD has not paid dividends to shareholders, while CGRO's dividend yield for the trailing twelve months is around 3.22%.


PositionTTM202520242023
CGRO
CoreValues Alpha Greater China Growth ETF
3.22%2.48%2.47%0.21%
USMD
CoreValues America First Technology ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


USMD and CGRO have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CGRO is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CGRO is cheaper with a 0.75% expense ratio, compared with 0.87% for USMD.

CGRO has the higher dividend yield at 3.22%, compared with 0.00% for USMD.

USMD is categorized as Technology Equities, while CGRO is China Equities. Their fees differ too: 0.87% for USMD and 0.75% for CGRO.

Portfolio Optimizer

Find the right allocation for USMD and CGRO

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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