XCOR vs. GQGU

Last updated Jul 16, 2026

XCOR (Fundx ETF) and GQGU (GQG US Equity ETF) are both Large Cap Growth Equities funds. Both are actively managed. Over the past year, XCOR returned 21.05% vs 5.18% for GQGU. At a correlation of -0.23, they often move in opposite directions. XCOR charges 1.27%/yr vs 0.49%/yr for GQGU.

Performance

XCOR vs. GQGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fundx ETF (XCOR) and GQG US Equity ETF (GQGU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XCOR achieves a 9.95% return, which is significantly higher than GQGU's 5.70% return.

XCOR

• 1D: -0.42%
• 1M: -2.84%
• 6M: 9.25%
• YTD: 9.95%
• 1Y: 21.05%
• 3Y*: 19.75%
• 5Y*: —
• 10Y*: —

GQGU

• 1D: -0.23%
• 1M: 0.43%
• 6M: 4.64%
• YTD: 5.70%
• 1Y: 5.18%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XCOR vs. GQGU - Yearly Performance Comparison

	2026 (YTD)	2025
XCOR Fundx ETF	9.95%	10.01%
GQGU GQG US Equity ETF	5.70%	-1.12%

Correlation

The correlation between XCOR and GQGU is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.24
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025	-0.23

Return for Risk

XCOR vs. GQGU — Risk / Return Rank

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

XCOR

XCOR Risk / Return Rank: 52
XCOR Sharpe Ratio Rank: 51
XCOR Sortino Ratio Rank: 48
XCOR Omega Ratio Rank: 49
XCOR Calmar Ratio Rank: 54
XCOR Martin Ratio Rank: 60

GQGU

GQGU Risk / Return Rank: 17
GQGU Sharpe Ratio Rank: 18
GQGU Sortino Ratio Rank: 17
GQGU Omega Ratio Rank: 16
GQGU Calmar Ratio Rank: 18
GQGU Martin Ratio Rank: 18

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.

XCOR vs. GQGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fundx ETF (XCOR) and GQG US Equity ETF (GQGU). 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.

	XCOR	GQGU	Difference
Sharpe ratio: Return per unit of total volatility	1.44	0.49	+0.96
Sortino ratio: Return per unit of downside risk	2.00	0.77	+1.23
Omega ratio: Gain probability vs. loss probability	1.26	1.09	+0.17
Calmar ratio: Return relative to maximum drawdown	2.20	0.62	+1.58
Martin ratio: Return relative to average drawdown	8.61	1.50	+7.11

XCOR vs. GQGU - Sharpe Ratio Comparison

The current XCOR Sharpe Ratio is 1.44, which is higher than the GQGU Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of XCOR and GQGU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XCOR vs. GQGU - Drawdown Comparison

The maximum XCOR drawdown since its inception was -22.54%, which is greater than GQGU's maximum drawdown of -8.41%. Use the drawdown chart below to compare losses from any high point for XCOR and GQGU.

Drawdown Indicators

	XCOR	GQGU	Difference
Max Drawdown Largest peak-to-trough decline	-22.54%	-8.41%	-14.13%
Max Drawdown (1Y) Largest decline over 1 year	-9.60%	-8.41%	-1.19%
Max Drawdown (3Y) Largest decline over 3 years	-22.54%	—	—
Current Drawdown Current decline from peak	-3.75%	-5.46%	+1.71%
Average Drawdown Average peak-to-trough decline	-3.12%	-2.90%	-0.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.45%	3.46%	-1.01%

Volatility

XCOR vs. GQGU - Volatility Comparison

Fundx ETF (XCOR) has a higher volatility of 6.40% compared to GQG US Equity ETF (GQGU) at 4.50%. This indicates that XCOR's price experiences larger fluctuations and is considered to be riskier than GQGU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XCOR	GQGU	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.40%	4.50%	+1.90%
Volatility (6M) Calculated over the trailing 6-month period	12.51%	8.53%	+3.98%
Volatility (1Y) Calculated over the trailing 1-year period	14.67%	10.73%	+3.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.27%	10.71%	+6.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.27%	10.71%	+6.56%

XCOR vs. GQGU - Expense Ratio Comparison

XCOR has a 1.27% expense ratio, which is higher than GQGU's 0.49% expense ratio.

Dividends

XCOR vs. GQGU - Dividend Comparison

XCOR's dividend yield for the trailing twelve months is around 0.39%, less than GQGU's 0.96% yield.

Position	TTM	2025	2024	2023	2022
GQGU GQG US Equity ETF	0.96%	1.02%	0.00%	0.00%	0.00%
XCOR Fundx ETF	0.39%	0.43%	0.00%	0.95%	2.52%

Frequently Asked Questions

Can I hold both XCOR and GQGU in my portfolio?

XCOR and GQGU have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XCOR or GQGU?

XCOR has higher volatility (6.40%) compared to GQGU (4.50%). In terms of maximum drawdown, XCOR dropped -22.54% vs GQGU's -8.41%.

Which ETF is better, XCOR or GQGU?

On 1-year performance, XCOR leads with 21.05% vs 5.18% for GQGU. On fees, GQGU is cheaper at 0.49% per year. On volatility, GQGU has been the lower-risk option at 4.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XCOR or GQGU?

Over the 1-year period, XCOR has performed better with a 21.05% return vs 5.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XCOR or GQGU?

GQGU is cheaper with a 0.49% expense ratio, compared with 1.27% for XCOR.

Which ETF pays a higher dividend yield, XCOR or GQGU?

GQGU has the higher dividend yield at 0.96%, compared with 0.39% for XCOR.

What is the main difference between XCOR and GQGU?

They also come from different issuers: FundX and GQG Partners. Their fees differ too: 1.27% for XCOR and 0.49% for GQGU.

Which has better risk-adjusted returns?

XCOR currently has the higher Sharpe Ratio (1.44 vs 0.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.