XNAV vs. GQGU

Last updated Apr 2, 2026

Compare and contrast key facts about FundX Aggressive ETF (XNAV) and GQG US Equity ETF (GQGU).

XNAV and GQGU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XNAV is an actively managed fund by FundX. It was launched on Jul 1, 2002. GQGU is an actively managed fund by GQG Partners. It was launched on Jul 14, 2025.

Performance

XNAV vs. GQGU - Performance Comparison

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

XNAV vs. GQGU - Yearly Performance Comparison

	2026 (YTD)	2025
XNAV FundX Aggressive ETF	2.30%	12.51%
GQGU GQG US Equity ETF	8.19%	-1.14%

Returns By Period

In the year-to-date period, XNAV achieves a 2.30% return, which is significantly lower than GQGU's 8.19% return.

XNAV

• 1D: 1.29%
• 1M: -5.64%
• YTD: 2.30%
• 6M: 5.66%
• 1Y: 27.67%
• 3Y*: 19.40%
• 5Y*: —
• 10Y*: —

GQGU

• 1D: -1.30%
• 1M: -3.10%
• YTD: 8.19%
• 6M: 6.64%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XNAV vs. GQGU - Expense Ratio Comparison

XNAV has a 1.30% expense ratio, which is higher than GQGU's 0.49% expense ratio.

XNAV

FundX Aggressive ETF

GQGU

GQG US Equity ETF

Return for Risk

XNAV vs. GQGU — Risk / Return Rank

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

XNAV

XNAV Risk / Return Rank: 73
XNAV Sharpe Ratio Rank: 72
XNAV Sortino Ratio Rank: 72
XNAV Omega Ratio Rank: 72
XNAV Calmar Ratio Rank: 73
XNAV Martin Ratio Rank: 76

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.

XNAV vs. GQGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FundX Aggressive ETF (XNAV) 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.

	XNAV	GQGU	Difference
Sharpe ratio Return per unit of total volatility	1.36	—	—
Sortino ratio Return per unit of downside risk	1.91	—	—
Omega ratio Gain probability vs. loss probability	1.28	—	—
Calmar ratio Return relative to maximum drawdown	2.18	—	—
Martin ratio Return relative to average drawdown	9.08	—	—
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

	XNAV	GQGU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.36	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.01	1.02	-0.01

Correlation

The correlation between XNAV and GQGU is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

XNAV vs. GQGU - Dividend Comparison

XNAV's dividend yield for the trailing twelve months is around 0.57%, less than GQGU's 0.94% yield.

	TTM	2025	2024	2023	2022
XNAV FundX Aggressive ETF	0.57%	0.58%	0.09%	1.21%	1.47%
GQGU GQG US Equity ETF	0.94%	1.02%	0.00%	0.00%	0.00%

Drawdowns

XNAV vs. GQGU - Drawdown Comparison

The maximum XNAV drawdown since its inception was -24.27%, which is greater than GQGU's maximum drawdown of -6.65%. Use the drawdown chart below to compare losses from any high point for XNAV and GQGU.

Drawdown Indicators

	XNAV	GQGU	Difference
Max Drawdown Largest peak-to-trough decline	-24.27%	-6.65%	-17.62%
Max Drawdown (1Y) Largest decline over 1 year	-12.99%	—	—
Current Drawdown Current decline from peak	-7.03%	-3.24%	-3.79%
Average Drawdown Average peak-to-trough decline	-3.70%	-2.21%	-1.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.11%	—	—

Volatility

Volatility by Period

	XNAV	GQGU	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.78%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.63%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	20.40%	9.66%	+10.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.76%	9.66%	+9.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.76%	9.66%	+9.10%