It is well-known that in Banach spaces with finite cotype, the R-bounded and γ-bounded families of operators coincide. If in addition X is a Banach lattice, then these notions can be expressed as square function estimates. It is also clear that R-boundedness implies γ-boundedness. In this note we show that all other possible inclusions fail. Furthermore, we will prove that R-boundedness is stable under taking adjoints if and only if the underlying space is K-convex.