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ESGY vs. QGRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ESGY and QGRO is 0.73, 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.


-0.50.00.51.00.7

Performance

ESGY vs. QGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Sustainable Growth ETF (ESGY) and American Century STOXX U.S. Quality Growth ETF (QGRO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
1.66%
12.85%
ESGY
QGRO

Key characteristics

Sharpe Ratio

ESGY:

1.44

QGRO:

1.94

Sortino Ratio

ESGY:

1.97

QGRO:

2.60

Omega Ratio

ESGY:

1.27

QGRO:

1.34

Calmar Ratio

ESGY:

1.93

QGRO:

3.29

Martin Ratio

ESGY:

7.02

QGRO:

10.66

Ulcer Index

ESGY:

3.48%

QGRO:

2.88%

Daily Std Dev

ESGY:

17.06%

QGRO:

15.84%

Max Drawdown

ESGY:

-34.54%

QGRO:

-32.57%

Current Drawdown

ESGY:

-5.19%

QGRO:

-6.20%

Returns By Period

In the year-to-date period, ESGY achieves a -1.22% return, which is significantly lower than QGRO's 0.06% return.


ESGY

YTD

-1.22%

1M

-4.28%

6M

1.66%

1Y

24.01%

5Y*

N/A

10Y*

N/A

QGRO

YTD

0.06%

1M

-3.80%

6M

12.85%

1Y

30.50%

5Y*

16.76%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ESGY vs. QGRO - Expense Ratio Comparison

ESGY has a 0.39% expense ratio, which is higher than QGRO's 0.29% expense ratio.


ESGY
American Century Sustainable Growth ETF
Expense ratio chart for ESGY: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for QGRO: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

ESGY vs. QGRO — Risk-Adjusted Performance Rank

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

ESGY
The Risk-Adjusted Performance Rank of ESGY is 6868
Overall Rank
The Sharpe Ratio Rank of ESGY is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ESGY is 6666
Sortino Ratio Rank
The Omega Ratio Rank of ESGY is 7070
Omega Ratio Rank
The Calmar Ratio Rank of ESGY is 6969
Calmar Ratio Rank
The Martin Ratio Rank of ESGY is 6666
Martin Ratio Rank

QGRO
The Risk-Adjusted Performance Rank of QGRO is 8282
Overall Rank
The Sharpe Ratio Rank of QGRO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of QGRO is 8181
Sortino Ratio Rank
The Omega Ratio Rank of QGRO is 8080
Omega Ratio Rank
The Calmar Ratio Rank of QGRO is 8787
Calmar Ratio Rank
The Martin Ratio Rank of QGRO is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ESGY vs. QGRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Sustainable Growth ETF (ESGY) and American Century STOXX U.S. Quality Growth ETF (QGRO). 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.


Sharpe ratio
The chart of Sharpe ratio for ESGY, currently valued at 1.41, compared to the broader market0.002.004.001.411.94
The chart of Sortino ratio for ESGY, currently valued at 1.95, compared to the broader market-2.000.002.004.006.008.0010.001.952.60
The chart of Omega ratio for ESGY, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.34
The chart of Calmar ratio for ESGY, currently valued at 1.90, compared to the broader market0.005.0010.0015.001.903.29
The chart of Martin ratio for ESGY, currently valued at 6.88, compared to the broader market0.0020.0040.0060.0080.00100.006.8810.66
ESGY
QGRO

The current ESGY Sharpe Ratio is 1.44, which is comparable to the QGRO Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of ESGY and QGRO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.41
1.94
ESGY
QGRO

Dividends

ESGY vs. QGRO - Dividend Comparison

ESGY's dividend yield for the trailing twelve months is around 0.23%, less than QGRO's 0.25% yield.


TTM2024202320222021202020192018
ESGY
American Century Sustainable Growth ETF
0.23%0.23%0.37%0.48%0.58%1.44%0.00%0.00%
QGRO
American Century STOXX U.S. Quality Growth ETF
0.25%0.25%0.41%0.46%0.31%0.22%0.38%0.13%

Drawdowns

ESGY vs. QGRO - Drawdown Comparison

The maximum ESGY drawdown since its inception was -34.54%, which is greater than QGRO's maximum drawdown of -32.57%. Use the drawdown chart below to compare losses from any high point for ESGY and QGRO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.19%
-6.20%
ESGY
QGRO

Volatility

ESGY vs. QGRO - Volatility Comparison

The current volatility for American Century Sustainable Growth ETF (ESGY) is 5.22%, while American Century STOXX U.S. Quality Growth ETF (QGRO) has a volatility of 5.58%. This indicates that ESGY experiences smaller price fluctuations and is considered to be less risky than QGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
5.22%
5.58%
ESGY
QGRO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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