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FICS vs. QINT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FICS and QINT is 0.83, 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.


-0.50.00.51.00.8

Performance

FICS vs. QINT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust International Developed Capital Strength ETF (FICS) and American Century Quality Diversified International ETF (QINT). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
19.86%
14.04%
FICS
QINT

Key characteristics

Sharpe Ratio

FICS:

0.46

QINT:

0.68

Sortino Ratio

FICS:

0.72

QINT:

1.00

Omega Ratio

FICS:

1.08

QINT:

1.12

Calmar Ratio

FICS:

0.56

QINT:

0.96

Martin Ratio

FICS:

1.62

QINT:

3.21

Ulcer Index

FICS:

3.32%

QINT:

2.70%

Daily Std Dev

FICS:

11.64%

QINT:

12.66%

Max Drawdown

FICS:

-29.16%

QINT:

-33.84%

Current Drawdown

FICS:

-9.31%

QINT:

-7.25%

Returns By Period

In the year-to-date period, FICS achieves a 2.97% return, which is significantly lower than QINT's 6.18% return.


FICS

YTD

2.97%

1M

-1.66%

6M

-0.25%

1Y

4.09%

5Y*

N/A

10Y*

N/A

QINT

YTD

6.18%

1M

-1.14%

6M

-0.24%

1Y

7.03%

5Y*

5.76%

10Y*

N/A

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FICS vs. QINT - Expense Ratio Comparison

FICS has a 0.70% expense ratio, which is higher than QINT's 0.39% expense ratio.


FICS
First Trust International Developed Capital Strength ETF
Expense ratio chart for FICS: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%
Expense ratio chart for QINT: 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%

Risk-Adjusted Performance

FICS vs. QINT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust International Developed Capital Strength ETF (FICS) and American Century Quality Diversified International ETF (QINT). 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 FICS, currently valued at 0.46, compared to the broader market0.002.004.000.460.68
The chart of Sortino ratio for FICS, currently valued at 0.72, compared to the broader market-2.000.002.004.006.008.0010.000.721.00
The chart of Omega ratio for FICS, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.12
The chart of Calmar ratio for FICS, currently valued at 0.56, compared to the broader market0.005.0010.0015.000.560.96
The chart of Martin ratio for FICS, currently valued at 1.62, compared to the broader market0.0020.0040.0060.0080.00100.001.623.21
FICS
QINT

The current FICS Sharpe Ratio is 0.46, which is lower than the QINT Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of FICS and QINT, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.46
0.68
FICS
QINT

Dividends

FICS vs. QINT - Dividend Comparison

FICS's dividend yield for the trailing twelve months is around 2.18%, less than QINT's 3.50% yield.


TTM202320222021202020192018
FICS
First Trust International Developed Capital Strength ETF
2.00%1.02%1.89%1.27%0.00%0.00%0.00%
QINT
American Century Quality Diversified International ETF
3.50%3.12%3.56%2.30%1.61%1.83%0.42%

Drawdowns

FICS vs. QINT - Drawdown Comparison

The maximum FICS drawdown since its inception was -29.16%, smaller than the maximum QINT drawdown of -33.84%. Use the drawdown chart below to compare losses from any high point for FICS and QINT. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.31%
-7.25%
FICS
QINT

Volatility

FICS vs. QINT - Volatility Comparison

The current volatility for First Trust International Developed Capital Strength ETF (FICS) is 3.41%, while American Century Quality Diversified International ETF (QINT) has a volatility of 3.61%. This indicates that FICS experiences smaller price fluctuations and is considered to be less risky than QINT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.41%
3.61%
FICS
QINT
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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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