GLOF vs. QINT

Last updated Jun 24, 2026

GLOF (iShares Global Equity Factor ETF) and QINT (American Century Quality Diversified International ETF) are both exchange-traded funds - GLOF is a Global Equities fund tracking the STOXX Global Equity Factor Index, while QINT is a Foreign Large Cap Equities fund tracking the Alpha Vee American Century Diversified International Equity Index. Both are passively managed. Over the past 5 years, GLOF returned 11.36%/yr vs 8.94%/yr for QINT. Their correlation of 0.88 suggests significant overlap in exposure. GLOF charges 0.20%/yr vs 0.39%/yr for QINT.

Performance

GLOF vs. QINT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Equity Factor ETF (GLOF) and American Century Quality Diversified International ETF (QINT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GLOF achieves a 10.82% return, which is significantly higher than QINT's 8.57% return.

GLOF

• 1D: -2.29%
• 1M: -0.01%
• YTD: 10.82%
• 6M: 10.20%
• 1Y: 26.49%
• 3Y*: 21.52%
• 5Y*: 11.36%
• 10Y*: 12.32%

QINT

• 1D: -1.85%
• 1M: -0.16%
• YTD: 8.57%
• 6M: 8.11%
• 1Y: 25.26%
• 3Y*: 20.37%
• 5Y*: 8.94%
• 10Y*: —

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

GLOF vs. QINT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
GLOF iShares Global Equity Factor ETF	10.82%	23.92%	17.49%	22.38%	-16.97%	18.68%	10.00%	23.21%	-12.80%
QINT American Century Quality Diversified International ETF	8.57%	38.12%	6.53%	20.36%	-19.75%	9.29%	17.95%	23.46%	-14.13%

Correlation

The correlation between GLOF and QINT is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (All Time) Calculated using the full available price history since Sep 12, 2018	0.88

The correlation between GLOF and QINT has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.

GLOF vs. QINT - Sectors Allocation Comparison

Sectors	GLOF	QINT
Technology	32.2%	10.0%
Financial Services	16.0%	19.7%
Consumer Cyclical	10.6%	13.6%
Industrials	8.8%	18.9%
Communication Services	8.4%	4.5%
Healthcare	8.0%	9.9%
Consumer Defensive	5.1%	5.6%
Energy	3.9%	5.8%
Basic Materials	3.2%	9.7%
Utilities	2.8%	1.5%
Real Estate	1.1%	0.9%

Return for Risk

GLOF vs. QINT — Risk / Return Rank

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

GLOF

GLOF Risk / Return Rank: 65
GLOF Sharpe Ratio Rank: 64
GLOF Sortino Ratio Rank: 63
GLOF Omega Ratio Rank: 62
GLOF Calmar Ratio Rank: 63
GLOF Martin Ratio Rank: 72

QINT

QINT Risk / Return Rank: 51
QINT Sharpe Ratio Rank: 51
QINT Sortino Ratio Rank: 52
QINT Omega Ratio Rank: 51
QINT Calmar Ratio Rank: 48
QINT Martin Ratio Rank: 55

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.

GLOF vs. QINT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Equity Factor ETF (GLOF) 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.

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.

	GLOF	QINT	Difference
Sharpe ratio: Return per unit of total volatility	1.99	1.65	+0.35
Sortino ratio: Return per unit of downside risk	2.76	2.35	+0.40
Omega ratio: Gain probability vs. loss probability	1.36	1.30	+0.05
Calmar ratio: Return relative to maximum drawdown	2.94	2.22	+0.72
Martin ratio: Return relative to average drawdown	12.72	8.95	+3.78

GLOF vs. QINT - Sharpe Ratio Comparison

The current GLOF Sharpe Ratio is 1.99, which is comparable to the QINT Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of GLOF and QINT, 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

GLOF vs. QINT - Drawdown Comparison

The maximum GLOF drawdown since its inception was -34.12%, roughly equal to the maximum QINT drawdown of -33.86%. Use the drawdown chart below to compare losses from any high point for GLOF and QINT.

Drawdown Indicators

	GLOF	QINT	Difference
Max Drawdown Largest peak-to-trough decline	-34.12%	-33.86%	-0.26%
Max Drawdown (1Y) Largest decline over 1 year	-9.05%	-11.41%	+2.36%
Max Drawdown (3Y) Largest decline over 3 years	-16.12%	-13.56%	-2.56%
Max Drawdown (5Y) Largest decline over 5 years	-25.15%	-33.86%	+8.71%
Max Drawdown (10Y) Largest decline over 10 years	-34.12%	—	—
Current Drawdown Current decline from peak	-2.85%	-2.47%	-0.38%
Average Drawdown Average peak-to-trough decline	-6.09%	-7.50%	+1.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.09%	2.83%	-0.74%

Volatility

GLOF vs. QINT - Volatility Comparison

iShares Global Equity Factor ETF (GLOF) and American Century Quality Diversified International ETF (QINT) have volatilities of 5.42% and 5.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GLOF	QINT	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.42%	5.26%	+0.16%
Volatility (6M) Calculated over the trailing 6-month period	11.10%	13.09%	-1.99%
Volatility (1Y) Calculated over the trailing 1-year period	13.37%	15.42%	-2.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.81%	16.33%	-0.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.12%	18.08%	-0.96%

GLOF vs. QINT - Expense Ratio Comparison

GLOF has a 0.20% expense ratio, which is lower than QINT's 0.39% expense ratio.

Dividends

GLOF vs. QINT - Dividend Comparison

GLOF's dividend yield for the trailing twelve months is around 1.61%, less than QINT's 3.81% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GLOF iShares Global Equity Factor ETF	1.61%	1.70%	2.59%	2.51%	2.53%	1.90%	1.73%	2.41%	2.03%	1.94%	1.94%	0.92%
QINT American Century Quality Diversified International ETF	3.81%	2.66%	3.49%	3.12%	3.56%	2.30%	1.61%	1.83%	0.42%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GLOF and QINT in my portfolio?

GLOF and QINT have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GLOF or QINT?

GLOF has higher volatility (5.42%) compared to QINT (5.26%). In terms of maximum drawdown, GLOF dropped -34.12% vs QINT's -33.86%.

Which ETF is better, GLOF or QINT?

On 5-year performance, GLOF leads with 11.36% vs 8.94% for QINT. On fees, GLOF is cheaper at 0.20% per year. On volatility, QINT has been the lower-risk option at 5.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GLOF or QINT?

Over the 5-year period, GLOF has performed better with a 11.36% return vs 8.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GLOF or QINT?

GLOF is cheaper with a 0.20% expense ratio, compared with 0.39% for QINT.

Which ETF pays a higher dividend yield, GLOF or QINT?

QINT has the higher dividend yield at 3.81%, compared with 1.61% for GLOF.

What is the main difference between GLOF and QINT?

GLOF is categorized as Global Equities, while QINT is Foreign Large Cap Equities. GLOF tracks STOXX Global Equity Factor Index, while QINT tracks Alpha Vee American Century Diversified International Equity Index. They also come from different issuers: iShares and American Century. Their fees differ too: 0.20% for GLOF and 0.39% for QINT.

Which has better risk-adjusted returns?

GLOF currently has the higher Sharpe Ratio (1.99 vs 1.65), 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.