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PSCT vs. QGRO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSCT vs. QGRO - Performance Comparison

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

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PSCT vs. QGRO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PSCT
Invesco S&P SmallCap Information Technology ETF
7.57%18.63%-1.06%20.81%-22.50%26.26%27.79%39.38%-19.87%
QGRO
American Century STOXX U.S. Quality Growth ETF
-7.37%15.18%31.42%32.42%-24.54%24.57%37.99%35.09%-16.85%

Returns By Period

In the year-to-date period, PSCT achieves a 7.57% return, which is significantly higher than QGRO's -7.37% return.


PSCT

1D
1.36%
1M
-4.74%
YTD
7.57%
6M
13.58%
1Y
51.10%
3Y*
11.59%
5Y*
5.39%
10Y*
12.87%

QGRO

1D
0.97%
1M
-4.52%
YTD
-7.37%
6M
-7.31%
1Y
12.69%
3Y*
18.55%
5Y*
10.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSCT vs. QGRO - Expense Ratio Comparison

Both PSCT and QGRO have an expense ratio of 0.29%.


Return for Risk

PSCT vs. QGRO — Risk / Return Rank

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

PSCT
PSCT Risk / Return Rank: 8181
Overall Rank
PSCT Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
PSCT Sortino Ratio Rank: 7878
Sortino Ratio Rank
PSCT Omega Ratio Rank: 7171
Omega Ratio Rank
PSCT Calmar Ratio Rank: 8989
Calmar Ratio Rank
PSCT Martin Ratio Rank: 8888
Martin Ratio Rank

QGRO
QGRO Risk / Return Rank: 3333
Overall Rank
QGRO Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
QGRO Sortino Ratio Rank: 3232
Sortino Ratio Rank
QGRO Omega Ratio Rank: 3131
Omega Ratio Rank
QGRO Calmar Ratio Rank: 3737
Calmar Ratio Rank
QGRO Martin Ratio Rank: 3636
Martin Ratio Rank
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.

PSCT vs. QGRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Information Technology ETF (PSCT) 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.


PSCTQGRODifference

Sharpe ratio

Return per unit of total volatility

1.51

0.59

+0.92

Sortino ratio

Return per unit of downside risk

2.08

0.99

+1.09

Omega ratio

Gain probability vs. loss probability

1.28

1.13

+0.14

Calmar ratio

Return relative to maximum drawdown

3.08

0.99

+2.08

Martin ratio

Return relative to average drawdown

11.59

3.37

+8.23

PSCT vs. QGRO - Sharpe Ratio Comparison

The current PSCT Sharpe Ratio is 1.51, which is higher than the QGRO Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of PSCT 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.


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Sharpe Ratios by Period


PSCTQGRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

0.59

+0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.50

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.61

-0.08

Correlation

The correlation between PSCT and QGRO is 0.80, 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.


Dividends

PSCT vs. QGRO - Dividend Comparison

PSCT's dividend yield for the trailing twelve months is around 0.02%, less than QGRO's 0.21% yield.


TTM20252024202320222021202020192018201720162015
PSCT
Invesco S&P SmallCap Information Technology ETF
0.02%0.02%0.01%0.02%0.00%0.01%0.08%0.22%0.47%0.19%0.25%0.15%
QGRO
American Century STOXX U.S. Quality Growth ETF
0.21%0.25%0.25%0.41%0.46%0.31%0.22%0.38%0.13%0.00%0.00%0.00%

Drawdowns

PSCT vs. QGRO - Drawdown Comparison

The maximum PSCT drawdown since its inception was -40.44%, which is greater than QGRO's maximum drawdown of -32.56%. Use the drawdown chart below to compare losses from any high point for PSCT and QGRO.


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Drawdown Indicators


PSCTQGRODifference

Max Drawdown

Largest peak-to-trough decline

-40.44%

-32.56%

-7.88%

Max Drawdown (1Y)

Largest decline over 1 year

-16.90%

-13.54%

-3.36%

Max Drawdown (5Y)

Largest decline over 5 years

-34.80%

-31.86%

-2.94%

Max Drawdown (10Y)

Largest decline over 10 years

-40.44%

Current Drawdown

Current decline from peak

-4.88%

-9.65%

+4.77%

Average Drawdown

Average peak-to-trough decline

-7.98%

-7.76%

-0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.48%

3.99%

+0.49%

Volatility

PSCT vs. QGRO - Volatility Comparison

Invesco S&P SmallCap Information Technology ETF (PSCT) has a higher volatility of 10.80% compared to American Century STOXX U.S. Quality Growth ETF (QGRO) at 6.61%. This indicates that PSCT's price experiences larger fluctuations and is considered to be riskier than QGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSCTQGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.80%

6.61%

+4.19%

Volatility (6M)

Calculated over the trailing 6-month period

23.54%

12.39%

+11.15%

Volatility (1Y)

Calculated over the trailing 1-year period

34.09%

21.68%

+12.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.41%

21.12%

+6.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.44%

23.09%

+3.35%