PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
QGRO vs. BIAWX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QGRO and BIAWX is 0.93, 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.


-0.50.00.51.00.9

Performance

QGRO vs. BIAWX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
18.54%
2.17%
QGRO
BIAWX

Key characteristics

Sharpe Ratio

QGRO:

2.16

BIAWX:

0.93

Sortino Ratio

QGRO:

2.88

BIAWX:

1.32

Omega Ratio

QGRO:

1.38

BIAWX:

1.18

Calmar Ratio

QGRO:

3.65

BIAWX:

1.42

Martin Ratio

QGRO:

12.81

BIAWX:

5.83

Ulcer Index

QGRO:

2.66%

BIAWX:

2.86%

Daily Std Dev

QGRO:

15.77%

BIAWX:

17.83%

Max Drawdown

QGRO:

-32.57%

BIAWX:

-38.09%

Current Drawdown

QGRO:

-4.41%

BIAWX:

-7.32%

Returns By Period

In the year-to-date period, QGRO achieves a 34.00% return, which is significantly higher than BIAWX's 16.47% return.


QGRO

YTD

34.00%

1M

-0.97%

6M

19.06%

1Y

33.80%

5Y*

18.12%

10Y*

N/A

BIAWX

YTD

16.47%

1M

-3.83%

6M

3.08%

1Y

16.79%

5Y*

14.62%

10Y*

14.11%

Compare stocks, funds, or ETFs

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


QGRO vs. BIAWX - Expense Ratio Comparison

QGRO has a 0.29% expense ratio, which is lower than BIAWX's 0.78% expense ratio.


BIAWX
Brown Advisory Sustainable Growth Fund
Expense ratio chart for BIAWX: current value at 0.78% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.78%
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

QGRO vs. BIAWX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century STOXX U.S. Quality Growth ETF (QGRO) and Brown Advisory Sustainable Growth Fund (BIAWX). 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 QGRO, currently valued at 2.16, compared to the broader market0.002.004.002.160.93
The chart of Sortino ratio for QGRO, currently valued at 2.88, compared to the broader market-2.000.002.004.006.008.0010.002.881.32
The chart of Omega ratio for QGRO, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.381.18
The chart of Calmar ratio for QGRO, currently valued at 3.65, compared to the broader market0.005.0010.0015.003.651.42
The chart of Martin ratio for QGRO, currently valued at 12.81, compared to the broader market0.0020.0040.0060.0080.00100.0012.815.83
QGRO
BIAWX

The current QGRO Sharpe Ratio is 2.16, which is higher than the BIAWX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of QGRO and BIAWX, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.16
0.93
QGRO
BIAWX

Dividends

QGRO vs. BIAWX - Dividend Comparison

QGRO's dividend yield for the trailing twelve months is around 0.24%, while BIAWX has not paid dividends to shareholders.


TTM202320222021202020192018
QGRO
American Century STOXX U.S. Quality Growth ETF
0.24%0.41%0.46%0.31%0.22%0.38%0.13%
BIAWX
Brown Advisory Sustainable Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

QGRO vs. BIAWX - Drawdown Comparison

The maximum QGRO drawdown since its inception was -32.57%, smaller than the maximum BIAWX drawdown of -38.09%. Use the drawdown chart below to compare losses from any high point for QGRO and BIAWX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.41%
-7.32%
QGRO
BIAWX

Volatility

QGRO vs. BIAWX - Volatility Comparison

The current volatility for American Century STOXX U.S. Quality Growth ETF (QGRO) is 5.81%, while Brown Advisory Sustainable Growth Fund (BIAWX) has a volatility of 7.69%. This indicates that QGRO experiences smaller price fluctuations and is considered to be less risky than BIAWX 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%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.81%
7.69%
QGRO
BIAWX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab