QGRO vs. COST
Compare and contrast key facts about American Century STOXX U.S. Quality Growth ETF (QGRO) and Costco Wholesale Corporation (COST).
QGRO is a passively managed fund by American Century Investments that tracks the performance of the iSTOXX American Century USA Quality Growth (USD)(GR). It was launched on Sep 10, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QGRO or COST.
Key characteristics
| QGRO | COST | |
|---|---|---|
| YTD Return | 32.97% | 42.28% |
| 1Y Return | 42.56% | 62.58% |
| 3Y Return (Ann) | 9.33% | 23.57% |
| 5Y Return (Ann) | 18.81% | 27.42% |
| Sharpe Ratio | 3.07 | 3.37 |
| Sortino Ratio | 4.12 | 3.99 |
| Omega Ratio | 1.54 | 1.60 |
| Calmar Ratio | 4.55 | 6.44 |
| Martin Ratio | 18.27 | 16.64 |
| Ulcer Index | 2.54% | 3.97% |
| Daily Std Dev | 15.10% | 19.61% |
| Max Drawdown | -32.57% | -53.39% |
| Current Drawdown | -0.28% | -1.07% |
Correlation
The correlation between QGRO and COST is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
QGRO vs. COST - Performance Comparison
In the year-to-date period, QGRO achieves a 32.97% return, which is significantly lower than COST's 42.28% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
QGRO vs. COST - 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 Costco Wholesale Corporation (COST). 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.
Dividends
QGRO vs. COST - Dividend Comparison
QGRO's dividend yield for the trailing twelve months is around 0.30%, less than COST's 2.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QGRO American Century STOXX U.S. Quality Growth ETF | 0.30% | 0.41% | 0.46% | 0.31% | 0.22% | 0.38% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COST Costco Wholesale Corporation | 2.09% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
Drawdowns
QGRO vs. COST - Drawdown Comparison
The maximum QGRO drawdown since its inception was -32.57%, smaller than the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for QGRO and COST. For additional features, visit the drawdowns tool.
Volatility
QGRO vs. COST - Volatility Comparison
American Century STOXX U.S. Quality Growth ETF (QGRO) has a higher volatility of 5.10% compared to Costco Wholesale Corporation (COST) at 4.55%. This indicates that QGRO's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.