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QGRO vs. IWY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QGRO and IWY is 0.88, 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. IWY - 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 iShares Russell Top 200 Growth ETF (IWY). 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%
12.55%
QGRO
IWY

Key characteristics

Sharpe Ratio

QGRO:

2.16

IWY:

2.15

Sortino Ratio

QGRO:

2.88

IWY:

2.77

Omega Ratio

QGRO:

1.38

IWY:

1.39

Calmar Ratio

QGRO:

3.65

IWY:

2.76

Martin Ratio

QGRO:

12.81

IWY:

10.40

Ulcer Index

QGRO:

2.66%

IWY:

3.67%

Daily Std Dev

QGRO:

15.77%

IWY:

17.78%

Max Drawdown

QGRO:

-32.57%

IWY:

-32.68%

Current Drawdown

QGRO:

-4.41%

IWY:

-1.53%

Returns By Period

In the year-to-date period, QGRO achieves a 34.00% return, which is significantly lower than IWY's 38.02% return.


QGRO

YTD

34.00%

1M

-0.97%

6M

19.06%

1Y

33.80%

5Y*

18.12%

10Y*

N/A

IWY

YTD

38.02%

1M

5.44%

6M

13.93%

1Y

38.19%

5Y*

21.04%

10Y*

18.01%

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. IWY - Expense Ratio Comparison

QGRO has a 0.29% expense ratio, which is higher than IWY's 0.20% expense ratio.


QGRO
American Century STOXX U.S. Quality Growth ETF
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%
Expense ratio chart for IWY: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

QGRO vs. IWY - 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 iShares Russell Top 200 Growth ETF (IWY). 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 market0.002.004.002.162.15
The chart of Sortino ratio for QGRO, currently valued at 2.88, compared to the broader market-2.000.002.004.006.008.0010.002.882.77
The chart of Omega ratio for QGRO, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.381.39
The chart of Calmar ratio for QGRO, currently valued at 3.65, compared to the broader market0.005.0010.0015.003.652.76
The chart of Martin ratio for QGRO, currently valued at 12.81, compared to the broader market0.0020.0040.0060.0080.00100.0012.8110.40
QGRO
IWY

The current QGRO Sharpe Ratio is 2.16, which is comparable to the IWY Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of QGRO and IWY, 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
2.15
QGRO
IWY

Dividends

QGRO vs. IWY - Dividend Comparison

QGRO's dividend yield for the trailing twelve months is around 0.24%, less than IWY's 0.41% yield.


TTM20232022202120202019201820172016201520142013
QGRO
American Century STOXX U.S. Quality Growth ETF
0.24%0.41%0.46%0.31%0.22%0.38%0.13%0.00%0.00%0.00%0.00%0.00%
IWY
iShares Russell Top 200 Growth ETF
0.41%0.68%0.88%0.50%0.71%1.06%1.32%1.26%1.51%1.58%1.44%1.56%

Drawdowns

QGRO vs. IWY - Drawdown Comparison

The maximum QGRO drawdown since its inception was -32.57%, roughly equal to the maximum IWY drawdown of -32.68%. Use the drawdown chart below to compare losses from any high point for QGRO and IWY. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.41%
-1.53%
QGRO
IWY

Volatility

QGRO vs. IWY - Volatility Comparison

American Century STOXX U.S. Quality Growth ETF (QGRO) has a higher volatility of 5.81% compared to iShares Russell Top 200 Growth ETF (IWY) at 5.05%. This indicates that QGRO's price experiences larger fluctuations and is considered to be riskier than IWY 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%9.00%JulyAugustSeptemberOctoberNovemberDecember
5.81%
5.05%
QGRO
IWY
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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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