QGRO vs. SCHD
Compare and contrast key facts about American Century STOXX U.S. Quality Growth ETF (QGRO) and Schwab US Dividend Equity ETF (SCHD).
QGRO and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011. Both QGRO and SCHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QGRO or SCHD.
Key characteristics
| QGRO | SCHD | |
|---|---|---|
| YTD Return | 32.97% | 17.47% |
| 1Y Return | 42.56% | 27.61% |
| 3Y Return (Ann) | 9.33% | 6.96% |
| 5Y Return (Ann) | 18.81% | 12.74% |
| Sharpe Ratio | 3.07 | 2.70 |
| Sortino Ratio | 4.12 | 3.89 |
| Omega Ratio | 1.54 | 1.48 |
| Calmar Ratio | 4.55 | 3.71 |
| Martin Ratio | 18.27 | 14.94 |
| Ulcer Index | 2.54% | 2.04% |
| Daily Std Dev | 15.10% | 11.25% |
| Max Drawdown | -32.57% | -33.37% |
| Current Drawdown | -0.28% | -0.51% |
Correlation
The correlation between QGRO and SCHD is 0.65, 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. SCHD - Performance Comparison
In the year-to-date period, QGRO achieves a 32.97% return, which is significantly higher than SCHD's 17.47% 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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QGRO vs. SCHD - Expense Ratio Comparison
QGRO has a 0.29% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
QGRO vs. SCHD - 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 Schwab US Dividend Equity ETF (SCHD). 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. SCHD - Dividend Comparison
QGRO's dividend yield for the trailing twelve months is around 0.30%, less than SCHD's 3.37% 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% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
QGRO vs. SCHD - Drawdown Comparison
The maximum QGRO drawdown since its inception was -32.57%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for QGRO and SCHD. For additional features, visit the drawdowns tool.
Volatility
QGRO vs. SCHD - Volatility Comparison
American Century STOXX U.S. Quality Growth ETF (QGRO) has a higher volatility of 5.10% compared to Schwab US Dividend Equity ETF (SCHD) at 3.49%. This indicates that QGRO's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.