PortfoliosLab logo
QGRO vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QGRO and VGT 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.


Performance

QGRO vs. VGT - 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 Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

120.00%140.00%160.00%180.00%200.00%220.00%240.00%December2025FebruaryMarchAprilMay
155.22%
203.77%
QGRO
VGT

Key characteristics

Sharpe Ratio

QGRO:

0.95

VGT:

0.39

Sortino Ratio

QGRO:

1.38

VGT:

0.71

Omega Ratio

QGRO:

1.20

VGT:

1.10

Calmar Ratio

QGRO:

0.90

VGT:

0.41

Martin Ratio

QGRO:

3.12

VGT:

1.34

Ulcer Index

QGRO:

6.90%

VGT:

8.30%

Daily Std Dev

QGRO:

23.36%

VGT:

29.76%

Max Drawdown

QGRO:

-32.57%

VGT:

-54.63%

Current Drawdown

QGRO:

-8.71%

VGT:

-11.63%

Returns By Period

In the year-to-date period, QGRO achieves a 0.66% return, which is significantly higher than VGT's -8.02% return.


QGRO

YTD

0.66%

1M

19.83%

6M

1.31%

1Y

22.15%

5Y*

18.07%

10Y*

N/A

VGT

YTD

-8.02%

1M

21.43%

6M

-8.47%

1Y

11.41%

5Y*

18.79%

10Y*

19.31%

*Annualized

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. VGT - Expense Ratio Comparison

QGRO has a 0.29% expense ratio, which is higher than VGT's 0.10% expense ratio.


Risk-Adjusted Performance

QGRO vs. VGT — Risk-Adjusted Performance Rank

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

QGRO
The Risk-Adjusted Performance Rank of QGRO is 7979
Overall Rank
The Sharpe Ratio Rank of QGRO is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of QGRO is 7979
Sortino Ratio Rank
The Omega Ratio Rank of QGRO is 8080
Omega Ratio Rank
The Calmar Ratio Rank of QGRO is 8080
Calmar Ratio Rank
The Martin Ratio Rank of QGRO is 7575
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 5050
Overall Rank
The Sharpe Ratio Rank of VGT is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 5151
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 5151
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 5454
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 4949
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QGRO vs. VGT - 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 Vanguard Information Technology ETF (VGT). 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.


The current QGRO Sharpe Ratio is 0.95, which is higher than the VGT Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of QGRO and VGT, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.95
0.39
QGRO
VGT

Dividends

QGRO vs. VGT - Dividend Comparison

QGRO's dividend yield for the trailing twelve months is around 0.28%, less than VGT's 0.56% yield.


TTM20242023202220212020201920182017201620152014
QGRO
American Century STOXX U.S. Quality Growth ETF
0.28%0.25%0.41%0.46%0.31%0.22%0.38%0.13%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.56%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

QGRO vs. VGT - Drawdown Comparison

The maximum QGRO drawdown since its inception was -32.57%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for QGRO and VGT. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-8.71%
-11.63%
QGRO
VGT

Volatility

QGRO vs. VGT - Volatility Comparison

The current volatility for American Century STOXX U.S. Quality Growth ETF (QGRO) is 12.27%, while Vanguard Information Technology ETF (VGT) has a volatility of 15.45%. This indicates that QGRO experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
12.27%
15.45%
QGRO
VGT