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QGRO vs. VOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QGRO vs. VOT - 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 Mid-Cap Growth ETF (VOT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QGRO achieves a 0.09% return, which is significantly lower than VOT's 5.49% return.


QGRO

1D
0.54%
1M
1.74%
YTD
0.09%
6M
0.15%
1Y
7.17%
3Y*
20.35%
5Y*
11.72%
10Y*

VOT

1D
0.12%
1M
1.80%
YTD
5.49%
6M
3.73%
1Y
7.75%
3Y*
15.09%
5Y*
6.19%
10Y*
11.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QGRO vs. VOT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
QGRO
American Century STOXX U.S. Quality Growth ETF
0.09%15.18%31.42%32.42%-24.54%24.57%37.99%35.09%-16.85%
VOT
Vanguard Mid-Cap Growth ETF
5.49%10.72%16.38%23.10%-28.87%20.50%34.50%33.76%-15.91%

Correlation

The correlation between QGRO and VOT is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2018

0.93

The correlation between QGRO and VOT has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.

QGRO vs. VOT - Sectors Allocation Comparison


Sectors
QGRO
VOT

Technology

37.1%
28.9%

Industrials

13.6%
23.7%

Healthcare

12.7%
9.3%

Consumer Cyclical

12.0%
13.9%

Communication Services

11.0%
3.8%

Financial Services

5.9%
6.8%

Consumer Defensive

3.8%
0.8%

Energy

1.8%
2.7%

Utilities

0.9%
3.5%

Real Estate

0.9%
4.8%

Basic Materials

0.3%
1.8%

Technology

QGRO
37.1%
VOT
28.9%

Industrials

QGRO
13.6%
VOT
23.7%

Healthcare

QGRO
12.7%
VOT
9.3%

Consumer Cyclical

QGRO
12.0%
VOT
13.9%

Communication Services

QGRO
11.0%
VOT
3.8%

Financial Services

QGRO
5.9%
VOT
6.8%

Consumer Defensive

QGRO
3.8%
VOT
0.8%

Energy

QGRO
1.8%
VOT
2.7%

Utilities

QGRO
0.9%
VOT
3.5%

Real Estate

QGRO
0.9%
VOT
4.8%

Basic Materials

QGRO
0.3%
VOT
1.8%

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Return for Risk

QGRO vs. VOT — Risk / Return Rank

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

QGRO
QGRO Risk / Return Rank: 1717
Overall Rank
QGRO Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
QGRO Sortino Ratio Rank: 1717
Sortino Ratio Rank
QGRO Omega Ratio Rank: 1616
Omega Ratio Rank
QGRO Calmar Ratio Rank: 1616
Calmar Ratio Rank
QGRO Martin Ratio Rank: 1818
Martin Ratio Rank

VOT
VOT Risk / Return Rank: 1717
Overall Rank
VOT Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
VOT Sortino Ratio Rank: 1717
Sortino Ratio Rank
VOT Omega Ratio Rank: 1616
Omega Ratio Rank
VOT Calmar Ratio Rank: 1515
Calmar Ratio Rank
VOT Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QGRO vs. VOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century STOXX U.S. Quality Growth ETF (QGRO) and Vanguard Mid-Cap Growth ETF (VOT). 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.


QGROVOTDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.09

1.09

0.00

Calmar ratioReturn relative to maximum drawdown

0.53

0.49

+0.04

Martin ratioReturn relative to average drawdown

1.78

1.46

+0.32

QGRO vs. VOT - Sharpe Ratio Comparison

The current QGRO Sharpe Ratio is 0.46, which is comparable to the VOT Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of QGRO and VOT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QGROVOTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

0.48

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.29

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.44

+0.21

Drawdowns

QGRO vs. VOT - Drawdown Comparison

The maximum QGRO drawdown since its inception was -32.56%, smaller than the maximum VOT drawdown of -60.16%. Use the drawdown chart below to compare losses from any high point for QGRO and VOT.


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Drawdown Indicators


QGROVOTDifference

Max Drawdown

Largest peak-to-trough decline

-32.56%

-60.16%

+27.60%

Max Drawdown (1Y)

Largest decline over 1 year

-13.54%

-15.96%

+2.42%

Max Drawdown (3Y)

Largest decline over 3 years

-23.82%

-21.77%

-2.05%

Max Drawdown (5Y)

Largest decline over 5 years

-31.86%

-37.19%

+5.33%

Max Drawdown (10Y)

Largest decline over 10 years

-37.19%

Current Drawdown

Current decline from peak

-2.71%

-3.48%

+0.77%

Average Drawdown

Average peak-to-trough decline

-7.67%

-9.96%

+2.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

5.33%

-1.29%

Volatility

QGRO vs. VOT - Volatility Comparison

The current volatility for American Century STOXX U.S. Quality Growth ETF (QGRO) is 4.33%, while Vanguard Mid-Cap Growth ETF (VOT) has a volatility of 5.45%. This indicates that QGRO experiences smaller price fluctuations and is considered to be less risky than VOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QGROVOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

5.45%

-1.12%

Volatility (6M)

Calculated over the trailing 6-month period

12.03%

12.85%

-0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

15.58%

16.20%

-0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.09%

21.41%

-0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.93%

21.02%

+1.91%

QGRO vs. VOT - Expense Ratio Comparison

QGRO has a 0.29% expense ratio, which is higher than VOT's 0.05% expense ratio.


Dividends

QGRO vs. VOT - Dividend Comparison

QGRO's dividend yield for the trailing twelve months is around 0.20%, less than VOT's 0.63% yield.


PositionTTM20252024202320222021202020192018201720162015
QGRO
American Century STOXX U.S. Quality Growth ETF
0.20%0.25%0.25%0.41%0.46%0.31%0.22%0.38%0.13%0.00%0.00%0.00%
VOT
Vanguard Mid-Cap Growth ETF
0.63%0.64%0.67%0.71%0.78%0.34%0.56%0.78%0.84%0.72%0.81%0.81%

Frequently Asked Questions


QGRO and VOT have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VOT has higher volatility (5.45%) compared to QGRO (4.33%). In terms of maximum drawdown, QGRO dropped -32.56% vs VOT's -60.16%.

On 5-year performance, QGRO leads with 11.72% vs 6.19% for VOT. On fees, VOT is cheaper at 0.05% per year. On volatility, QGRO has been the lower-risk option at 4.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, QGRO has performed better with a 11.72% return vs 6.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VOT is cheaper with a 0.05% expense ratio, compared with 0.29% for QGRO.

VOT has the higher dividend yield at 0.63%, compared with 0.20% for QGRO.

QGRO is categorized as Large Cap Growth Equities, while VOT is Mid Cap Growth Equities. QGRO tracks iSTOXX American Century USA Quality Growth (USD)(GR), while VOT tracks CRSP US Mid Cap Growth Index. They also come from different issuers: American Century and Vanguard. Their fees differ too: 0.29% for QGRO and 0.05% for VOT.

VOT currently has the higher Sharpe Ratio (0.48 vs 0.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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