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

Performance

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

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
19.40%
15.03%
QGRO
VUG

Returns By Period

The year-to-date returns for both stocks are quite close, with QGRO having a 31.71% return and VUG slightly lower at 30.27%.


QGRO

YTD

31.71%

1M

6.27%

6M

18.96%

1Y

40.55%

5Y (annualized)

18.61%

10Y (annualized)

N/A

VUG

YTD

30.27%

1M

2.44%

6M

14.56%

1Y

36.37%

5Y (annualized)

19.10%

10Y (annualized)

15.55%

Key characteristics


QGROVUG
Sharpe Ratio2.692.14
Sortino Ratio3.632.79
Omega Ratio1.471.39
Calmar Ratio4.332.77
Martin Ratio15.8210.94
Ulcer Index2.55%3.29%
Daily Std Dev15.01%16.84%
Max Drawdown-32.57%-50.68%
Current Drawdown-1.23%-1.30%

Compare stocks, funds, or ETFs

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QGRO vs. VUG - Expense Ratio Comparison

QGRO has a 0.29% expense ratio, which is higher than VUG's 0.04% 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 VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Correlation

-0.50.00.51.00.9

The correlation between QGRO and VUG is 0.91, 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.

Risk-Adjusted Performance

QGRO vs. VUG - 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 Growth ETF (VUG). 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 2.69, compared to the broader market0.002.004.002.692.14
The chart of Sortino ratio for QGRO, currently valued at 3.63, compared to the broader market-2.000.002.004.006.008.0010.0012.003.632.79
The chart of Omega ratio for QGRO, currently valued at 1.47, compared to the broader market0.501.001.502.002.503.001.471.39
The chart of Calmar ratio for QGRO, currently valued at 4.33, compared to the broader market0.005.0010.0015.004.332.77
The chart of Martin ratio for QGRO, currently valued at 15.82, compared to the broader market0.0020.0040.0060.0080.00100.0015.8210.94
QGRO
VUG

The current QGRO Sharpe Ratio is 2.69, which is comparable to the VUG Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of QGRO and VUG, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.69
2.14
QGRO
VUG

Dividends

QGRO vs. VUG - Dividend Comparison

QGRO's dividend yield for the trailing twelve months is around 0.30%, less than VUG's 0.49% yield.


TTM20232022202120202019201820172016201520142013
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%
VUG
Vanguard Growth ETF
0.49%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Drawdowns

QGRO vs. VUG - Drawdown Comparison

The maximum QGRO drawdown since its inception was -32.57%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for QGRO and VUG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.23%
-1.30%
QGRO
VUG

Volatility

QGRO vs. VUG - Volatility Comparison

American Century STOXX U.S. Quality Growth ETF (QGRO) and Vanguard Growth ETF (VUG) have volatilities of 5.48% and 5.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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%JuneJulyAugustSeptemberOctoberNovember
5.48%
5.55%
QGRO
VUG