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QINT vs. FDEM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QINT and FDEM is 0.75, 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.


-0.50.00.51.00.7

Performance

QINT vs. FDEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Quality Diversified International ETF (QINT) and Fidelity Emerging Markets Multifactor ETF (FDEM). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember
0.34%
2.18%
QINT
FDEM

Key characteristics

Sharpe Ratio

QINT:

0.55

FDEM:

0.90

Sortino Ratio

QINT:

0.83

FDEM:

1.34

Omega Ratio

QINT:

1.10

FDEM:

1.16

Calmar Ratio

QINT:

0.77

FDEM:

1.02

Martin Ratio

QINT:

2.48

FDEM:

3.79

Ulcer Index

QINT:

2.81%

FDEM:

3.23%

Daily Std Dev

QINT:

12.59%

FDEM:

13.58%

Max Drawdown

QINT:

-33.84%

FDEM:

-33.65%

Current Drawdown

QINT:

-6.29%

FDEM:

-5.53%

Returns By Period

In the year-to-date period, QINT achieves a 7.27% return, which is significantly lower than FDEM's 11.29% return.


QINT

YTD

7.27%

1M

-0.99%

6M

0.56%

1Y

7.27%

5Y*

5.78%

10Y*

N/A

FDEM

YTD

11.29%

1M

1.20%

6M

2.48%

1Y

11.49%

5Y*

3.40%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


QINT vs. FDEM - Expense Ratio Comparison

QINT has a 0.39% expense ratio, which is lower than FDEM's 0.45% expense ratio.


FDEM
Fidelity Emerging Markets Multifactor ETF
Expense ratio chart for FDEM: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for QINT: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

Risk-Adjusted Performance

QINT vs. FDEM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Quality Diversified International ETF (QINT) and Fidelity Emerging Markets Multifactor ETF (FDEM). 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 QINT, currently valued at 0.55, compared to the broader market0.002.004.000.550.90
The chart of Sortino ratio for QINT, currently valued at 0.83, compared to the broader market-2.000.002.004.006.008.0010.000.831.34
The chart of Omega ratio for QINT, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.16
The chart of Calmar ratio for QINT, currently valued at 0.77, compared to the broader market0.005.0010.0015.000.771.02
The chart of Martin ratio for QINT, currently valued at 2.48, compared to the broader market0.0020.0040.0060.0080.00100.002.483.79
QINT
FDEM

The current QINT Sharpe Ratio is 0.55, which is lower than the FDEM Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of QINT and FDEM, 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 Ratio0.501.001.502.00AugustSeptemberOctoberNovemberDecember
0.55
0.90
QINT
FDEM

Dividends

QINT vs. FDEM - Dividend Comparison

QINT's dividend yield for the trailing twelve months is around 3.47%, less than FDEM's 3.98% yield.


TTM202320222021202020192018
QINT
American Century Quality Diversified International ETF
3.47%3.12%3.56%2.30%1.61%1.83%0.42%
FDEM
Fidelity Emerging Markets Multifactor ETF
3.98%4.41%3.95%2.71%1.84%2.39%0.00%

Drawdowns

QINT vs. FDEM - Drawdown Comparison

The maximum QINT drawdown since its inception was -33.84%, roughly equal to the maximum FDEM drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for QINT and FDEM. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember
-6.29%
-5.53%
QINT
FDEM

Volatility

QINT vs. FDEM - Volatility Comparison

The current volatility for American Century Quality Diversified International ETF (QINT) is 3.60%, while Fidelity Emerging Markets Multifactor ETF (FDEM) has a volatility of 4.00%. This indicates that QINT experiences smaller price fluctuations and is considered to be less risky than FDEM 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%AugustSeptemberOctoberNovemberDecember
3.60%
4.00%
QINT
FDEM
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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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