PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
QINT vs. FICS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QINT and FICS is 0.83, 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.


-0.50.00.51.00.8

Performance

QINT vs. FICS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Quality Diversified International ETF (QINT) and First Trust International Developed Capital Strength ETF (FICS). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
1.87%
1.64%
QINT
FICS

Key characteristics

Sharpe Ratio

QINT:

0.96

FICS:

0.64

Sortino Ratio

QINT:

1.37

FICS:

0.97

Omega Ratio

QINT:

1.17

FICS:

1.11

Calmar Ratio

QINT:

1.50

FICS:

0.67

Martin Ratio

QINT:

3.80

FICS:

1.72

Ulcer Index

QINT:

3.19%

FICS:

4.26%

Daily Std Dev

QINT:

12.68%

FICS:

11.49%

Max Drawdown

QINT:

-33.84%

FICS:

-29.16%

Current Drawdown

QINT:

-2.50%

FICS:

-5.67%

Returns By Period

In the year-to-date period, QINT achieves a 4.77% return, which is significantly higher than FICS's 4.39% return.


QINT

YTD

4.77%

1M

4.50%

6M

1.87%

1Y

11.30%

5Y*

7.22%

10Y*

N/A

FICS

YTD

4.39%

1M

4.14%

6M

1.64%

1Y

6.52%

5Y*

N/A

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. FICS - Expense Ratio Comparison

QINT has a 0.39% expense ratio, which is lower than FICS's 0.70% expense ratio.


FICS
First Trust International Developed Capital Strength ETF
Expense ratio chart for FICS: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%
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. FICS — Risk-Adjusted Performance Rank

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

QINT
The Risk-Adjusted Performance Rank of QINT is 4343
Overall Rank
The Sharpe Ratio Rank of QINT is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of QINT is 3939
Sortino Ratio Rank
The Omega Ratio Rank of QINT is 3838
Omega Ratio Rank
The Calmar Ratio Rank of QINT is 5555
Calmar Ratio Rank
The Martin Ratio Rank of QINT is 4242
Martin Ratio Rank

FICS
The Risk-Adjusted Performance Rank of FICS is 2626
Overall Rank
The Sharpe Ratio Rank of FICS is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of FICS is 2525
Sortino Ratio Rank
The Omega Ratio Rank of FICS is 2222
Omega Ratio Rank
The Calmar Ratio Rank of FICS is 3333
Calmar Ratio Rank
The Martin Ratio Rank of FICS is 2222
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.

QINT vs. FICS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Quality Diversified International ETF (QINT) and First Trust International Developed Capital Strength ETF (FICS). 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 0.95, compared to the broader market0.002.004.000.960.64
The chart of Sortino ratio for QINT, currently valued at 1.37, compared to the broader market0.005.0010.001.370.97
The chart of Omega ratio for QINT, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.11
The chart of Calmar ratio for QINT, currently valued at 1.50, compared to the broader market0.005.0010.0015.0020.001.500.67
The chart of Martin ratio for QINT, currently valued at 3.80, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.801.72
QINT
FICS

The current QINT Sharpe Ratio is 0.96, which is higher than the FICS Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of QINT and FICS, 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.96
0.64
QINT
FICS

Dividends

QINT vs. FICS - Dividend Comparison

QINT's dividend yield for the trailing twelve months is around 3.33%, more than FICS's 1.92% yield.


TTM2024202320222021202020192018
QINT
American Century Quality Diversified International ETF
3.33%3.49%3.12%3.56%2.30%1.61%1.83%0.42%
FICS
First Trust International Developed Capital Strength ETF
1.92%2.01%1.02%1.89%1.27%0.00%0.00%0.00%

Drawdowns

QINT vs. FICS - Drawdown Comparison

The maximum QINT drawdown since its inception was -33.84%, which is greater than FICS's maximum drawdown of -29.16%. Use the drawdown chart below to compare losses from any high point for QINT and FICS. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.50%
-5.67%
QINT
FICS

Volatility

QINT vs. FICS - Volatility Comparison

American Century Quality Diversified International ETF (QINT) has a higher volatility of 3.28% compared to First Trust International Developed Capital Strength ETF (FICS) at 2.75%. This indicates that QINT's price experiences larger fluctuations and is considered to be riskier than FICS 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%AugustSeptemberOctoberNovemberDecember2025
3.28%
2.75%
QINT
FICS
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab