QINT vs. FNDC
Compare and contrast key facts about American Century Quality Diversified International ETF (QINT) and Schwab Fundamental International Small Co. Index ETF (FNDC).
QINT and FNDC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QINT is a passively managed fund by American Century Investments that tracks the performance of the Alpha Vee American Century Diversified International Equity Index. It was launched on Sep 10, 2018. FNDC is a passively managed fund by Charles Schwab that tracks the performance of the Russell RAFI Small Company Developed x US. It was launched on Aug 15, 2013. Both QINT and FNDC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QINT or FNDC.
Key characteristics
QINT | FNDC | |
---|---|---|
YTD Return | 9.70% | 4.00% |
1Y Return | 21.22% | 16.78% |
3Y Return (Ann) | 1.66% | -0.68% |
5Y Return (Ann) | 7.28% | 4.51% |
Sharpe Ratio | 1.67 | 1.21 |
Sortino Ratio | 2.32 | 1.76 |
Omega Ratio | 1.29 | 1.22 |
Calmar Ratio | 1.35 | 0.93 |
Martin Ratio | 10.17 | 6.55 |
Ulcer Index | 2.07% | 2.59% |
Daily Std Dev | 12.65% | 13.95% |
Max Drawdown | -33.84% | -43.22% |
Current Drawdown | -4.17% | -6.52% |
Correlation
The correlation between QINT and FNDC is 0.93, 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
QINT vs. FNDC - Performance Comparison
In the year-to-date period, QINT achieves a 9.70% return, which is significantly higher than FNDC's 4.00% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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QINT vs. FNDC - Expense Ratio Comparison
Both QINT and FNDC have an expense ratio of 0.39%.
Risk-Adjusted Performance
QINT vs. FNDC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Century Quality Diversified International ETF (QINT) and Schwab Fundamental International Small Co. Index ETF (FNDC). 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.
Dividends
QINT vs. FNDC - Dividend Comparison
QINT's dividend yield for the trailing twelve months is around 3.29%, more than FNDC's 2.83% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
American Century Quality Diversified International ETF | 3.29% | 3.12% | 3.56% | 2.30% | 1.61% | 1.83% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Schwab Fundamental International Small Co. Index ETF | 2.83% | 2.86% | 1.98% | 2.58% | 1.77% | 2.71% | 2.68% | 1.94% | 1.96% | 1.30% | 1.61% | 0.64% |
Drawdowns
QINT vs. FNDC - Drawdown Comparison
The maximum QINT drawdown since its inception was -33.84%, smaller than the maximum FNDC drawdown of -43.22%. Use the drawdown chart below to compare losses from any high point for QINT and FNDC. For additional features, visit the drawdowns tool.
Volatility
QINT vs. FNDC - Volatility Comparison
The current volatility for American Century Quality Diversified International ETF (QINT) is 3.57%, while Schwab Fundamental International Small Co. Index ETF (FNDC) has a volatility of 3.77%. This indicates that QINT experiences smaller price fluctuations and is considered to be less risky than FNDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.