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QINT vs. GLOF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QINT vs. GLOF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Quality Diversified International ETF (QINT) and iShares Global Equity Factor ETF (GLOF). The values are adjusted to include any dividend payments, if applicable.

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QINT vs. GLOF - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
QINT
American Century Quality Diversified International ETF
1.99%38.12%6.53%20.36%-19.75%9.29%17.95%23.46%-14.13%
GLOF
iShares Global Equity Factor ETF
-1.25%23.92%17.49%22.38%-16.97%18.68%10.00%23.21%-12.44%

Returns By Period

In the year-to-date period, QINT achieves a 1.99% return, which is significantly higher than GLOF's -1.25% return.


QINT

1D
3.43%
1M
-7.11%
YTD
1.99%
6M
8.10%
1Y
30.02%
3Y*
18.16%
5Y*
8.57%
10Y*

GLOF

1D
2.86%
1M
-5.68%
YTD
-1.25%
6M
1.91%
1Y
23.93%
3Y*
18.44%
5Y*
9.66%
10Y*
10.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QINT vs. GLOF - Expense Ratio Comparison

QINT has a 0.39% expense ratio, which is higher than GLOF's 0.20% expense ratio.


Return for Risk

QINT vs. GLOF — Risk / Return Rank

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

QINT
QINT Risk / Return Rank: 8787
Overall Rank
QINT Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
QINT Sortino Ratio Rank: 8888
Sortino Ratio Rank
QINT Omega Ratio Rank: 8888
Omega Ratio Rank
QINT Calmar Ratio Rank: 8585
Calmar Ratio Rank
QINT Martin Ratio Rank: 8787
Martin Ratio Rank

GLOF
GLOF Risk / Return Rank: 8181
Overall Rank
GLOF Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
GLOF Sortino Ratio Rank: 8181
Sortino Ratio Rank
GLOF Omega Ratio Rank: 8181
Omega Ratio Rank
GLOF Calmar Ratio Rank: 7979
Calmar Ratio Rank
GLOF Martin Ratio Rank: 8787
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.

QINT vs. GLOF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Quality Diversified International ETF (QINT) and iShares Global Equity Factor ETF (GLOF). 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.


QINTGLOFDifference

Sharpe ratio

Return per unit of total volatility

1.75

1.41

+0.34

Sortino ratio

Return per unit of downside risk

2.40

2.06

+0.34

Omega ratio

Gain probability vs. loss probability

1.36

1.31

+0.05

Calmar ratio

Return relative to maximum drawdown

2.54

2.10

+0.44

Martin ratio

Return relative to average drawdown

10.20

9.99

+0.21

QINT vs. GLOF - Sharpe Ratio Comparison

The current QINT Sharpe Ratio is 1.75, which is comparable to the GLOF Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of QINT and GLOF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QINTGLOFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

1.41

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.62

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.53

0.00

Correlation

The correlation between QINT and GLOF is 0.88, 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.


Dividends

QINT vs. GLOF - Dividend Comparison

QINT's dividend yield for the trailing twelve months is around 2.68%, more than GLOF's 1.72% yield.


TTM20252024202320222021202020192018201720162015
QINT
American Century Quality Diversified International ETF
2.68%2.66%3.49%3.12%3.56%2.30%1.61%1.83%0.42%0.00%0.00%0.00%
GLOF
iShares Global Equity Factor ETF
1.72%1.70%2.59%2.51%2.53%1.90%1.73%2.41%2.03%1.94%1.94%0.92%

Drawdowns

QINT vs. GLOF - Drawdown Comparison

The maximum QINT drawdown since its inception was -33.86%, roughly equal to the maximum GLOF drawdown of -34.12%. Use the drawdown chart below to compare losses from any high point for QINT and GLOF.


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Drawdown Indicators


QINTGLOFDifference

Max Drawdown

Largest peak-to-trough decline

-33.86%

-34.12%

+0.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.41%

-11.32%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-33.86%

-25.15%

-8.71%

Max Drawdown (10Y)

Largest decline over 10 years

-34.12%

Current Drawdown

Current decline from peak

-7.43%

-6.45%

-0.98%

Average Drawdown

Average peak-to-trough decline

-7.67%

-6.20%

-1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

2.38%

+0.47%

Volatility

QINT vs. GLOF - Volatility Comparison

American Century Quality Diversified International ETF (QINT) has a higher volatility of 7.68% compared to iShares Global Equity Factor ETF (GLOF) at 6.12%. This indicates that QINT's price experiences larger fluctuations and is considered to be riskier than GLOF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QINTGLOFDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.68%

6.12%

+1.56%

Volatility (6M)

Calculated over the trailing 6-month period

11.10%

9.81%

+1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

17.24%

17.01%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

15.63%

+0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.06%

17.12%

+0.94%