QINT vs. GLOF

Last updated Jun 23, 2026

QINT (American Century Quality Diversified International ETF) and GLOF (iShares Global Equity Factor ETF) are both exchange-traded funds - QINT is a Foreign Large Cap Equities fund tracking the Alpha Vee American Century Diversified International Equity Index, while GLOF is a Global Equities fund tracking the STOXX Global Equity Factor Index. Both are passively managed. Over the past 5 years, QINT returned 9.53%/yr vs 12.04%/yr for GLOF. Their correlation of 0.88 suggests significant overlap in exposure. QINT charges 0.39%/yr vs 0.20%/yr for GLOF.

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.

Returns By Period

In the year-to-date period, QINT achieves a 10.63% return, which is significantly lower than GLOF's 13.42% return.

QINT

• 1D: 0.00%
• 1M: 1.73%
• YTD: 10.63%
• 6M: 10.70%
• 1Y: 28.44%
• 3Y*: 21.12%
• 5Y*: 9.53%
• 10Y*: —

GLOF

• 1D: 0.42%
• 1M: 2.33%
• YTD: 13.42%
• 6M: 13.35%
• 1Y: 30.54%
• 3Y*: 22.46%
• 5Y*: 12.04%
• 10Y*: 12.58%

*Multi-year figures are annualized to reflect compound growth (CAGR)

QINT vs. GLOF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
QINT American Century Quality Diversified International ETF	10.63%	38.12%	6.53%	20.36%	-19.75%	9.29%	17.95%	23.46%	-14.13%
GLOF iShares Global Equity Factor ETF	13.42%	23.92%	17.49%	22.38%	-16.97%	18.68%	10.00%	23.21%	-12.80%

Correlation

The correlation between QINT and GLOF is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (All Time) Calculated using the full available price history since Sep 12, 2018	0.88

The correlation between QINT and GLOF has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.

QINT vs. GLOF - Sectors Allocation Comparison

Sectors	QINT	GLOF
Financial Services	19.7%	16.0%
Industrials	18.9%	8.8%
Consumer Cyclical	13.6%	10.6%
Technology	10.0%	32.2%
Healthcare	9.9%	8.0%
Basic Materials	9.7%	3.2%
Energy	5.8%	3.9%
Consumer Defensive	5.6%	5.1%
Communication Services	4.5%	8.4%
Utilities	1.5%	2.8%
Real Estate	0.9%	1.1%

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: 56
QINT Sharpe Ratio Rank: 57
QINT Sortino Ratio Rank: 57
QINT Omega Ratio Rank: 57
QINT Calmar Ratio Rank: 52
QINT Martin Ratio Rank: 59

GLOF

GLOF Risk / Return Rank: 75
GLOF Sharpe Ratio Rank: 76
GLOF Sortino Ratio Rank: 75
GLOF Omega Ratio Rank: 73
GLOF Calmar Ratio Rank: 70
GLOF Martin Ratio Rank: 79

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	QINT	GLOF	Difference
Sharpe ratio: Return per unit of total volatility	1.87	2.33	-0.46
Sortino ratio: Return per unit of downside risk	2.65	3.22	-0.57
Omega ratio: Gain probability vs. loss probability	1.34	1.41	-0.07
Calmar ratio: Return relative to maximum drawdown	2.50	3.39	-0.89
Martin ratio: Return relative to average drawdown	10.09	14.73	-4.64

QINT vs. GLOF - Sharpe Ratio Comparison

The current QINT Sharpe Ratio is 1.87, which is comparable to the GLOF Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of QINT and GLOF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	QINT	GLOF	Difference
Max Drawdown Largest peak-to-trough decline	-33.86%	-34.12%	+0.26%
Max Drawdown (1Y) Largest decline over 1 year	-11.41%	-9.05%	-2.36%
Max Drawdown (3Y) Largest decline over 3 years	-13.56%	-16.12%	+2.56%
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	-0.62%	-0.57%	-0.05%
Average Drawdown Average peak-to-trough decline	-7.50%	-6.09%	-1.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.83%	2.08%	+0.75%

Volatility

QINT vs. GLOF - Volatility Comparison

American Century Quality Diversified International ETF (QINT) and iShares Global Equity Factor ETF (GLOF) have volatilities of 4.90% and 4.87%, 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.

Volatility by Period

	QINT	GLOF	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.90%	4.87%	+0.03%
Volatility (6M) Calculated over the trailing 6-month period	12.95%	10.86%	+2.09%
Volatility (1Y) Calculated over the trailing 1-year period	15.32%	13.18%	+2.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.31%	15.78%	+0.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.07%	17.15%	+0.92%

QINT vs. GLOF - Expense Ratio Comparison

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

Dividends

QINT vs. GLOF - Dividend Comparison

QINT's dividend yield for the trailing twelve months is around 3.74%, more than GLOF's 1.57% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GLOF iShares Global Equity Factor ETF	1.57%	1.70%	2.59%	2.51%	2.53%	1.90%	1.73%	2.41%	2.03%	1.94%	1.94%	0.92%
QINT American Century Quality Diversified International ETF	3.74%	2.66%	3.49%	3.12%	3.56%	2.30%	1.61%	1.83%	0.42%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QINT and GLOF in my portfolio?

QINT and GLOF have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QINT or GLOF?

QINT has higher volatility (4.90%) compared to GLOF (4.87%). In terms of maximum drawdown, QINT dropped -33.86% vs GLOF's -34.12%.

Which ETF is better, QINT or GLOF?

On 5-year performance, GLOF leads with 12.04% vs 9.53% for QINT. On fees, GLOF is cheaper at 0.20% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QINT or GLOF?

Over the 5-year period, GLOF has performed better with a 12.04% return vs 9.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QINT or GLOF?

GLOF is cheaper with a 0.20% expense ratio, compared with 0.39% for QINT.

Which ETF pays a higher dividend yield, QINT or GLOF?

QINT has the higher dividend yield at 3.74%, compared with 1.57% for GLOF.

What is the main difference between QINT and GLOF?

QINT is categorized as Foreign Large Cap Equities, while GLOF is Global Equities. QINT tracks Alpha Vee American Century Diversified International Equity Index, while GLOF tracks STOXX Global Equity Factor Index. They also come from different issuers: American Century and iShares. Their fees differ too: 0.39% for QINT and 0.20% for GLOF.

Which has better risk-adjusted returns?

GLOF currently has the higher Sharpe Ratio (2.33 vs 1.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.