QINT vs. GSG
QINT (American Century Quality Diversified International ETF) and GSG (iShares S&P GSCI Commodity-Indexed Trust) are both exchange-traded funds - QINT is a Foreign Large Cap Equities fund tracking the Alpha Vee American Century Diversified International Equity Index, while GSG is a Commodities fund tracking the S&P GSCI Total Return Index. Both are passively managed. Over the past 5 years, QINT returned 9.01%/yr vs 13.83%/yr for GSG. At a 0.25 correlation, their price movements are largely independent. QINT charges 0.39%/yr vs 0.75%/yr for GSG.
Performance
QINT vs. GSG - Performance Comparison
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Returns By Period
In the year-to-date period, QINT achieves a 9.19% return, which is significantly lower than GSG's 32.35% return.
QINT
- 1D
- -0.99%
- 1M
- -1.14%
- 6M
- 5.65%
- YTD
- 9.19%
- 1Y
- 22.56%
- 3Y*
- 18.86%
- 5Y*
- 9.01%
- 10Y*
- —
GSG
- 1D
- 3.60%
- 1M
- -0.20%
- 6M
- 28.24%
- YTD
- 32.35%
- 1Y
- 34.57%
- 3Y*
- 14.41%
- 5Y*
- 13.83%
- 10Y*
- 7.40%
QINT vs. GSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
QINT American Century Quality Diversified International ETF | 9.19% | 38.12% | 6.53% | 20.36% | -19.75% | 9.29% | 17.95% | 23.46% | -14.13% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 32.35% | 5.93% | 8.52% | -5.51% | 24.08% | 38.77% | -23.94% | 15.62% | -19.43% |
Correlation
The correlation between QINT and GSG is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Sep 12, 2018 | 0.25 |
The correlation between QINT and GSG shifts across timeframes, from -0.19 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QINT vs. GSG — Risk / Return Rank
QINT
GSG
QINT vs. GSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Century Quality Diversified International ETF (QINT) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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 | GSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.27 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | 1.85 | +0.14 |
| Martin ratioReturn relative to average drawdown | 7.93 | 6.29 | +1.64 |
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Drawdowns
QINT vs. GSG - Drawdown Comparison
The maximum QINT drawdown since its inception was -33.86%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for QINT and GSG.
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Drawdown Indicators
| QINT | GSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.86% | -89.62% | +55.76% |
Max Drawdown (1Y)Largest decline over 1 year | -11.41% | -18.81% | +7.40% |
Max Drawdown (3Y)Largest decline over 3 years | -13.56% | -18.81% | +5.25% |
Max Drawdown (5Y)Largest decline over 5 years | -33.86% | -29.12% | -4.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -57.64% | — |
Current DrawdownCurrent decline from peak | -1.95% | -60.04% | +58.09% |
Average DrawdownAverage peak-to-trough decline | -7.46% | -63.69% | +56.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 5.51% | -2.66% |
Volatility
QINT vs. GSG - Volatility Comparison
The current volatility for American Century Quality Diversified International ETF (QINT) is 4.89%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.35%. This indicates that QINT experiences smaller price fluctuations and is considered to be less risky than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QINT | GSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.89% | 7.35% | -2.46% |
Volatility (6M)Calculated over the trailing 6-month period | 13.31% | 21.50% | -8.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.51% | 23.48% | -7.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.32% | 22.80% | -6.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.05% | 22.00% | -3.95% |
QINT vs. GSG - Expense Ratio Comparison
QINT has a 0.39% expense ratio, which is lower than GSG's 0.75% expense ratio.
Dividends
QINT vs. GSG - Dividend Comparison
QINT's dividend yield for the trailing twelve months is around 2.49%, while GSG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
GSG iShares S&P GSCI Commodity-Indexed Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QINT American Century Quality Diversified International ETF | 2.49% | 2.66% | 3.49% | 3.12% | 3.56% | 2.30% | 1.61% | 1.83% | 0.42% |
Frequently Asked Questions
QINT and GSG have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSG has higher volatility (7.35%) compared to QINT (4.89%). In terms of maximum drawdown, QINT dropped -33.86% vs GSG's -89.62%.
On 5-year performance, GSG leads with 13.83% vs 9.01% for QINT. On fees, QINT is cheaper at 0.39% per year. On volatility, QINT has been the lower-risk option at 4.89%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, GSG has performed better with a 13.83% return vs 9.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
QINT is cheaper with a 0.39% expense ratio, compared with 0.75% for GSG.
QINT has the higher dividend yield at 2.49%, compared with 0.00% for GSG.
QINT is categorized as Foreign Large Cap Equities, while GSG is Commodities. QINT tracks Alpha Vee American Century Diversified International Equity Index, while GSG tracks S&P GSCI Total Return Index. They also come from different issuers: American Century and iShares. Their fees differ too: 0.39% for QINT and 0.75% for GSG.
GSG currently has the higher Sharpe Ratio (1.48 vs 1.46), 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.
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