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QINT vs. LVHI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


QINTLVHI
YTD Return5.35%7.22%
1Y Return14.65%16.67%
3Y Return (Ann)1.03%12.01%
5Y Return (Ann)7.24%8.59%
Sharpe Ratio1.211.91
Daily Std Dev12.31%8.94%
Max Drawdown-33.84%-32.31%
Current Drawdown-1.73%-0.74%

Correlation

-0.50.00.51.00.7

The correlation between QINT and LVHI is 0.72, 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. LVHI - Performance Comparison

In the year-to-date period, QINT achieves a 5.35% return, which is significantly lower than LVHI's 7.22% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%30.00%40.00%50.00%60.00%December2024FebruaryMarchAprilMay
39.18%
59.53%
QINT
LVHI

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


American Century Quality Diversified International ETF

Legg Mason International Low Volatility High Dividend ETF

QINT vs. LVHI - Expense Ratio Comparison

QINT has a 0.39% expense ratio, which is lower than LVHI's 0.40% expense ratio.


LVHI
Legg Mason International Low Volatility High Dividend ETF
Expense ratio chart for LVHI: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
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. LVHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Quality Diversified International ETF (QINT) and Legg Mason International Low Volatility High Dividend ETF (LVHI). 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.


QINT
Sharpe ratio
The chart of Sharpe ratio for QINT, currently valued at 1.21, compared to the broader market-1.000.001.002.003.004.005.001.21
Sortino ratio
The chart of Sortino ratio for QINT, currently valued at 1.80, compared to the broader market-2.000.002.004.006.008.001.80
Omega ratio
The chart of Omega ratio for QINT, currently valued at 1.21, compared to the broader market0.501.001.502.002.501.21
Calmar ratio
The chart of Calmar ratio for QINT, currently valued at 0.78, compared to the broader market0.002.004.006.008.0010.0012.0014.000.78
Martin ratio
The chart of Martin ratio for QINT, currently valued at 4.29, compared to the broader market0.0020.0040.0060.0080.004.29
LVHI
Sharpe ratio
The chart of Sharpe ratio for LVHI, currently valued at 1.91, compared to the broader market-1.000.001.002.003.004.005.001.91
Sortino ratio
The chart of Sortino ratio for LVHI, currently valued at 2.72, compared to the broader market-2.000.002.004.006.008.002.72
Omega ratio
The chart of Omega ratio for LVHI, currently valued at 1.34, compared to the broader market0.501.001.502.002.501.34
Calmar ratio
The chart of Calmar ratio for LVHI, currently valued at 3.03, compared to the broader market0.002.004.006.008.0010.0012.0014.003.03
Martin ratio
The chart of Martin ratio for LVHI, currently valued at 9.24, compared to the broader market0.0020.0040.0060.0080.009.24

QINT vs. LVHI - Sharpe Ratio Comparison

The current QINT Sharpe Ratio is 1.21, which is lower than the LVHI Sharpe Ratio of 1.91. The chart below compares the 12-month rolling Sharpe Ratio of QINT and LVHI.


Rolling 12-month Sharpe Ratio1.001.502.002.50December2024FebruaryMarchAprilMay
1.21
1.91
QINT
LVHI

Dividends

QINT vs. LVHI - Dividend Comparison

QINT's dividend yield for the trailing twelve months is around 2.96%, less than LVHI's 7.31% yield.


TTM20232022202120202019201820172016
QINT
American Century Quality Diversified International ETF
2.96%3.12%3.56%2.30%1.61%1.83%0.42%0.00%0.00%
LVHI
Legg Mason International Low Volatility High Dividend ETF
7.31%8.12%7.74%4.13%3.97%6.67%10.67%1.97%1.16%

Drawdowns

QINT vs. LVHI - Drawdown Comparison

The maximum QINT drawdown since its inception was -33.84%, roughly equal to the maximum LVHI drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for QINT and LVHI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-1.73%
-0.74%
QINT
LVHI

Volatility

QINT vs. LVHI - Volatility Comparison

American Century Quality Diversified International ETF (QINT) has a higher volatility of 3.84% compared to Legg Mason International Low Volatility High Dividend ETF (LVHI) at 2.54%. This indicates that QINT's price experiences larger fluctuations and is considered to be riskier than LVHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%December2024FebruaryMarchAprilMay
3.84%
2.54%
QINT
LVHI