QINT vs. STLG

Last updated Jun 23, 2026

QINT (American Century Quality Diversified International ETF) and STLG (iShares Factors US Growth Style 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 STLG is a Large Cap Growth Equities fund tracking the Russell US Large Cap Factors Growth Style Index. Both are passively managed. Over the past 5 years, QINT returned 9.53%/yr vs 19.14%/yr for STLG. A 0.67 correlation means they provide meaningful diversification when combined. QINT charges 0.39%/yr vs 0.25%/yr for STLG.

Performance

QINT vs. STLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Quality Diversified International ETF (QINT) and iShares Factors US Growth Style ETF (STLG). 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 STLG's 19.46% return.

QINT

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

STLG

• 1D: -0.10%
• 1M: 3.81%
• YTD: 19.46%
• 6M: 18.14%
• 1Y: 42.17%
• 3Y*: 32.04%
• 5Y*: 19.14%
• 10Y*: —

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

QINT vs. STLG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
QINT American Century Quality Diversified International ETF	10.63%	38.12%	6.53%	20.36%	-19.75%	9.29%	15.77%
STLG iShares Factors US Growth Style ETF	19.46%	21.49%	37.42%	42.86%	-26.75%	27.99%	26.51%

Correlation

The correlation between QINT and STLG is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (5Y) Calculated over the trailing 5-year period	0.69
Correlation (All Time) Calculated using the full available price history since Jan 16, 2020	0.67

The correlation between QINT and STLG has been stable across timeframes, ranging from 0.64 to 0.69 - a consistent structural relationship.

QINT vs. STLG - Sectors Allocation Comparison

Sectors	QINT	STLG
Financial Services	19.7%	2.2%
Industrials	18.9%	5.7%
Consumer Cyclical	13.6%	16.7%
Technology	10.0%	54.2%
Healthcare	9.9%	8.8%
Basic Materials	9.7%	0.2%
Energy	5.8%	1.1%
Consumer Defensive	5.6%	3.0%
Communication Services	4.5%	6.3%
Utilities	1.5%	1.6%
Real Estate	0.9%	0.0%

Return for Risk

QINT vs. STLG — 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

STLG

STLG Risk / Return Rank: 67
STLG Sharpe Ratio Rank: 72
STLG Sortino Ratio Rank: 65
STLG Omega Ratio Rank: 65
STLG Calmar Ratio Rank: 64
STLG Martin Ratio Rank: 68

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. STLG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Quality Diversified International ETF (QINT) and iShares Factors US Growth Style ETF (STLG). 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	STLG	Difference
Sharpe ratio: Return per unit of total volatility	1.87	2.23	-0.36
Sortino ratio: Return per unit of downside risk	2.65	2.88	-0.23
Omega ratio: Gain probability vs. loss probability	1.34	1.38	-0.04
Calmar ratio: Return relative to maximum drawdown	2.50	3.10	-0.59
Martin ratio: Return relative to average drawdown	10.09	12.06	-1.97

QINT vs. STLG - Sharpe Ratio Comparison

The current QINT Sharpe Ratio is 1.87, which is comparable to the STLG Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of QINT and STLG, 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. STLG - Drawdown Comparison

The maximum QINT drawdown since its inception was -33.86%, which is greater than STLG's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for QINT and STLG.

Drawdown Indicators

	QINT	STLG	Difference
Max Drawdown Largest peak-to-trough decline	-33.86%	-31.34%	-2.52%
Max Drawdown (1Y) Largest decline over 1 year	-11.41%	-13.69%	+2.28%
Max Drawdown (3Y) Largest decline over 3 years	-13.56%	-23.73%	+10.17%
Max Drawdown (5Y) Largest decline over 5 years	-33.86%	-30.61%	-3.25%
Current Drawdown Current decline from peak	-0.62%	-2.23%	+1.61%
Average Drawdown Average peak-to-trough decline	-7.50%	-7.33%	-0.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.83%	3.51%	-0.68%

Volatility

QINT vs. STLG - Volatility Comparison

The current volatility for American Century Quality Diversified International ETF (QINT) is 4.90%, while iShares Factors US Growth Style ETF (STLG) has a volatility of 8.09%. This indicates that QINT experiences smaller price fluctuations and is considered to be less risky than STLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QINT	STLG	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.90%	8.09%	-3.19%
Volatility (6M) Calculated over the trailing 6-month period	12.95%	15.32%	-2.37%
Volatility (1Y) Calculated over the trailing 1-year period	15.32%	19.04%	-3.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.31%	22.18%	-5.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.07%	23.96%	-5.89%

QINT vs. STLG - Expense Ratio Comparison

QINT has a 0.39% expense ratio, which is higher than STLG's 0.25% expense ratio.

Dividends

QINT vs. STLG - Dividend Comparison

QINT's dividend yield for the trailing twelve months is around 3.74%, more than STLG's 0.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
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%
STLG iShares Factors US Growth Style ETF	0.27%	0.31%	0.38%	0.75%	1.85%	0.67%	0.75%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QINT and STLG in my portfolio?

QINT and STLG have a correlation of 0.68, 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 STLG?

STLG has higher volatility (8.09%) compared to QINT (4.90%). In terms of maximum drawdown, QINT dropped -33.86% vs STLG's -31.34%.

Which ETF is better, QINT or STLG?

On 5-year performance, STLG leads with 19.14% vs 9.53% for QINT. On fees, STLG is cheaper at 0.25% per year. On volatility, QINT has been the lower-risk option at 4.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QINT or STLG?

Over the 5-year period, STLG has performed better with a 19.14% 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 STLG?

STLG is cheaper with a 0.25% expense ratio, compared with 0.39% for QINT.

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

QINT has the higher dividend yield at 3.74%, compared with 0.27% for STLG.

What is the main difference between QINT and STLG?

QINT is categorized as Foreign Large Cap Equities, while STLG is Large Cap Growth Equities. QINT tracks Alpha Vee American Century Diversified International Equity Index, while STLG tracks Russell US Large Cap Factors Growth Style Index. They also come from different issuers: American Century and iShares. Their fees differ too: 0.39% for QINT and 0.25% for STLG.

Which has better risk-adjusted returns?

STLG currently has the higher Sharpe Ratio (2.23 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.