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QINT vs. STLG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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QINT vs. STLG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
QINT
American Century Quality Diversified International ETF
1.99%38.12%6.53%20.36%-19.75%9.29%15.28%
STLG
iShares Factors US Growth Style ETF
-6.01%21.49%37.42%42.86%-26.75%27.99%26.51%

Returns By Period

In the year-to-date period, QINT achieves a 1.99% return, which is significantly higher than STLG's -6.01% return.


QINT

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

STLG

1D
3.86%
1M
-5.81%
YTD
-6.01%
6M
-2.39%
1Y
25.79%
3Y*
25.22%
5Y*
15.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QINT vs. STLG - Expense Ratio Comparison

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


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: 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

STLG
STLG Risk / Return Rank: 6767
Overall Rank
STLG Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
STLG Sortino Ratio Rank: 6666
Sortino Ratio Rank
STLG Omega Ratio Rank: 6363
Omega Ratio Rank
STLG Calmar Ratio Rank: 7474
Calmar Ratio Rank
STLG Martin Ratio Rank: 7070
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. 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.


QINTSTLGDifference

Sharpe ratio

Return per unit of total volatility

1.75

1.06

+0.69

Sortino ratio

Return per unit of downside risk

2.40

1.62

+0.78

Omega ratio

Gain probability vs. loss probability

1.36

1.23

+0.13

Calmar ratio

Return relative to maximum drawdown

2.54

1.87

+0.67

Martin ratio

Return relative to average drawdown

10.20

6.91

+3.29

QINT vs. STLG - Sharpe Ratio Comparison

The current QINT Sharpe Ratio is 1.75, which is higher than the STLG Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of QINT and STLG, 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


QINTSTLGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

1.06

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.70

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.71

-0.19

Correlation

The correlation between QINT and STLG is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

QINT vs. STLG - Dividend Comparison

QINT's dividend yield for the trailing twelve months is around 2.68%, more than STLG's 0.32% yield.


TTM20252024202320222021202020192018
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%
STLG
iShares Factors US Growth Style ETF
0.32%0.31%0.38%0.75%1.85%0.67%0.75%0.00%0.00%

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.


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Drawdown Indicators


QINTSTLGDifference

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 (5Y)

Largest decline over 5 years

-33.86%

-30.61%

-3.25%

Current Drawdown

Current decline from peak

-7.43%

-10.35%

+2.92%

Average Drawdown

Average peak-to-trough decline

-7.67%

-7.53%

-0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

3.71%

-0.86%

Volatility

QINT vs. STLG - Volatility Comparison

American Century Quality Diversified International ETF (QINT) and iShares Factors US Growth Style ETF (STLG) have volatilities of 7.68% and 7.52%, 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.


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Volatility by Period


QINTSTLGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.68%

7.52%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

11.10%

14.44%

-3.34%

Volatility (1Y)

Calculated over the trailing 1-year period

17.24%

24.39%

-7.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

21.86%

-5.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.06%

24.02%

-5.96%