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

Key characteristics


QINTSTLG
YTD Return3.81%9.66%
1Y Return13.18%37.79%
3Y Return (Ann)0.77%10.91%
Sharpe Ratio0.972.43
Daily Std Dev12.28%14.99%
Max Drawdown-33.84%-31.34%
Current Drawdown-3.17%-5.97%

Correlation

-0.50.00.51.00.7

The correlation between QINT and STLG is 0.69, 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.

Performance

QINT vs. STLG - Performance Comparison

In the year-to-date period, QINT achieves a 3.81% return, which is significantly lower than STLG's 9.66% 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%40.00%60.00%80.00%100.00%December2024FebruaryMarchAprilMay
27.04%
88.49%
QINT
STLG

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

iShares Factors US Growth Style ETF

QINT vs. STLG - Expense Ratio Comparison

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


QINT
American Century Quality Diversified International ETF
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%
Expense ratio chart for STLG: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

QINT vs. STLG - Risk-Adjusted Performance 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.


QINT
Sharpe ratio
The chart of Sharpe ratio for QINT, currently valued at 0.97, compared to the broader market-1.000.001.002.003.004.000.97
Sortino ratio
The chart of Sortino ratio for QINT, currently valued at 1.47, compared to the broader market-2.000.002.004.006.008.001.47
Omega ratio
The chart of Omega ratio for QINT, currently valued at 1.17, compared to the broader market0.501.001.502.002.501.17
Calmar ratio
The chart of Calmar ratio for QINT, currently valued at 0.63, compared to the broader market0.002.004.006.008.0010.0012.000.63
Martin ratio
The chart of Martin ratio for QINT, currently valued at 3.44, compared to the broader market0.0020.0040.0060.003.44
STLG
Sharpe ratio
The chart of Sharpe ratio for STLG, currently valued at 2.43, compared to the broader market-1.000.001.002.003.004.002.43
Sortino ratio
The chart of Sortino ratio for STLG, currently valued at 3.43, compared to the broader market-2.000.002.004.006.008.003.43
Omega ratio
The chart of Omega ratio for STLG, currently valued at 1.42, compared to the broader market0.501.001.502.002.501.42
Calmar ratio
The chart of Calmar ratio for STLG, currently valued at 1.98, compared to the broader market0.002.004.006.008.0010.0012.001.98
Martin ratio
The chart of Martin ratio for STLG, currently valued at 12.86, compared to the broader market0.0020.0040.0060.0012.86

QINT vs. STLG - Sharpe Ratio Comparison

The current QINT Sharpe Ratio is 0.97, which is lower than the STLG Sharpe Ratio of 2.43. The chart below compares the 12-month rolling Sharpe Ratio of QINT and STLG.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00December2024FebruaryMarchAprilMay
0.97
2.43
QINT
STLG

Dividends

QINT vs. STLG - Dividend Comparison

QINT's dividend yield for the trailing twelve months is around 3.01%, more than STLG's 0.64% yield.


TTM202320222021202020192018
QINT
American Century Quality Diversified International ETF
3.01%3.12%3.56%2.30%1.61%1.83%0.42%
STLG
iShares Factors US Growth Style ETF
0.64%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 -33.84%, 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. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-3.17%
-5.97%
QINT
STLG

Volatility

QINT vs. STLG - Volatility Comparison

The current volatility for American Century Quality Diversified International ETF (QINT) is 3.57%, while iShares Factors US Growth Style ETF (STLG) has a volatility of 5.12%. 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.


2.00%3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay
3.57%
5.12%
QINT
STLG