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

Key characteristics


QINTVTI
YTD Return7.48%26.15%
1Y Return14.56%35.28%
3Y Return (Ann)0.97%8.67%
5Y Return (Ann)6.72%15.15%
Sharpe Ratio1.353.04
Sortino Ratio1.904.05
Omega Ratio1.241.57
Calmar Ratio1.344.47
Martin Ratio8.0019.73
Ulcer Index2.15%1.94%
Daily Std Dev12.75%12.58%
Max Drawdown-33.84%-55.45%
Current Drawdown-6.11%-0.44%

Correlation

-0.50.00.51.00.8

The correlation between QINT and VTI is 0.80, 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. VTI - Performance Comparison

In the year-to-date period, QINT achieves a 7.48% return, which is significantly lower than VTI's 26.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-2.12%
13.54%
QINT
VTI

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QINT vs. VTI - Expense Ratio Comparison

QINT has a 0.39% expense ratio, which is higher than VTI's 0.03% 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 VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

QINT vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Quality Diversified International ETF (QINT) and Vanguard Total Stock Market ETF (VTI). 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 1.35, compared to the broader market-2.000.002.004.001.35
Sortino ratio
The chart of Sortino ratio for QINT, currently valued at 1.90, compared to the broader market0.005.0010.001.90
Omega ratio
The chart of Omega ratio for QINT, currently valued at 1.24, compared to the broader market1.001.502.002.503.001.24
Calmar ratio
The chart of Calmar ratio for QINT, currently valued at 1.34, compared to the broader market0.005.0010.0015.001.34
Martin ratio
The chart of Martin ratio for QINT, currently valued at 8.00, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.00
VTI
Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 3.04, compared to the broader market-2.000.002.004.003.04
Sortino ratio
The chart of Sortino ratio for VTI, currently valued at 4.05, compared to the broader market0.005.0010.004.05
Omega ratio
The chart of Omega ratio for VTI, currently valued at 1.57, compared to the broader market1.001.502.002.503.001.57
Calmar ratio
The chart of Calmar ratio for VTI, currently valued at 4.47, compared to the broader market0.005.0010.0015.004.47
Martin ratio
The chart of Martin ratio for VTI, currently valued at 19.73, compared to the broader market0.0020.0040.0060.0080.00100.00120.0019.73

QINT vs. VTI - Sharpe Ratio Comparison

The current QINT Sharpe Ratio is 1.35, which is lower than the VTI Sharpe Ratio of 3.04. The chart below compares the historical Sharpe Ratios of QINT and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.35
3.04
QINT
VTI

Dividends

QINT vs. VTI - Dividend Comparison

QINT's dividend yield for the trailing twelve months is around 3.35%, more than VTI's 1.26% yield.


TTM20232022202120202019201820172016201520142013
QINT
American Century Quality Diversified International ETF
3.35%3.12%3.56%2.30%1.61%1.83%0.42%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.26%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

QINT vs. VTI - Drawdown Comparison

The maximum QINT drawdown since its inception was -33.84%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for QINT and VTI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.11%
-0.44%
QINT
VTI

Volatility

QINT vs. VTI - Volatility Comparison

The current volatility for American Century Quality Diversified International ETF (QINT) is 3.72%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 3.97%. This indicates that QINT experiences smaller price fluctuations and is considered to be less risky than VTI 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%JuneJulyAugustSeptemberOctoberNovember
3.72%
3.97%
QINT
VTI