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QTTB vs. VXUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QTTB vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Q32 Bio Inc (QTTB) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QTTB achieves a 356.33% return, which is significantly higher than VXUS's 11.16% return.


QTTB

1D
-1.50%
1M
26.78%
6M
285.50%
YTD
356.33%
1Y
585.52%
3Y*
-6.51%
5Y*
-33.56%
10Y*
ALL TIME*
-32.80%

VXUS

1D
-0.26%
1M
-1.97%
6M
5.45%
YTD
11.16%
1Y
21.77%
3Y*
16.57%
5Y*
8.43%
10Y*
9.35%
ALL TIME*
6.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$87.38M$45.74M$22.72M
$386.57M$447.19M$513.76M

QTTB vs. VXUS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
QTTB
Q32 Bio Inc
356.33%-3.49%-68.57%-51.75%-65.38%-67.76%-45.46%-7.42%-2.78%
VXUS
Vanguard Total International Stock ETF
11.16%32.35%5.08%15.86%-16.08%8.98%10.66%21.75%-12.99%

Correlation

The correlation between QTTB and VXUS is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2018

0.23

Over the past year, the correlation between QTTB and VXUS has dropped to 0.03 - well below their long-term average of 0.23, suggesting their price drivers have been diverging.

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Return for Risk

QTTB vs. VXUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QTTB
QTTB Risk / Return Rank: 9898
Overall Rank
QTTB Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
QTTB Sortino Ratio Rank: 9898
Sortino Ratio Rank
QTTB Omega Ratio Rank: 9696
Omega Ratio Rank
QTTB Calmar Ratio Rank: 9999
Calmar Ratio Rank
QTTB Martin Ratio Rank: 9999
Martin Ratio Rank

VXUS
VXUS Risk / Return Rank: 5656
Overall Rank
VXUS Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 5353
Sortino Ratio Rank
VXUS Omega Ratio Rank: 5555
Omega Ratio Rank
VXUS Calmar Ratio Rank: 5555
Calmar Ratio Rank
VXUS Martin Ratio Rank: 6060
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.

QTTB vs. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Q32 Bio Inc (QTTB) and Vanguard Total International Stock ETF (VXUS). 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.


QTTBVXUSDifference
Sharpe ratioReturn per unit of total volatility

+1.91

Sortino ratioReturn per unit of downside risk

+2.56

Omega ratioGain probability vs. loss probability

1.52

1.24

+0.27

Calmar ratioReturn relative to maximum drawdown

10.97

1.92

+9.04

Martin ratioReturn relative to average drawdown

28.17

7.12

+21.05

QTTB vs. VXUS - Sharpe Ratio Comparison

The current QTTB Sharpe Ratio is 3.21, which is higher than the VXUS Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of QTTB and VXUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

QTTB vs. VXUS - Drawdown Comparison

The maximum QTTB drawdown since its inception was -99.75%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for QTTB and VXUS.


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Drawdown Indicators


QTTBVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-99.75%

-35.97%

-63.78%

Max Drawdown (1Y)

Largest decline over 1 year

-51.14%

-11.27%

-39.87%

Max Drawdown (3Y)

Largest decline over 3 years

-97.31%

-13.58%

-83.73%

Max Drawdown (5Y)

Largest decline over 5 years

-99.13%

-29.44%

-69.69%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

Current Drawdown

Current decline from peak

-97.23%

-4.20%

-93.03%

Average Drawdown

Average peak-to-trough decline

-73.26%

-8.17%

-65.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.35%

3.04%

+17.31%

Volatility

QTTB vs. VXUS - Volatility Comparison

Q32 Bio Inc (QTTB) has a higher volatility of 74.27% compared to Vanguard Total International Stock ETF (VXUS) at 4.58%. This indicates that QTTB's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QTTBVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

74.27%

4.58%

+69.69%

Volatility (6M)

Calculated over the trailing 6-month period

118.94%

14.83%

+104.11%

Volatility (1Y)

Calculated over the trailing 1-year period

174.83%

16.66%

+158.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

131.03%

16.31%

+114.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

110.36%

17.00%

+93.36%

Dividends

QTTB vs. VXUS - Dividend Comparison

QTTB has not paid dividends to shareholders, while VXUS's dividend yield for the trailing twelve months is around 2.62%.


PositionTTM20252024202320222021202020192018201720162015
QTTB
Q32 Bio Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
2.62%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Frequently Asked Questions


QTTB and VXUS have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QTTB has higher volatility (74.27%) compared to VXUS (4.58%). In terms of maximum drawdown, QTTB dropped -99.75% vs VXUS's -35.97%.

QTTB currently has the higher Sharpe Ratio (3.21 vs 1.30), 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.

Portfolio Optimizer

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