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

Correlation

The correlation between STLG and QINT is 0.78, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

STLG vs. QINT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Factors US Growth Style ETF (STLG) and American Century Quality Diversified International ETF (QINT). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
107.40%
45.88%
STLG
QINT

Key characteristics

Sharpe Ratio

STLG:

0.53

QINT:

0.80

Sortino Ratio

STLG:

0.90

QINT:

1.21

Omega Ratio

STLG:

1.13

QINT:

1.17

Calmar Ratio

STLG:

0.59

QINT:

1.01

Martin Ratio

STLG:

2.09

QINT:

3.79

Ulcer Index

STLG:

6.77%

QINT:

3.63%

Daily Std Dev

STLG:

26.63%

QINT:

17.27%

Max Drawdown

STLG:

-31.34%

QINT:

-33.84%

Current Drawdown

STLG:

-12.59%

QINT:

-0.59%

Returns By Period

In the year-to-date period, STLG achieves a -7.96% return, which is significantly lower than QINT's 11.90% return.


STLG

YTD

-7.96%

1M

-1.50%

6M

-3.25%

1Y

13.44%

5Y*

17.97%

10Y*

N/A

QINT

YTD

11.90%

1M

1.34%

6M

8.50%

1Y

13.78%

5Y*

11.99%

10Y*

N/A

*Annualized

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STLG vs. QINT - Expense Ratio Comparison

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


Expense ratio chart for QINT: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QINT: 0.39%
Expense ratio chart for STLG: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
STLG: 0.25%

Risk-Adjusted Performance

STLG vs. QINT — Risk-Adjusted Performance Rank

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

STLG
The Risk-Adjusted Performance Rank of STLG is 6363
Overall Rank
The Sharpe Ratio Rank of STLG is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of STLG is 6363
Sortino Ratio Rank
The Omega Ratio Rank of STLG is 6363
Omega Ratio Rank
The Calmar Ratio Rank of STLG is 6969
Calmar Ratio Rank
The Martin Ratio Rank of STLG is 6262
Martin Ratio Rank

QINT
The Risk-Adjusted Performance Rank of QINT is 7777
Overall Rank
The Sharpe Ratio Rank of QINT is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of QINT is 7575
Sortino Ratio Rank
The Omega Ratio Rank of QINT is 7474
Omega Ratio Rank
The Calmar Ratio Rank of QINT is 8383
Calmar Ratio Rank
The Martin Ratio Rank of QINT is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

STLG vs. QINT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Factors US Growth Style ETF (STLG) and American Century Quality Diversified International ETF (QINT). 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.


The chart of Sharpe ratio for STLG, currently valued at 0.53, compared to the broader market-1.000.001.002.003.004.00
STLG: 0.53
QINT: 0.80
The chart of Sortino ratio for STLG, currently valued at 0.90, compared to the broader market-2.000.002.004.006.008.00
STLG: 0.90
QINT: 1.21
The chart of Omega ratio for STLG, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
STLG: 1.13
QINT: 1.17
The chart of Calmar ratio for STLG, currently valued at 0.59, compared to the broader market0.002.004.006.008.0010.0012.00
STLG: 0.59
QINT: 1.01
The chart of Martin ratio for STLG, currently valued at 2.09, compared to the broader market0.0020.0040.0060.00
STLG: 2.09
QINT: 3.79

The current STLG Sharpe Ratio is 0.53, which is lower than the QINT Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of STLG and QINT, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.53
0.80
STLG
QINT

Dividends

STLG vs. QINT - Dividend Comparison

STLG's dividend yield for the trailing twelve months is around 0.23%, less than QINT's 3.12% yield.


TTM2024202320222021202020192018
STLG
iShares Factors US Growth Style ETF
0.23%0.22%0.09%0.14%0.00%0.75%0.00%0.00%
QINT
American Century Quality Diversified International ETF
3.12%3.49%3.12%3.56%2.30%1.61%1.83%0.42%

Drawdowns

STLG vs. QINT - Drawdown Comparison

The maximum STLG drawdown since its inception was -31.34%, smaller than the maximum QINT drawdown of -33.84%. Use the drawdown chart below to compare losses from any high point for STLG and QINT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.59%
-0.59%
STLG
QINT

Volatility

STLG vs. QINT - Volatility Comparison

iShares Factors US Growth Style ETF (STLG) has a higher volatility of 17.50% compared to American Century Quality Diversified International ETF (QINT) at 11.47%. This indicates that STLG's price experiences larger fluctuations and is considered to be riskier than QINT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.50%
11.47%
STLG
QINT