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TWGGX vs. QGRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TWGGX and QGRO is 0.86, 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.


-0.50.00.51.00.9

Performance

TWGGX vs. QGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Focused Global Growth Fund (TWGGX) and American Century STOXX U.S. Quality Growth ETF (QGRO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
-6.73%
22.82%
TWGGX
QGRO

Key characteristics

Sharpe Ratio

TWGGX:

0.18

QGRO:

2.05

Sortino Ratio

TWGGX:

0.33

QGRO:

2.74

Omega Ratio

TWGGX:

1.06

QGRO:

1.35

Calmar Ratio

TWGGX:

0.11

QGRO:

3.51

Martin Ratio

TWGGX:

0.57

QGRO:

11.27

Ulcer Index

TWGGX:

6.15%

QGRO:

2.90%

Daily Std Dev

TWGGX:

19.65%

QGRO:

16.00%

Max Drawdown

TWGGX:

-63.37%

QGRO:

-32.57%

Current Drawdown

TWGGX:

-26.74%

QGRO:

-2.33%

Returns By Period

The year-to-date returns for both stocks are quite close, with TWGGX having a 7.88% return and QGRO slightly lower at 7.69%.


TWGGX

YTD

7.88%

1M

2.68%

6M

-6.73%

1Y

3.97%

5Y*

-1.36%

10Y*

-0.47%

QGRO

YTD

7.69%

1M

2.97%

6M

22.82%

1Y

35.05%

5Y*

18.39%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TWGGX vs. QGRO - Expense Ratio Comparison

TWGGX has a 1.10% expense ratio, which is higher than QGRO's 0.29% expense ratio.


TWGGX
American Century Focused Global Growth Fund
Expense ratio chart for TWGGX: current value at 1.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.10%
Expense ratio chart for QGRO: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

TWGGX vs. QGRO — Risk-Adjusted Performance Rank

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

TWGGX
The Risk-Adjusted Performance Rank of TWGGX is 1111
Overall Rank
The Sharpe Ratio Rank of TWGGX is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of TWGGX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of TWGGX is 1212
Omega Ratio Rank
The Calmar Ratio Rank of TWGGX is 1111
Calmar Ratio Rank
The Martin Ratio Rank of TWGGX is 1111
Martin Ratio Rank

QGRO
The Risk-Adjusted Performance Rank of QGRO is 8282
Overall Rank
The Sharpe Ratio Rank of QGRO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of QGRO is 8181
Sortino Ratio Rank
The Omega Ratio Rank of QGRO is 7878
Omega Ratio Rank
The Calmar Ratio Rank of QGRO is 8888
Calmar Ratio Rank
The Martin Ratio Rank of QGRO 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.

TWGGX vs. QGRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Focused Global Growth Fund (TWGGX) and American Century STOXX U.S. Quality Growth ETF (QGRO). 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.


Sharpe ratio
The chart of Sharpe ratio for TWGGX, currently valued at 0.18, compared to the broader market-1.000.001.002.003.004.000.182.05
The chart of Sortino ratio for TWGGX, currently valued at 0.33, compared to the broader market0.002.004.006.008.0010.0012.000.332.74
The chart of Omega ratio for TWGGX, currently valued at 1.06, compared to the broader market1.002.003.004.001.061.35
The chart of Calmar ratio for TWGGX, currently valued at 0.11, compared to the broader market0.005.0010.0015.0020.000.113.51
The chart of Martin ratio for TWGGX, currently valued at 0.57, compared to the broader market0.0020.0040.0060.0080.000.5711.27
TWGGX
QGRO

The current TWGGX Sharpe Ratio is 0.18, which is lower than the QGRO Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of TWGGX and QGRO, 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 Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.18
2.05
TWGGX
QGRO

Dividends

TWGGX vs. QGRO - Dividend Comparison

TWGGX's dividend yield for the trailing twelve months is around 0.10%, less than QGRO's 0.23% yield.


TTM20242023202220212020201920182017201620152014
TWGGX
American Century Focused Global Growth Fund
0.10%0.10%0.47%0.65%0.23%0.00%0.03%0.53%0.29%0.00%0.12%0.67%
QGRO
American Century STOXX U.S. Quality Growth ETF
0.23%0.25%0.41%0.46%0.31%0.22%0.38%0.13%0.00%0.00%0.00%0.00%

Drawdowns

TWGGX vs. QGRO - Drawdown Comparison

The maximum TWGGX drawdown since its inception was -63.37%, which is greater than QGRO's maximum drawdown of -32.57%. Use the drawdown chart below to compare losses from any high point for TWGGX and QGRO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-26.74%
-2.33%
TWGGX
QGRO

Volatility

TWGGX vs. QGRO - Volatility Comparison

The current volatility for American Century Focused Global Growth Fund (TWGGX) is 4.04%, while American Century STOXX U.S. Quality Growth ETF (QGRO) has a volatility of 4.34%. This indicates that TWGGX experiences smaller price fluctuations and is considered to be less risky than QGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%SeptemberOctoberNovemberDecember2025February
4.04%
4.34%
TWGGX
QGRO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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