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BRNY vs. QCON
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRNY vs. QCON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Burney U.S. Factor Rotation ETF (BRNY) and American Century Quality Convertible Securities ETF (QCON). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BRNY

1D
-0.36%
1M
5.73%
YTD
13.50%
6M
15.49%
1Y
32.72%
3Y*
28.09%
5Y*
10Y*

QCON

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRNY vs. QCON - Yearly Performance Comparison


BRNY vs. QCON - Sectors Allocation Comparison


Sectors
BRNY
QCON

Technology

30.6%

-

Financial Services

16.6%
7.9%

Consumer Cyclical

10.7%

-

Communication Services

10.3%

-

Healthcare

10.0%

-

Industrials

7.4%
1.0%

Utilities

5.2%
1.5%

Basic Materials

5.1%

-

Energy

1.7%

-

Consumer Defensive

1.4%

-

Real Estate

1.0%

-

Technology

BRNY
30.6%
QCON

-

Financial Services

BRNY
16.6%
QCON
7.9%

Consumer Cyclical

BRNY
10.7%
QCON

-

Communication Services

BRNY
10.3%
QCON

-

Healthcare

BRNY
10.0%
QCON

-

Industrials

BRNY
7.4%
QCON
1.0%

Utilities

BRNY
5.2%
QCON
1.5%

Basic Materials

BRNY
5.1%
QCON

-

Energy

BRNY
1.7%
QCON

-

Consumer Defensive

BRNY
1.4%
QCON

-

Real Estate

BRNY
1.0%
QCON

-

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Return for Risk

BRNY vs. QCON — Risk / Return Rank

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

BRNY
BRNY Risk / Return Rank: 7373
Overall Rank
BRNY Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
BRNY Sortino Ratio Rank: 7474
Sortino Ratio Rank
BRNY Omega Ratio Rank: 7272
Omega Ratio Rank
BRNY Calmar Ratio Rank: 7171
Calmar Ratio Rank
BRNY Martin Ratio Rank: 7373
Martin Ratio Rank

QCON
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.

BRNY vs. QCON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Burney U.S. Factor Rotation ETF (BRNY) and American Century Quality Convertible Securities ETF (QCON). 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.


BRNYQCONDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.43

Calmar ratioReturn relative to maximum drawdown

3.52

Martin ratioReturn relative to average drawdown

13.84

BRNY vs. QCON - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BRNYQCONDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.44

Sharpe Ratio (All Time)

Calculated using the full available price history

1.60

Drawdowns

BRNY vs. QCON - Drawdown Comparison

The maximum BRNY drawdown since its inception was -19.14%, which is greater than QCON's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BRNY and QCON.


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Drawdown Indicators


BRNYQCONDifference

Max Drawdown

Largest peak-to-trough decline

-19.14%

0.00%

-19.14%

Max Drawdown (1Y)

Largest decline over 1 year

-9.34%

Max Drawdown (3Y)

Largest decline over 3 years

-19.14%

Current Drawdown

Current decline from peak

-0.58%

0.00%

-0.58%

Average Drawdown

Average peak-to-trough decline

-2.77%

0.00%

-2.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

Volatility

BRNY vs. QCON - Volatility Comparison


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Volatility by Period


BRNYQCONDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.25%

Volatility (1Y)

Calculated over the trailing 1-year period

13.48%

0.00%

+13.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.92%

0.00%

+16.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.92%

0.00%

+16.92%

BRNY vs. QCON - Expense Ratio Comparison

BRNY has a 0.79% expense ratio, which is higher than QCON's 0.32% expense ratio.


Dividends

BRNY vs. QCON - Dividend Comparison

BRNY's dividend yield for the trailing twelve months is around 0.33%, while QCON has not paid dividends to shareholders.


PositionTTM2025202420232022
BRNY
Burney U.S. Factor Rotation ETF
0.33%0.30%0.23%0.68%0.22%
QCON
American Century Quality Convertible Securities ETF
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, QCON is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QCON is cheaper with a 0.32% expense ratio, compared with 0.79% for BRNY.

BRNY has the higher dividend yield at 0.33%, compared with 0.00% for QCON.

They also come from different issuers: Alpha Architect and American Century. Their fees differ too: 0.79% for BRNY and 0.32% for QCON.

Portfolio Optimizer

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