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BSCV vs. QCON
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSCV vs. QCON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2031 Corporate Bond ETF (BSCV) and American Century Quality Convertible Securities ETF (QCON). The values are adjusted to include any dividend payments, if applicable.

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BSCV vs. QCON - Yearly Performance Comparison


Returns By Period


BSCV

1D
0.49%
1M
-1.60%
YTD
-0.29%
6M
0.95%
1Y
5.76%
3Y*
5.32%
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)

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BSCV vs. QCON - Expense Ratio Comparison

BSCV has a 0.10% expense ratio, which is lower than QCON's 0.32% expense ratio.


Return for Risk

BSCV vs. QCON — Risk / Return Rank

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

BSCV
BSCV Risk / Return Rank: 7474
Overall Rank
BSCV Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
BSCV Sortino Ratio Rank: 7575
Sortino Ratio Rank
BSCV Omega Ratio Rank: 7070
Omega Ratio Rank
BSCV Calmar Ratio Rank: 7676
Calmar Ratio Rank
BSCV Martin Ratio Rank: 7676
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.

BSCV vs. QCON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2031 Corporate Bond ETF (BSCV) 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.


BSCVQCONDifference

Sharpe ratio

Return per unit of total volatility

1.34

Sortino ratio

Return per unit of downside risk

1.91

Omega ratio

Gain probability vs. loss probability

1.26

Calmar ratio

Return relative to maximum drawdown

2.01

Martin ratio

Return relative to average drawdown

8.00

BSCV vs. QCON - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BSCVQCONDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

Dividends

BSCV vs. QCON - Dividend Comparison

BSCV's dividend yield for the trailing twelve months is around 4.71%, while QCON has not paid dividends to shareholders.


TTM20252024202320222021
BSCV
Invesco BulletShares 2031 Corporate Bond ETF
4.71%4.65%4.87%4.47%3.43%0.57%
QCON
American Century Quality Convertible Securities ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BSCV vs. QCON - Drawdown Comparison

The maximum BSCV drawdown since its inception was -23.28%, which is greater than QCON's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BSCV and QCON.


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Drawdown Indicators


BSCVQCONDifference

Max Drawdown

Largest peak-to-trough decline

-23.28%

0.00%

-23.28%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

Current Drawdown

Current decline from peak

-1.60%

0.00%

-1.60%

Average Drawdown

Average peak-to-trough decline

-9.88%

0.00%

-9.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

Volatility

BSCV vs. QCON - Volatility Comparison


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Volatility by Period


BSCVQCONDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

Volatility (6M)

Calculated over the trailing 6-month period

2.31%

Volatility (1Y)

Calculated over the trailing 1-year period

4.31%

0.00%

+4.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.47%

0.00%

+7.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.47%

0.00%

+7.47%