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CORP vs. QCON
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CORP vs. QCON - Performance Comparison

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

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CORP vs. QCON - Yearly Performance Comparison


Returns By Period


CORP

1D
0.53%
1M
-1.93%
YTD
-0.32%
6M
0.49%
1Y
4.97%
3Y*
4.93%
5Y*
1.05%
10Y*
2.89%

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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CORP vs. QCON - Expense Ratio Comparison

CORP has a 0.20% expense ratio, which is lower than QCON's 0.32% expense ratio.


Return for Risk

CORP vs. QCON — Risk / Return Rank

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

CORP
CORP Risk / Return Rank: 5757
Overall Rank
CORP Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
CORP Sortino Ratio Rank: 5252
Sortino Ratio Rank
CORP Omega Ratio Rank: 4949
Omega Ratio Rank
CORP Calmar Ratio Rank: 7171
Calmar Ratio Rank
CORP Martin Ratio Rank: 5656
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.

CORP vs. QCON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Investment Grade Corporate Bond Index ETF (CORP) 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.


CORPQCONDifference

Sharpe ratio

Return per unit of total volatility

0.98

Sortino ratio

Return per unit of downside risk

1.34

Omega ratio

Gain probability vs. loss probability

1.18

Calmar ratio

Return relative to maximum drawdown

1.75

Martin ratio

Return relative to average drawdown

5.39

CORP vs. QCON - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CORPQCONDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

Dividends

CORP vs. QCON - Dividend Comparison

CORP's dividend yield for the trailing twelve months is around 4.86%, while QCON has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
CORP
PIMCO Investment Grade Corporate Bond Index ETF
4.86%4.77%4.74%4.12%3.28%2.51%2.90%3.25%3.18%3.08%2.91%3.14%
QCON
American Century Quality Convertible Securities ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CORP vs. QCON - Drawdown Comparison

The maximum CORP drawdown since its inception was -21.21%, which is greater than QCON's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for CORP and QCON.


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Drawdown Indicators


CORPQCONDifference

Max Drawdown

Largest peak-to-trough decline

-21.21%

0.00%

-21.21%

Max Drawdown (1Y)

Largest decline over 1 year

-2.97%

Max Drawdown (5Y)

Largest decline over 5 years

-21.21%

Max Drawdown (10Y)

Largest decline over 10 years

-21.21%

Current Drawdown

Current decline from peak

-1.93%

0.00%

-1.93%

Average Drawdown

Average peak-to-trough decline

-3.64%

0.00%

-3.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

Volatility

CORP vs. QCON - Volatility Comparison


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Volatility by Period


CORPQCONDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.95%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

Volatility (1Y)

Calculated over the trailing 1-year period

5.12%

0.00%

+5.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.87%

0.00%

+6.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.07%

0.00%

+7.07%