FCOR vs. QCON

Last updated Apr 2, 2026

Compare and contrast key facts about Fidelity Corporate Bond ETF (FCOR) and American Century Quality Convertible Securities ETF (QCON).

FCOR and QCON are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FCOR is an actively managed fund by Fidelity. It was launched on Oct 6, 2014. QCON is an actively managed fund by American Century. It was launched on Feb 16, 2021.

Performance

FCOR vs. QCON - Performance Comparison

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

FCOR vs. QCON - Yearly Performance Comparison

	2026 (YTD)
FCOR Fidelity Corporate Bond ETF	-0.87%
QCON American Century Quality Convertible Securities ETF	0.00%

Returns By Period

FCOR

• 1D: 0.10%
• 1M: -1.52%
• YTD: -0.29%
• 6M: 0.21%
• 1Y: 4.88%
• 3Y*: 5.16%
• 5Y*: 0.85%
• 10Y*: 3.12%

QCON

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FCOR vs. QCON - Expense Ratio Comparison

FCOR has a 0.36% expense ratio, which is higher than QCON's 0.32% expense ratio.

FCOR

Fidelity Corporate Bond ETF

QCON

American Century Quality Convertible Securities ETF

Return for Risk

FCOR vs. QCON — Risk / Return Rank

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

FCOR

FCOR Risk / Return Rank: 49
FCOR Sharpe Ratio Rank: 50
FCOR Sortino Ratio Rank: 45
FCOR Omega Ratio Rank: 42
FCOR Calmar Ratio Rank: 60
FCOR Martin Ratio Rank: 50

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.

FCOR vs. QCON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Corporate Bond ETF (FCOR) 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.

	FCOR	QCON	Difference
Sharpe ratio Return per unit of total volatility	0.94	—	—
Sortino ratio Return per unit of downside risk	1.29	—	—
Omega ratio Gain probability vs. loss probability	1.17	—	—
Calmar ratio Return relative to maximum drawdown	1.62	—	—
Martin ratio Return relative to average drawdown	5.06	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	FCOR	QCON	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.94	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.12	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	—	—

Dividends

FCOR vs. QCON - Dividend Comparison

FCOR's dividend yield for the trailing twelve months is around 4.51%, while QCON has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FCOR Fidelity Corporate Bond ETF	4.51%	4.47%	4.35%	3.70%	3.30%	2.34%	2.99%	3.10%	3.65%	2.81%	3.04%	3.82%
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

FCOR vs. QCON - Drawdown Comparison

The maximum FCOR drawdown since its inception was -22.60%, which is greater than QCON's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for FCOR and QCON.

Drawdown Indicators

	FCOR	QCON	Difference
Max Drawdown Largest peak-to-trough decline	-22.60%	0.00%	-22.60%
Max Drawdown (1Y) Largest decline over 1 year	-3.13%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-22.60%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-22.60%	—	—
Current Drawdown Current decline from peak	-1.93%	0.00%	-1.93%
Average Drawdown Average peak-to-trough decline	-4.78%	0.00%	-4.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.00%	—	—

Volatility

Volatility by Period

	FCOR	QCON	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.21%	—	—
Volatility (6M) Calculated over the trailing 6-month period	3.04%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	5.21%	0.00%	+5.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.05%	0.00%	+7.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.12%	0.00%	+7.12%