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FIIG vs. QCON
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIIG vs. QCON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Intermediate Duration Investment Grade Corporate ETF (FIIG) 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


FIIG

1D
-0.17%
1M
0.08%
YTD
-0.56%
6M
-0.47%
1Y
5.17%
3Y*
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)

FIIG vs. QCON - Yearly Performance Comparison


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Return for Risk

FIIG vs. QCON — Risk / Return Rank

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

FIIG
FIIG Risk / Return Rank: 3232
Overall Rank
FIIG Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FIIG Sortino Ratio Rank: 3131
Sortino Ratio Rank
FIIG Omega Ratio Rank: 3030
Omega Ratio Rank
FIIG Calmar Ratio Rank: 3434
Calmar Ratio Rank
FIIG Martin Ratio Rank: 3535
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.

FIIG vs. QCON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Intermediate Duration Investment Grade Corporate ETF (FIIG) 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.


FIIGQCONDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.20

Calmar ratioReturn relative to maximum drawdown

1.65

Martin ratioReturn relative to average drawdown

5.30

FIIG vs. QCON - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FIIGQCONDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

Drawdowns

FIIG vs. QCON - Drawdown Comparison

The maximum FIIG drawdown since its inception was -5.50%, which is greater than QCON's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for FIIG and QCON.


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Drawdown Indicators


FIIGQCONDifference

Max Drawdown

Largest peak-to-trough decline

-5.50%

0.00%

-5.50%

Max Drawdown (1Y)

Largest decline over 1 year

-3.15%

Current Drawdown

Current decline from peak

-1.51%

0.00%

-1.51%

Average Drawdown

Average peak-to-trough decline

-1.39%

0.00%

-1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

Volatility

FIIG vs. QCON - Volatility Comparison


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Volatility by Period


FIIGQCONDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

Volatility (6M)

Calculated over the trailing 6-month period

3.38%

Volatility (1Y)

Calculated over the trailing 1-year period

4.61%

0.00%

+4.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.91%

0.00%

+5.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.91%

0.00%

+5.91%

FIIG vs. QCON - Expense Ratio Comparison

FIIG has a 0.65% expense ratio, which is higher than QCON's 0.32% expense ratio.


Dividends

FIIG vs. QCON - Dividend Comparison

FIIG's dividend yield for the trailing twelve months is around 4.96%, while QCON has not paid dividends to shareholders.


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 0.65% for FIIG.

FIIG has the higher dividend yield at 4.96%, compared with 0.00% for QCON.

They also come from different issuers: First Trust and American Century. Their fees differ too: 0.65% for FIIG and 0.32% for QCON.

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