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FLOT vs. QCON
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLOT vs. QCON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Floating Rate Bond ETF (FLOT) 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


FLOT

1D
0.04%
1M
0.51%
YTD
1.89%
6M
2.21%
1Y
4.91%
3Y*
5.65%
5Y*
4.20%
10Y*
3.03%

QCON

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

FLOT vs. QCON - Yearly Performance Comparison


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Return for Risk

FLOT vs. QCON — Risk / Return Rank

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

FLOT
FLOT Risk / Return Rank: 9898
Overall Rank
FLOT Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLOT Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLOT Omega Ratio Rank: 9999
Omega Ratio Rank
FLOT Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLOT Martin Ratio Rank: 9999
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.

FLOT vs. QCON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Floating Rate Bond ETF (FLOT) 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.


FLOTQCONDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

3.31

Calmar ratioReturn relative to maximum drawdown

11.42

Martin ratioReturn relative to average drawdown

106.82

FLOT vs. QCON - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FLOTQCONDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

Drawdowns

FLOT vs. QCON - Drawdown Comparison

The maximum FLOT drawdown since its inception was -13.54%, which is greater than QCON's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for FLOT and QCON.


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Drawdown Indicators


FLOTQCONDifference

Max Drawdown

Largest peak-to-trough decline

-13.54%

0.00%

-13.54%

Max Drawdown (1Y)

Largest decline over 1 year

-0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-2.36%

Max Drawdown (10Y)

Largest decline over 10 years

-13.54%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.21%

0.00%

-0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

Volatility

FLOT vs. QCON - Volatility Comparison


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Volatility by Period


FLOTQCONDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.18%

Volatility (6M)

Calculated over the trailing 6-month period

0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

0.74%

0.00%

+0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.77%

0.00%

+1.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.15%

0.00%

+4.15%

FLOT vs. QCON - Expense Ratio Comparison

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


Dividends

FLOT vs. QCON - Dividend Comparison

FLOT's dividend yield for the trailing twelve months is around 4.53%, while QCON has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FLOT
iShares Floating Rate Bond ETF
4.53%4.84%5.82%5.66%2.06%0.43%1.25%2.78%2.41%1.46%0.97%0.53%
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%

Frequently Asked Questions


On fees, FLOT is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLOT is cheaper with a 0.20% expense ratio, compared with 0.32% for QCON.

FLOT has the higher dividend yield at 4.53%, compared with 0.00% for QCON.

They also come from different issuers: iShares and American Century. Their fees differ too: 0.20% for FLOT and 0.32% for QCON.

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