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GSIG vs. QCON
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSIG vs. QCON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF (GSIG) 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


GSIG

1D
0.01%
1M
0.25%
YTD
0.68%
6M
1.01%
1Y
4.54%
3Y*
5.39%
5Y*
2.18%
10Y*

QCON

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

GSIG vs. QCON - Yearly Performance Comparison


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Return for Risk

GSIG vs. QCON — Risk / Return Rank

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

GSIG
GSIG Risk / Return Rank: 7575
Overall Rank
GSIG Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
GSIG Sortino Ratio Rank: 8484
Sortino Ratio Rank
GSIG Omega Ratio Rank: 8383
Omega Ratio Rank
GSIG Calmar Ratio Rank: 6363
Calmar Ratio Rank
GSIG Martin Ratio Rank: 6969
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.

GSIG vs. QCON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF (GSIG) 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.


GSIGQCONDifference

Sharpe ratio

Return per unit of total volatility

2.48

Sortino ratio

Return per unit of downside risk

3.83

Omega ratio

Gain probability vs. loss probability

1.50

Calmar ratio

Return relative to maximum drawdown

3.13

Martin ratio

Return relative to average drawdown

12.77

GSIG vs. QCON - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GSIGQCONDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

Drawdowns

GSIG vs. QCON - Drawdown Comparison

The maximum GSIG drawdown since its inception was -9.57%, which is greater than QCON's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for GSIG and QCON.


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Drawdown Indicators


GSIGQCONDifference

Max Drawdown

Largest peak-to-trough decline

-9.57%

0.00%

-9.57%

Max Drawdown (1Y)

Largest decline over 1 year

-1.46%

Max Drawdown (3Y)

Largest decline over 3 years

-1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-9.57%

Current Drawdown

Current decline from peak

-0.31%

0.00%

-0.31%

Average Drawdown

Average peak-to-trough decline

-2.10%

0.00%

-2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

Volatility

GSIG vs. QCON - Volatility Comparison


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Volatility by Period


GSIGQCONDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.57%

Volatility (6M)

Calculated over the trailing 6-month period

1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

1.84%

0.00%

+1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.89%

0.00%

+2.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.71%

0.00%

+2.71%

GSIG vs. QCON - Expense Ratio Comparison

GSIG has a 0.14% expense ratio, which is lower than QCON's 0.32% expense ratio.


Dividends

GSIG vs. QCON - Dividend Comparison

GSIG's dividend yield for the trailing twelve months is around 4.34%, while QCON has not paid dividends to shareholders.


PositionTTM202520242023202220212020
GSIG
Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF
4.34%4.61%4.59%3.51%2.21%1.04%0.45%
QCON
American Century Quality Convertible Securities ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, GSIG is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GSIG is cheaper with a 0.14% expense ratio, compared with 0.32% for QCON.

GSIG has the higher dividend yield at 4.34%, compared with 0.00% for QCON.

They also come from different issuers: Goldman Sachs and American Century. Their fees differ too: 0.14% for GSIG and 0.32% for QCON.

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