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IBDV vs. QCON
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBDV vs. QCON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2030 Term Corporate ETF (IBDV) 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


IBDV

1D
-0.11%
1M
0.12%
YTD
0.30%
6M
0.51%
1Y
4.91%
3Y*
5.56%
5Y*
0.95%
10Y*

QCON

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

IBDV vs. QCON - Yearly Performance Comparison


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Return for Risk

IBDV vs. QCON — Risk / Return Rank

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

IBDV
IBDV Risk / Return Rank: 5050
Overall Rank
IBDV Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IBDV Sortino Ratio Rank: 5555
Sortino Ratio Rank
IBDV Omega Ratio Rank: 4949
Omega Ratio Rank
IBDV Calmar Ratio Rank: 4848
Calmar Ratio Rank
IBDV Martin Ratio Rank: 4949
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.

IBDV vs. QCON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2030 Term Corporate ETF (IBDV) 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.


IBDVQCONDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

2.38

Martin ratioReturn relative to average drawdown

8.25

IBDV vs. QCON - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IBDVQCONDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

Drawdowns

IBDV vs. QCON - Drawdown Comparison

The maximum IBDV drawdown since its inception was -21.85%, which is greater than QCON's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IBDV and QCON.


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Drawdown Indicators


IBDVQCONDifference

Max Drawdown

Largest peak-to-trough decline

-21.85%

0.00%

-21.85%

Max Drawdown (1Y)

Largest decline over 1 year

-2.07%

Max Drawdown (3Y)

Largest decline over 3 years

-5.64%

Max Drawdown (5Y)

Largest decline over 5 years

-21.54%

Current Drawdown

Current decline from peak

-0.93%

0.00%

-0.93%

Average Drawdown

Average peak-to-trough decline

-7.22%

0.00%

-7.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.60%

Volatility

IBDV vs. QCON - Volatility Comparison


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Volatility by Period


IBDVQCONDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.83%

Volatility (6M)

Calculated over the trailing 6-month period

1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

2.91%

0.00%

+2.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.44%

0.00%

+6.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.27%

0.00%

+6.27%

IBDV vs. QCON - Expense Ratio Comparison

IBDV has a 0.10% expense ratio, which is lower than QCON's 0.32% expense ratio.


Dividends

IBDV vs. QCON - Dividend Comparison

IBDV's dividend yield for the trailing twelve months is around 4.60%, while QCON has not paid dividends to shareholders.


PositionTTM202520242023202220212020
IBDV
iShares iBonds Dec 2030 Term Corporate ETF
4.60%4.57%4.69%4.09%3.02%1.99%0.90%
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, IBDV is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBDV is cheaper with a 0.10% expense ratio, compared with 0.32% for QCON.

IBDV has the higher dividend yield at 4.60%, compared with 0.00% for QCON.

They also come from different issuers: iShares and American Century. Their fees differ too: 0.10% for IBDV and 0.32% for QCON.

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