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IBDY vs. QCON
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBDY vs. QCON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2033 Term Corporate ETF (IBDY) 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


IBDY

1D
-0.49%
1M
-0.73%
YTD
-0.23%
6M
0.14%
1Y
5.45%
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)

IBDY vs. QCON - Yearly Performance Comparison


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Return for Risk

IBDY vs. QCON — Risk / Return Rank

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

IBDY
IBDY Risk / Return Rank: 4141
Overall Rank
IBDY Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
IBDY Sortino Ratio Rank: 4242
Sortino Ratio Rank
IBDY Omega Ratio Rank: 3838
Omega Ratio Rank
IBDY Calmar Ratio Rank: 4242
Calmar Ratio Rank
IBDY Martin Ratio Rank: 4141
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.

IBDY vs. QCON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2033 Term Corporate ETF (IBDY) 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.


IBDYQCONDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

1.93

Martin ratioReturn relative to average drawdown

6.14

IBDY vs. QCON - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IBDYQCONDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

Drawdowns

IBDY vs. QCON - Drawdown Comparison

The maximum IBDY drawdown since its inception was -7.53%, which is greater than QCON's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IBDY and QCON.


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Drawdown Indicators


IBDYQCONDifference

Max Drawdown

Largest peak-to-trough decline

-7.53%

0.00%

-7.53%

Max Drawdown (1Y)

Largest decline over 1 year

-2.84%

Current Drawdown

Current decline from peak

-1.76%

0.00%

-1.76%

Average Drawdown

Average peak-to-trough decline

-1.57%

0.00%

-1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

Volatility

IBDY vs. QCON - Volatility Comparison


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Volatility by Period


IBDYQCONDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

Volatility (6M)

Calculated over the trailing 6-month period

3.04%

Volatility (1Y)

Calculated over the trailing 1-year period

4.18%

0.00%

+4.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.35%

0.00%

+6.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.35%

0.00%

+6.35%

IBDY vs. QCON - Expense Ratio Comparison

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


Dividends

IBDY vs. QCON - Dividend Comparison

IBDY's dividend yield for the trailing twelve months is around 4.91%, while QCON has not paid dividends to shareholders.


PositionTTM202520242023
IBDY
iShares iBonds Dec 2033 Term Corporate ETF
4.91%4.87%5.02%2.20%
QCON
American Century Quality Convertible Securities ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, IBDY is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

IBDY has the higher dividend yield at 4.91%, compared with 0.00% for QCON.

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

Portfolio Optimizer

Find the right allocation for IBDY and QCON

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