PortfoliosLab logoPortfoliosLab logo
IBDZ vs. QCON
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBDZ vs. QCON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2034 Term Corporate ETF (IBDZ) and American Century Quality Convertible Securities ETF (QCON). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


IBDZ

1D
-0.19%
1M
0.37%
YTD
0.34%
6M
0.33%
1Y
6.65%
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)

IBDZ vs. QCON - Yearly Performance Comparison


Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IBDZ vs. QCON — Risk / Return Rank

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

IBDZ
IBDZ Risk / Return Rank: 4242
Overall Rank
IBDZ Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
IBDZ Sortino Ratio Rank: 4242
Sortino Ratio Rank
IBDZ Omega Ratio Rank: 3838
Omega Ratio Rank
IBDZ Calmar Ratio Rank: 4545
Calmar Ratio Rank
IBDZ Martin Ratio Rank: 4444
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.

IBDZ vs. QCON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2034 Term Corporate ETF (IBDZ) 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.


IBDZQCONDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

2.19

Martin ratioReturn relative to average drawdown

7.12

IBDZ vs. QCON - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


IBDZQCONDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

Drawdowns

IBDZ vs. QCON - Drawdown Comparison

The maximum IBDZ drawdown since its inception was -5.57%, which is greater than QCON's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IBDZ and QCON.


Loading charts...

Drawdown Indicators


IBDZQCONDifference

Max Drawdown

Largest peak-to-trough decline

-5.57%

0.00%

-5.57%

Max Drawdown (1Y)

Largest decline over 1 year

-3.04%

Current Drawdown

Current decline from peak

-1.26%

0.00%

-1.26%

Average Drawdown

Average peak-to-trough decline

-1.28%

0.00%

-1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

Volatility

IBDZ vs. QCON - Volatility Comparison


Loading charts...

Volatility by Period


IBDZQCONDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

Volatility (6M)

Calculated over the trailing 6-month period

3.32%

Volatility (1Y)

Calculated over the trailing 1-year period

4.74%

0.00%

+4.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.27%

0.00%

+6.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.27%

0.00%

+6.27%

IBDZ vs. QCON - Expense Ratio Comparison

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


Dividends

IBDZ vs. QCON - Dividend Comparison

IBDZ's dividend yield for the trailing twelve months is around 4.86%, while QCON has not paid dividends to shareholders.


Frequently Asked Questions


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

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

IBDZ has the higher dividend yield at 4.86%, compared with 0.00% for QCON.

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

Portfolio Optimizer

Find the right allocation for IBDZ and QCON

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer