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IGEB vs. QCON
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGEB vs. QCON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Investment Grade Bond Factor ETF (IGEB) 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


IGEB

1D
-0.22%
1M
0.57%
YTD
0.41%
6M
0.32%
1Y
5.98%
3Y*
5.88%
5Y*
1.10%
10Y*

QCON

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

IGEB vs. QCON - Yearly Performance Comparison


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Return for Risk

IGEB vs. QCON — Risk / Return Rank

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

IGEB
IGEB Risk / Return Rank: 4141
Overall Rank
IGEB Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
IGEB Sortino Ratio Rank: 4242
Sortino Ratio Rank
IGEB Omega Ratio Rank: 3939
Omega Ratio Rank
IGEB Calmar Ratio Rank: 4242
Calmar Ratio Rank
IGEB Martin Ratio Rank: 4343
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.

IGEB vs. QCON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Investment Grade Bond Factor ETF (IGEB) 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.


IGEBQCONDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

2.08

Martin ratioReturn relative to average drawdown

6.81

IGEB vs. QCON - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IGEBQCONDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

Drawdowns

IGEB vs. QCON - Drawdown Comparison

The maximum IGEB drawdown since its inception was -21.13%, which is greater than QCON's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IGEB and QCON.


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Drawdown Indicators


IGEBQCONDifference

Max Drawdown

Largest peak-to-trough decline

-21.13%

0.00%

-21.13%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

Max Drawdown (3Y)

Largest decline over 3 years

-5.97%

Max Drawdown (5Y)

Largest decline over 5 years

-21.13%

Current Drawdown

Current decline from peak

-1.03%

0.00%

-1.03%

Average Drawdown

Average peak-to-trough decline

-4.90%

0.00%

-4.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

Volatility

IGEB vs. QCON - Volatility Comparison


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Volatility by Period


IGEBQCONDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

Volatility (6M)

Calculated over the trailing 6-month period

3.07%

Volatility (1Y)

Calculated over the trailing 1-year period

4.16%

0.00%

+4.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.70%

0.00%

+6.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.52%

0.00%

+6.52%

IGEB vs. QCON - Expense Ratio Comparison

IGEB has a 0.18% expense ratio, which is lower than QCON's 0.32% expense ratio.


Dividends

IGEB vs. QCON - Dividend Comparison

IGEB's dividend yield for the trailing twelve months is around 5.06%, while QCON has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
IGEB
iShares Investment Grade Bond Factor ETF
5.06%4.92%5.09%4.60%3.64%3.84%3.78%5.61%3.59%1.62%
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%

Frequently Asked Questions


On fees, IGEB is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGEB is cheaper with a 0.18% expense ratio, compared with 0.32% for QCON.

IGEB has the higher dividend yield at 5.06%, compared with 0.00% for QCON.

They also come from different issuers: iShares and American Century. Their fees differ too: 0.18% for IGEB and 0.32% for QCON.

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