IGLB vs. QCON

Last updated Apr 1, 2026

Compare and contrast key facts about iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) and American Century Quality Convertible Securities ETF (QCON).

IGLB and QCON are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IGLB is a passively managed fund by iShares that tracks the performance of the ICE BofAML10+ Year US Corporate Index. It was launched on Dec 8, 2009. QCON is an actively managed fund by American Century. It was launched on Feb 16, 2021.

Performance

IGLB vs. QCON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) and American Century Quality Convertible Securities ETF (QCON). The values are adjusted to include any dividend payments, if applicable.

IGLB vs. QCON - Yearly Performance Comparison

	2026 (YTD)
IGLB iShares 10+ Year Investment Grade Corporate Bond ETF	-1.73%
QCON American Century Quality Convertible Securities ETF	0.00%

Returns By Period

IGLB

• 1D: 0.73%
• 1M: -3.01%
• YTD: -0.77%
• 6M: -1.22%
• 1Y: 4.05%
• 3Y*: 3.25%
• 5Y*: -1.62%
• 10Y*: 2.45%

QCON

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLB vs. QCON - Expense Ratio Comparison

IGLB has a 0.06% expense ratio, which is lower than QCON's 0.32% expense ratio.

QCON

American Century Quality Convertible Securities ETF

IGLB

iShares 10+ Year Investment Grade Corporate Bond ETF

Return for Risk

IGLB vs. QCON — Risk / Return Rank

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

IGLB

IGLB Risk / Return Rank: 27
IGLB Sharpe Ratio Rank: 26
IGLB Sortino Ratio Rank: 23
IGLB Omega Ratio Rank: 23
IGLB Calmar Ratio Rank: 35
IGLB Martin Ratio Rank: 27

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.

IGLB vs. QCON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) 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.

	IGLB	QCON	Difference
Sharpe ratio Return per unit of total volatility	0.41	—	—
Sortino ratio Return per unit of downside risk	0.61	—	—
Omega ratio Gain probability vs. loss probability	1.08	—	—
Calmar ratio Return relative to maximum drawdown	0.83	—	—
Martin ratio Return relative to average drawdown	1.97	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IGLB	QCON	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.41	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.13	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.20	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	—	—

Dividends

IGLB vs. QCON - Dividend Comparison

IGLB's dividend yield for the trailing twelve months is around 5.25%, while QCON has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IGLB iShares 10+ Year Investment Grade Corporate Bond ETF	5.25%	5.14%	5.10%	4.59%	4.56%	3.16%	3.22%	3.73%	4.56%	3.94%	4.21%	4.58%
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%	0.00%	0.00%

Drawdowns

IGLB vs. QCON - Drawdown Comparison

The maximum IGLB drawdown since its inception was -34.12%, which is greater than QCON's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IGLB and QCON.

Drawdown Indicators

	IGLB	QCON	Difference
Max Drawdown Largest peak-to-trough decline	-34.12%	0.00%	-34.12%
Max Drawdown (1Y) Largest decline over 1 year	-5.41%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-34.12%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.12%	—	—
Current Drawdown Current decline from peak	-15.08%	0.00%	-15.08%
Average Drawdown Average peak-to-trough decline	-8.04%	0.00%	-8.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.27%	—	—

Volatility

Volatility by Period

	IGLB	QCON	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.94%	—	—
Volatility (6M) Calculated over the trailing 6-month period	5.53%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.95%	0.00%	+9.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.42%	0.00%	+12.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.53%	0.00%	+12.53%