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JHCB vs. QCON
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JHCB vs. QCON - Performance Comparison

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

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JHCB vs. QCON - Yearly Performance Comparison


Returns By Period


JHCB

1D
0.71%
1M
-2.01%
YTD
-0.63%
6M
-0.12%
1Y
4.75%
3Y*
5.13%
5Y*
0.77%
10Y*

QCON

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

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JHCB vs. QCON - Expense Ratio Comparison

JHCB has a 0.29% expense ratio, which is lower than QCON's 0.32% expense ratio.


Return for Risk

JHCB vs. QCON — Risk / Return Rank

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

JHCB
JHCB Risk / Return Rank: 4343
Overall Rank
JHCB Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
JHCB Sortino Ratio Rank: 4141
Sortino Ratio Rank
JHCB Omega Ratio Rank: 4141
Omega Ratio Rank
JHCB Calmar Ratio Rank: 4444
Calmar Ratio Rank
JHCB Martin Ratio Rank: 4242
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.

JHCB vs. QCON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Corporate Bond ETF (JHCB) 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.


JHCBQCONDifference

Sharpe ratio

Return per unit of total volatility

0.85

Sortino ratio

Return per unit of downside risk

1.16

Omega ratio

Gain probability vs. loss probability

1.16

Calmar ratio

Return relative to maximum drawdown

1.17

Martin ratio

Return relative to average drawdown

4.00

JHCB vs. QCON - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JHCBQCONDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

Dividends

JHCB vs. QCON - Dividend Comparison

JHCB's dividend yield for the trailing twelve months is around 4.99%, while QCON has not paid dividends to shareholders.


TTM20252024202320222021
JHCB
John Hancock Corporate Bond ETF
4.99%4.92%5.02%4.35%3.86%2.41%
QCON
American Century Quality Convertible Securities ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JHCB vs. QCON - Drawdown Comparison

The maximum JHCB drawdown since its inception was -22.61%, which is greater than QCON's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for JHCB and QCON.


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Drawdown Indicators


JHCBQCONDifference

Max Drawdown

Largest peak-to-trough decline

-22.61%

0.00%

-22.61%

Max Drawdown (1Y)

Largest decline over 1 year

-4.16%

Max Drawdown (5Y)

Largest decline over 5 years

-22.61%

Current Drawdown

Current decline from peak

-2.02%

0.00%

-2.02%

Average Drawdown

Average peak-to-trough decline

-8.45%

0.00%

-8.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.21%

Volatility

JHCB vs. QCON - Volatility Comparison


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Volatility by Period


JHCBQCONDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.26%

Volatility (6M)

Calculated over the trailing 6-month period

3.12%

Volatility (1Y)

Calculated over the trailing 1-year period

5.62%

0.00%

+5.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.95%

0.00%

+6.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.95%

0.00%

+6.95%