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LQD vs. QCON
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LQD vs. QCON - Performance Comparison

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


LQD

1D
-0.28%
1M
0.72%
YTD
0.46%
6M
-0.03%
1Y
6.08%
3Y*
4.95%
5Y*
-0.04%
10Y*
2.52%

QCON

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

LQD vs. QCON - Yearly Performance Comparison


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Return for Risk

LQD vs. QCON — Risk / Return Rank

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

LQD
LQD Risk / Return Rank: 3232
Overall Rank
LQD Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
LQD Sortino Ratio Rank: 3030
Sortino Ratio Rank
LQD Omega Ratio Rank: 2828
Omega Ratio Rank
LQD Calmar Ratio Rank: 3636
Calmar Ratio Rank
LQD Martin Ratio Rank: 3434
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.

LQD vs. QCON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) 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.


LQDQCONDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.20

Calmar ratioReturn relative to maximum drawdown

1.83

Martin ratioReturn relative to average drawdown

5.23

LQD vs. QCON - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LQDQCONDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

Drawdowns

LQD vs. QCON - Drawdown Comparison

The maximum LQD drawdown since its inception was -24.95%, which is greater than QCON's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for LQD and QCON.


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Drawdown Indicators


LQDQCONDifference

Max Drawdown

Largest peak-to-trough decline

-24.95%

0.00%

-24.95%

Max Drawdown (1Y)

Largest decline over 1 year

-3.34%

Max Drawdown (3Y)

Largest decline over 3 years

-8.43%

Max Drawdown (5Y)

Largest decline over 5 years

-24.95%

Max Drawdown (10Y)

Largest decline over 10 years

-24.95%

Current Drawdown

Current decline from peak

-3.72%

0.00%

-3.72%

Average Drawdown

Average peak-to-trough decline

-3.99%

0.00%

-3.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

Volatility

LQD vs. QCON - Volatility Comparison


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Volatility by Period


LQDQCONDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

Volatility (6M)

Calculated over the trailing 6-month period

3.90%

Volatility (1Y)

Calculated over the trailing 1-year period

5.36%

0.00%

+5.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.65%

0.00%

+8.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.68%

0.00%

+8.68%

LQD vs. QCON - Expense Ratio Comparison

LQD has a 0.15% expense ratio, which is lower than QCON's 0.32% expense ratio.


Dividends

LQD vs. QCON - Dividend Comparison

LQD's dividend yield for the trailing twelve months is around 4.57%, while QCON has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
4.57%4.48%4.45%3.99%3.30%2.30%2.66%3.29%3.67%3.10%3.34%3.47%
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%

Frequently Asked Questions


On fees, LQD is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LQD is cheaper with a 0.15% expense ratio, compared with 0.32% for QCON.

LQD has the higher dividend yield at 4.57%, compared with 0.00% for QCON.

They also come from different issuers: iShares and American Century. Their fees differ too: 0.15% for LQD and 0.32% for QCON.

Portfolio Optimizer

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