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

Performance

MBBB vs. QCON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Moody's Analytics BBB Corporate Bond ETF (MBBB) and American Century Quality Convertible Securities ETF (QCON). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MBBB vs. QCON - Yearly Performance Comparison


Returns By Period


MBBB

1D
0.65%
1M
-1.86%
YTD
-0.48%
6M
0.00%
1Y
4.78%
3Y*
5.48%
5Y*
1.22%
10Y*

QCON

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

Compare stocks, funds, or ETFs

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


MBBB vs. QCON - Expense Ratio Comparison

MBBB has a 0.25% expense ratio, which is lower than QCON's 0.32% expense ratio.


Return for Risk

MBBB vs. QCON — Risk / Return Rank

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

MBBB
MBBB Risk / Return Rank: 5454
Overall Rank
MBBB Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
MBBB Sortino Ratio Rank: 4949
Sortino Ratio Rank
MBBB Omega Ratio Rank: 4747
Omega Ratio Rank
MBBB Calmar Ratio Rank: 6565
Calmar Ratio Rank
MBBB Martin Ratio Rank: 5555
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.

MBBB vs. QCON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Moody's Analytics BBB Corporate Bond ETF (MBBB) 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.


MBBBQCONDifference

Sharpe ratio

Return per unit of total volatility

0.96

Sortino ratio

Return per unit of downside risk

1.34

Omega ratio

Gain probability vs. loss probability

1.18

Calmar ratio

Return relative to maximum drawdown

1.65

Martin ratio

Return relative to average drawdown

5.38

MBBB vs. QCON - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


MBBBQCONDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

Dividends

MBBB vs. QCON - Dividend Comparison

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


TTM202520242023202220212020
MBBB
VanEck Moody's Analytics BBB Corporate Bond ETF
4.54%4.99%4.93%4.51%3.22%2.29%0.19%
QCON
American Century Quality Convertible Securities ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MBBB vs. QCON - Drawdown Comparison

The maximum MBBB drawdown since its inception was -21.73%, which is greater than QCON's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for MBBB and QCON.


Loading graphics...

Drawdown Indicators


MBBBQCONDifference

Max Drawdown

Largest peak-to-trough decline

-21.73%

0.00%

-21.73%

Max Drawdown (1Y)

Largest decline over 1 year

-2.98%

Max Drawdown (5Y)

Largest decline over 5 years

-21.73%

Current Drawdown

Current decline from peak

-1.86%

0.00%

-1.86%

Average Drawdown

Average peak-to-trough decline

-7.02%

0.00%

-7.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

Volatility

MBBB vs. QCON - Volatility Comparison


Loading graphics...

Volatility by Period


MBBBQCONDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

Volatility (1Y)

Calculated over the trailing 1-year period

5.01%

0.00%

+5.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.35%

0.00%

+6.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.28%

0.00%

+6.28%