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MYCJ vs. QCON
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MYCJ vs. QCON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street My2030 Corporate Bond ETF (MYCJ) 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


MYCJ

1D
-0.12%
1M
0.13%
YTD
0.23%
6M
0.47%
1Y
5.01%
3Y*
5Y*
10Y*

QCON

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

MYCJ vs. QCON - Yearly Performance Comparison


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Return for Risk

MYCJ vs. QCON — Risk / Return Rank

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

MYCJ
MYCJ Risk / Return Rank: 5454
Overall Rank
MYCJ Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
MYCJ Sortino Ratio Rank: 5858
Sortino Ratio Rank
MYCJ Omega Ratio Rank: 5555
Omega Ratio Rank
MYCJ Calmar Ratio Rank: 5252
Calmar Ratio Rank
MYCJ Martin Ratio Rank: 5151
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.

MYCJ vs. QCON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street My2030 Corporate Bond ETF (MYCJ) 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.


MYCJQCONDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

2.49

Martin ratioReturn relative to average drawdown

8.58

MYCJ vs. QCON - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MYCJQCONDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

Drawdowns

MYCJ vs. QCON - Drawdown Comparison

The maximum MYCJ drawdown since its inception was -3.29%, which is greater than QCON's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for MYCJ and QCON.


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Drawdown Indicators


MYCJQCONDifference

Max Drawdown

Largest peak-to-trough decline

-3.29%

0.00%

-3.29%

Max Drawdown (1Y)

Largest decline over 1 year

-2.02%

Current Drawdown

Current decline from peak

-0.93%

0.00%

-0.93%

Average Drawdown

Average peak-to-trough decline

-0.75%

0.00%

-0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

Volatility

MYCJ vs. QCON - Volatility Comparison


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Volatility by Period


MYCJQCONDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.90%

Volatility (6M)

Calculated over the trailing 6-month period

1.99%

Volatility (1Y)

Calculated over the trailing 1-year period

2.79%

0.00%

+2.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.65%

0.00%

+3.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.65%

0.00%

+3.65%

MYCJ vs. QCON - Expense Ratio Comparison

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


Dividends

MYCJ vs. QCON - Dividend Comparison

MYCJ's dividend yield for the trailing twelve months is around 4.65%, while QCON has not paid dividends to shareholders.


Frequently Asked Questions


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

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

MYCJ has the higher dividend yield at 4.65%, compared with 0.00% for QCON.

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

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