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MYCL vs. QCON
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MYCL vs. QCON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street My2032 Corporate Bond ETF (MYCL) 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


MYCL

1D
-0.24%
1M
0.10%
YTD
0.19%
6M
0.17%
1Y
6.13%
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)

MYCL vs. QCON - Yearly Performance Comparison


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Return for Risk

MYCL vs. QCON — Risk / Return Rank

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

MYCL
MYCL Risk / Return Rank: 4747
Overall Rank
MYCL Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MYCL Sortino Ratio Rank: 4949
Sortino Ratio Rank
MYCL Omega Ratio Rank: 4646
Omega Ratio Rank
MYCL Calmar Ratio Rank: 4646
Calmar Ratio Rank
MYCL Martin Ratio Rank: 4545
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.

MYCL vs. QCON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street My2032 Corporate Bond ETF (MYCL) 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.


MYCLQCONDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

2.22

Martin ratioReturn relative to average drawdown

7.16

MYCL vs. QCON - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MYCLQCONDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

Drawdowns

MYCL vs. QCON - Drawdown Comparison

The maximum MYCL drawdown since its inception was -4.39%, which is greater than QCON's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for MYCL and QCON.


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Drawdown Indicators


MYCLQCONDifference

Max Drawdown

Largest peak-to-trough decline

-4.39%

0.00%

-4.39%

Max Drawdown (1Y)

Largest decline over 1 year

-2.77%

Current Drawdown

Current decline from peak

-1.51%

0.00%

-1.51%

Average Drawdown

Average peak-to-trough decline

-1.06%

0.00%

-1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

Volatility

MYCL vs. QCON - Volatility Comparison


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Volatility by Period


MYCLQCONDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

Volatility (6M)

Calculated over the trailing 6-month period

2.82%

Volatility (1Y)

Calculated over the trailing 1-year period

3.85%

0.00%

+3.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.88%

0.00%

+4.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.88%

0.00%

+4.88%

MYCL vs. QCON - Expense Ratio Comparison

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


Dividends

MYCL vs. QCON - Dividend Comparison

MYCL's dividend yield for the trailing twelve months is around 4.66%, while QCON has not paid dividends to shareholders.


Frequently Asked Questions


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

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

MYCL has the higher dividend yield at 4.66%, compared with 0.00% for QCON.

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

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