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MYCM vs. QCON
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MYCM vs. QCON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street My2033 Corporate Bond ETF (MYCM) 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


MYCM

1D
-0.19%
1M
0.25%
YTD
0.42%
6M
0.38%
1Y
6.52%
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)

MYCM vs. QCON - Yearly Performance Comparison


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Return for Risk

MYCM vs. QCON — Risk / Return Rank

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

MYCM
MYCM Risk / Return Rank: 4949
Overall Rank
MYCM Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
MYCM Sortino Ratio Rank: 5252
Sortino Ratio Rank
MYCM Omega Ratio Rank: 4848
Omega Ratio Rank
MYCM Calmar Ratio Rank: 5050
Calmar Ratio Rank
MYCM Martin Ratio Rank: 4949
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.

MYCM vs. QCON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street My2033 Corporate Bond ETF (MYCM) 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.


MYCMQCONDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

2.39

Martin ratioReturn relative to average drawdown

7.98

MYCM vs. QCON - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MYCMQCONDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

Drawdowns

MYCM vs. QCON - Drawdown Comparison

The maximum MYCM drawdown since its inception was -4.58%, which is greater than QCON's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for MYCM and QCON.


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Drawdown Indicators


MYCMQCONDifference

Max Drawdown

Largest peak-to-trough decline

-4.58%

0.00%

-4.58%

Max Drawdown (1Y)

Largest decline over 1 year

-2.74%

Current Drawdown

Current decline from peak

-1.18%

0.00%

-1.18%

Average Drawdown

Average peak-to-trough decline

-1.08%

0.00%

-1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

Volatility

MYCM vs. QCON - Volatility Comparison


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Volatility by Period


MYCMQCONDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.89%

Volatility (1Y)

Calculated over the trailing 1-year period

3.97%

0.00%

+3.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.12%

0.00%

+5.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.12%

0.00%

+5.12%

MYCM vs. QCON - Expense Ratio Comparison

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


Dividends

MYCM vs. QCON - Dividend Comparison

MYCM's dividend yield for the trailing twelve months is around 4.74%, while QCON has not paid dividends to shareholders.


Frequently Asked Questions


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

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

MYCM has the higher dividend yield at 4.74%, compared with 0.00% for QCON.

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

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