PFUT vs. QCON

Last updated Apr 1, 2026

Compare and contrast key facts about Putnam Sustainable Future ETF (PFUT) and American Century Quality Convertible Securities ETF (QCON).

PFUT and QCON are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PFUT is an actively managed fund by Power Corporation of Canada. It was launched on May 25, 2021. QCON is an actively managed fund by American Century. It was launched on Feb 16, 2021.

Performance

PFUT vs. QCON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Sustainable Future ETF (PFUT) and American Century Quality Convertible Securities ETF (QCON). The values are adjusted to include any dividend payments, if applicable.

PFUT vs. QCON - Yearly Performance Comparison

	2026 (YTD)
PFUT Putnam Sustainable Future ETF	-4.90%
QCON American Century Quality Convertible Securities ETF	0.00%

Returns By Period

PFUT

• 1D: 2.92%
• 1M: -5.82%
• YTD: -7.59%
• 6M: -9.75%
• 1Y: 5.81%
• 3Y*: 8.63%
• 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)

PFUT vs. QCON - Expense Ratio Comparison

PFUT has a 0.64% expense ratio, which is higher than QCON's 0.32% expense ratio.

PFUT

Putnam Sustainable Future ETF

QCON

American Century Quality Convertible Securities ETF

Return for Risk

PFUT vs. QCON — Risk / Return Rank

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

PFUT

PFUT Risk / Return Rank: 19
PFUT Sharpe Ratio Rank: 19
PFUT Sortino Ratio Rank: 20
PFUT Omega Ratio Rank: 20
PFUT Calmar Ratio Rank: 20
PFUT Martin Ratio Rank: 19

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.

PFUT vs. QCON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Sustainable Future ETF (PFUT) 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.

	PFUT	QCON	Difference
Sharpe ratio Return per unit of total volatility	0.26	—	—
Sortino ratio Return per unit of downside risk	0.54	—	—
Omega ratio Gain probability vs. loss probability	1.07	—	—
Calmar ratio Return relative to maximum drawdown	0.37	—	—
Martin ratio Return relative to average drawdown	1.11	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	PFUT	QCON	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.26	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.07	—	—

Dividends

PFUT vs. QCON - Dividend Comparison

Neither PFUT nor QCON has paid dividends to shareholders.

	TTM	2025	2024
PFUT Putnam Sustainable Future ETF	0.00%	0.00%	0.03%
QCON American Century Quality Convertible Securities ETF	0.00%	0.00%	0.00%

Drawdowns

PFUT vs. QCON - Drawdown Comparison

The maximum PFUT drawdown since its inception was -44.86%, which is greater than QCON's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for PFUT and QCON.

Drawdown Indicators

	PFUT	QCON	Difference
Max Drawdown Largest peak-to-trough decline	-44.86%	0.00%	-44.86%
Max Drawdown (1Y) Largest decline over 1 year	-14.88%	—	—
Current Drawdown Current decline from peak	-18.58%	0.00%	-18.58%
Average Drawdown Average peak-to-trough decline	-21.44%	0.00%	-21.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.92%	—	—

Volatility

Volatility by Period

	PFUT	QCON	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.40%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.45%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	22.41%	0.00%	+22.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.86%	0.00%	+21.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.86%	0.00%	+21.86%