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QCON vs. BSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QCON vs. BSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Quality Convertible Securities ETF (QCON) and Invesco BulletShares 2033 Corporate Bond ETF (BSCX). The values are adjusted to include any dividend payments, if applicable.

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QCON vs. BSCX - Yearly Performance Comparison


Returns By Period


QCON

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

BSCX

1D
0.59%
1M
-1.85%
YTD
-0.28%
6M
0.87%
1Y
6.31%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QCON vs. BSCX - Expense Ratio Comparison

QCON has a 0.32% expense ratio, which is higher than BSCX's 0.10% expense ratio.


Return for Risk

QCON vs. BSCX — Risk / Return Rank

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

QCON

BSCX
BSCX Risk / Return Rank: 7272
Overall Rank
BSCX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
BSCX Sortino Ratio Rank: 7272
Sortino Ratio Rank
BSCX Omega Ratio Rank: 6565
Omega Ratio Rank
BSCX Calmar Ratio Rank: 7979
Calmar Ratio Rank
BSCX Martin Ratio Rank: 7272
Martin Ratio Rank
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.

QCON vs. BSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Quality Convertible Securities ETF (QCON) and Invesco BulletShares 2033 Corporate Bond ETF (BSCX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

QCON vs. BSCX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QCONBSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

Sharpe Ratio (All Time)

Calculated using the full available price history

1.19

Dividends

QCON vs. BSCX - Dividend Comparison

QCON has not paid dividends to shareholders, while BSCX's dividend yield for the trailing twelve months is around 4.91%.


Drawdowns

QCON vs. BSCX - Drawdown Comparison

The maximum QCON drawdown since its inception was 0.00%, smaller than the maximum BSCX drawdown of -5.13%. Use the drawdown chart below to compare losses from any high point for QCON and BSCX.


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Drawdown Indicators


QCONBSCXDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-5.13%

+5.13%

Max Drawdown (1Y)

Largest decline over 1 year

-2.90%

Current Drawdown

Current decline from peak

0.00%

-1.85%

+1.85%

Average Drawdown

Average peak-to-trough decline

0.00%

-1.37%

+1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

Volatility

QCON vs. BSCX - Volatility Comparison


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Volatility by Period


QCONBSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

Volatility (6M)

Calculated over the trailing 6-month period

2.82%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

4.77%

-4.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

6.20%

-6.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

6.20%

-6.20%