QCON vs. IBDS

Last updated Apr 1, 2026

Compare and contrast key facts about American Century Quality Convertible Securities ETF (QCON) and iShares iBonds Dec 2027 Term Corporate ETF (IBDS).

QCON and IBDS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QCON is an actively managed fund by American Century. It was launched on Feb 16, 2021. IBDS is a passively managed fund by iShares that tracks the performance of the Bloomberg Barclays December 2027 Maturity Corporate Index. It was launched on Sep 14, 2017.

Performance

QCON vs. IBDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Quality Convertible Securities ETF (QCON) and iShares iBonds Dec 2027 Term Corporate ETF (IBDS). The values are adjusted to include any dividend payments, if applicable.

QCON vs. IBDS - Yearly Performance Comparison

	2026 (YTD)
QCON American Century Quality Convertible Securities ETF	0.00%
IBDS iShares iBonds Dec 2027 Term Corporate ETF	0.06%

Returns By Period

QCON

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

IBDS

• 1D: 0.17%
• 1M: -0.10%
• YTD: 0.53%
• 6M: 1.76%
• 1Y: 4.69%
• 3Y*: 4.94%
• 5Y*: 1.60%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

QCON vs. IBDS - Expense Ratio Comparison

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

QCON

American Century Quality Convertible Securities ETF

IBDS

iShares iBonds Dec 2027 Term Corporate ETF

Return for Risk

QCON vs. IBDS — Risk / Return Rank

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

IBDS

IBDS Risk / Return Rank: 98
IBDS Sharpe Ratio Rank: 98
IBDS Sortino Ratio Rank: 98
IBDS Omega Ratio Rank: 98
IBDS Calmar Ratio Rank: 97
IBDS Martin Ratio Rank: 98

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. IBDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Quality Convertible Securities ETF (QCON) and iShares iBonds Dec 2027 Term Corporate ETF (IBDS). 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.

Sharpe Ratios by Period

	QCON	IBDS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	3.06	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.38	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.56	—

Dividends

QCON vs. IBDS - Dividend Comparison

QCON has not paid dividends to shareholders, while IBDS's dividend yield for the trailing twelve months is around 4.33%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
QCON American Century Quality Convertible Securities ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IBDS iShares iBonds Dec 2027 Term Corporate ETF	4.33%	4.36%	4.37%	3.81%	2.87%	2.19%	2.66%	3.32%	3.66%	0.97%

Drawdowns

QCON vs. IBDS - Drawdown Comparison

The maximum QCON drawdown since its inception was 0.00%, smaller than the maximum IBDS drawdown of -16.75%. Use the drawdown chart below to compare losses from any high point for QCON and IBDS.

Drawdown Indicators

	QCON	IBDS	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-16.75%	+16.75%
Max Drawdown (1Y) Largest decline over 1 year	—	-0.91%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-14.98%	—
Current Drawdown Current decline from peak	0.00%	-0.10%	+0.10%
Average Drawdown Average peak-to-trough decline	0.00%	-3.43%	+3.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.16%	—

Volatility

Volatility by Period

	QCON	IBDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.42%	—
Volatility (6M) Calculated over the trailing 6-month period	—	0.71%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	1.54%	-1.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	4.21%	-4.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	5.60%	-5.60%