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QCON vs. JEPI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QCON vs. JEPI - Performance Comparison

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

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QCON vs. JEPI - Yearly Performance Comparison


Returns By Period


QCON

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

JEPI

1D
1.85%
1M
-4.79%
YTD
0.20%
6M
3.11%
1Y
7.84%
3Y*
9.57%
5Y*
8.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QCON vs. JEPI - Expense Ratio Comparison

QCON has a 0.32% expense ratio, which is lower than JEPI's 0.35% expense ratio.


Return for Risk

QCON vs. JEPI — Risk / Return Rank

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

QCON

JEPI
JEPI Risk / Return Rank: 3939
Overall Rank
JEPI Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
JEPI Sortino Ratio Rank: 3434
Sortino Ratio Rank
JEPI Omega Ratio Rank: 4242
Omega Ratio Rank
JEPI Calmar Ratio Rank: 3737
Calmar Ratio Rank
JEPI Martin Ratio Rank: 4747
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. JEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Quality Convertible Securities ETF (QCON) and JPMorgan Equity Premium Income ETF (JEPI). 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. JEPI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QCONJEPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

Dividends

QCON vs. JEPI - Dividend Comparison

QCON has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 8.40%.


TTM202520242023202220212020
QCON
American Century Quality Convertible Securities ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JEPI
JPMorgan Equity Premium Income ETF
8.40%8.25%7.33%8.40%11.68%6.59%5.79%

Drawdowns

QCON vs. JEPI - Drawdown Comparison

The maximum QCON drawdown since its inception was 0.00%, smaller than the maximum JEPI drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for QCON and JEPI.


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Drawdown Indicators


QCONJEPIDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-13.71%

+13.71%

Max Drawdown (1Y)

Largest decline over 1 year

-10.28%

Max Drawdown (5Y)

Largest decline over 5 years

-13.71%

Current Drawdown

Current decline from peak

0.00%

-4.79%

+4.79%

Average Drawdown

Average peak-to-trough decline

0.00%

-2.07%

+2.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

Volatility

QCON vs. JEPI - Volatility Comparison


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Volatility by Period


QCONJEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

Volatility (6M)

Calculated over the trailing 6-month period

6.36%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

13.26%

-13.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

11.06%

-11.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

10.89%

-10.89%