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SCHJ vs. QCON
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCHJ vs. QCON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab 1-5 Year Corporate Bond ETF (SCHJ) and American Century Quality Convertible Securities ETF (QCON). The values are adjusted to include any dividend payments, if applicable.

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SCHJ vs. QCON - Yearly Performance Comparison


Returns By Period


SCHJ

1D
0.26%
1M
-0.93%
YTD
0.07%
6M
1.35%
1Y
4.91%
3Y*
5.38%
5Y*
2.35%
10Y*

QCON

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCHJ vs. QCON - Expense Ratio Comparison

SCHJ has a 0.05% expense ratio, which is lower than QCON's 0.32% expense ratio.


Return for Risk

SCHJ vs. QCON — Risk / Return Rank

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

SCHJ
SCHJ Risk / Return Rank: 9494
Overall Rank
SCHJ Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SCHJ Sortino Ratio Rank: 9595
Sortino Ratio Rank
SCHJ Omega Ratio Rank: 9595
Omega Ratio Rank
SCHJ Calmar Ratio Rank: 9292
Calmar Ratio Rank
SCHJ Martin Ratio Rank: 9494
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.

SCHJ vs. QCON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab 1-5 Year Corporate Bond ETF (SCHJ) 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.


SCHJQCONDifference

Sharpe ratio

Return per unit of total volatility

2.16

Sortino ratio

Return per unit of downside risk

3.05

Omega ratio

Gain probability vs. loss probability

1.46

Calmar ratio

Return relative to maximum drawdown

3.32

Martin ratio

Return relative to average drawdown

13.80

SCHJ vs. QCON - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SCHJQCONDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

Dividends

SCHJ vs. QCON - Dividend Comparison

SCHJ's dividend yield for the trailing twelve months is around 4.46%, while QCON has not paid dividends to shareholders.


TTM2025202420232022202120202019
SCHJ
Schwab 1-5 Year Corporate Bond ETF
4.46%4.42%4.00%2.98%1.64%0.94%2.54%0.42%
QCON
American Century Quality Convertible Securities ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SCHJ vs. QCON - Drawdown Comparison

The maximum SCHJ drawdown since its inception was -13.62%, which is greater than QCON's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SCHJ and QCON.


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Drawdown Indicators


SCHJQCONDifference

Max Drawdown

Largest peak-to-trough decline

-13.62%

0.00%

-13.62%

Max Drawdown (1Y)

Largest decline over 1 year

-1.47%

Max Drawdown (5Y)

Largest decline over 5 years

-9.43%

Current Drawdown

Current decline from peak

-0.93%

0.00%

-0.93%

Average Drawdown

Average peak-to-trough decline

-1.92%

0.00%

-1.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

Volatility

SCHJ vs. QCON - Volatility Comparison


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Volatility by Period


SCHJQCONDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

Volatility (6M)

Calculated over the trailing 6-month period

1.28%

Volatility (1Y)

Calculated over the trailing 1-year period

2.28%

0.00%

+2.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.92%

0.00%

+2.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.18%

0.00%

+4.18%