PortfoliosLab logoPortfoliosLab logo
SCRD vs. QCON
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCRD vs. QCON - Performance Comparison

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

Loading graphics...

SCRD vs. QCON - Yearly Performance Comparison


Returns By Period


SCRD

1D
0.69%
1M
-1.85%
YTD
-0.67%
6M
0.31%
1Y
4.47%
3Y*
5.05%
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)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SCRD vs. QCON - Expense Ratio Comparison

SCRD has a 0.35% expense ratio, which is higher than QCON's 0.32% expense ratio.


Return for Risk

SCRD vs. QCON — Risk / Return Rank

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

SCRD
SCRD Risk / Return Rank: 4646
Overall Rank
SCRD Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SCRD Sortino Ratio Rank: 4343
Sortino Ratio Rank
SCRD Omega Ratio Rank: 4444
Omega Ratio Rank
SCRD Calmar Ratio Rank: 4949
Calmar Ratio Rank
SCRD Martin Ratio Rank: 4646
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.

SCRD vs. QCON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Corporate Bond ETF (SCRD) 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.


SCRDQCONDifference

Sharpe ratio

Return per unit of total volatility

0.89

Sortino ratio

Return per unit of downside risk

1.23

Omega ratio

Gain probability vs. loss probability

1.18

Calmar ratio

Return relative to maximum drawdown

1.31

Martin ratio

Return relative to average drawdown

4.45

SCRD vs. QCON - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


SCRDQCONDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

Dividends

SCRD vs. QCON - Dividend Comparison

SCRD's dividend yield for the trailing twelve months is around 5.82%, while QCON has not paid dividends to shareholders.


TTM20252024202320222021
SCRD
Janus Henderson Corporate Bond ETF
5.82%5.28%5.36%3.99%2.77%0.83%
QCON
American Century Quality Convertible Securities ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SCRD vs. QCON - Drawdown Comparison

The maximum SCRD drawdown since its inception was -21.17%, which is greater than QCON's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SCRD and QCON.


Loading graphics...

Drawdown Indicators


SCRDQCONDifference

Max Drawdown

Largest peak-to-trough decline

-21.17%

0.00%

-21.17%

Max Drawdown (1Y)

Largest decline over 1 year

-3.57%

Current Drawdown

Current decline from peak

-1.88%

0.00%

-1.88%

Average Drawdown

Average peak-to-trough decline

-9.06%

0.00%

-9.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

Volatility

SCRD vs. QCON - Volatility Comparison


Loading graphics...

Volatility by Period


SCRDQCONDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

Volatility (6M)

Calculated over the trailing 6-month period

2.56%

Volatility (1Y)

Calculated over the trailing 1-year period

5.03%

0.00%

+5.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.39%

0.00%

+6.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.39%

0.00%

+6.39%