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SHUS vs. QCON
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHUS vs. QCON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Syntax Stratified U.S. Total Market Hedged ETF (SHUS) and American Century Quality Convertible Securities ETF (QCON). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


SHUS

1D
-0.31%
1M
3.21%
YTD
8.58%
6M
8.70%
1Y
17.10%
3Y*
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)

SHUS vs. QCON - Yearly Performance Comparison


SHUS vs. QCON - Sectors Allocation Comparison


Sectors
SHUS
QCON

Technology

17.8%

-

Consumer Cyclical

13.0%

-

Consumer Defensive

12.1%

-

Healthcare

11.8%

-

Industrials

10.5%
1.0%

Financial Services

10.4%
7.9%

Energy

6.4%

-

Communication Services

6.2%

-

Utilities

5.9%
1.5%

Real Estate

3.4%

-

Basic Materials

2.6%

-

Technology

SHUS
17.8%
QCON

-

Consumer Cyclical

SHUS
13.0%
QCON

-

Consumer Defensive

SHUS
12.1%
QCON

-

Healthcare

SHUS
11.8%
QCON

-

Industrials

SHUS
10.5%
QCON
1.0%

Financial Services

SHUS
10.4%
QCON
7.9%

Energy

SHUS
6.4%
QCON

-

Communication Services

SHUS
6.2%
QCON

-

Utilities

SHUS
5.9%
QCON
1.5%

Real Estate

SHUS
3.4%
QCON

-

Basic Materials

SHUS
2.6%
QCON

-

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Return for Risk

SHUS vs. QCON — Risk / Return Rank

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

SHUS
SHUS Risk / Return Rank: 5151
Overall Rank
SHUS Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
SHUS Sortino Ratio Rank: 5454
Sortino Ratio Rank
SHUS Omega Ratio Rank: 4848
Omega Ratio Rank
SHUS Calmar Ratio Rank: 5050
Calmar Ratio Rank
SHUS Martin Ratio Rank: 5252
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.

SHUS vs. QCON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Syntax Stratified U.S. Total Market Hedged ETF (SHUS) 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.


SHUSQCONDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

2.47

Martin ratioReturn relative to average drawdown

8.81

SHUS vs. QCON - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SHUSQCONDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

Drawdowns

SHUS vs. QCON - Drawdown Comparison

The maximum SHUS drawdown since its inception was -14.09%, which is greater than QCON's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SHUS and QCON.


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Drawdown Indicators


SHUSQCONDifference

Max Drawdown

Largest peak-to-trough decline

-14.09%

0.00%

-14.09%

Max Drawdown (1Y)

Largest decline over 1 year

-6.95%

Current Drawdown

Current decline from peak

-0.31%

0.00%

-0.31%

Average Drawdown

Average peak-to-trough decline

-2.65%

0.00%

-2.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

Volatility

SHUS vs. QCON - Volatility Comparison


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Volatility by Period


SHUSQCONDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.31%

Volatility (6M)

Calculated over the trailing 6-month period

7.06%

Volatility (1Y)

Calculated over the trailing 1-year period

10.01%

0.00%

+10.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.61%

0.00%

+12.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.61%

0.00%

+12.61%

SHUS vs. QCON - Expense Ratio Comparison

SHUS has a 0.65% expense ratio, which is higher than QCON's 0.32% expense ratio.


Dividends

SHUS vs. QCON - Dividend Comparison

SHUS's dividend yield for the trailing twelve months is around 1.27%, while QCON has not paid dividends to shareholders.


Frequently Asked Questions


On fees, QCON is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QCON is cheaper with a 0.32% expense ratio, compared with 0.65% for SHUS.

SHUS has the higher dividend yield at 1.27%, compared with 0.00% for QCON.

SHUS is categorized as Hedge Fund, while QCON is Corporate Bonds. They also come from different issuers: Syntax Advisors and American Century. Their fees differ too: 0.65% for SHUS and 0.32% for QCON.

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