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SKOR vs. QCON
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SKOR vs. QCON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) 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


SKOR

1D
0.11%
1M
0.25%
YTD
0.45%
6M
0.78%
1Y
5.01%
3Y*
5.94%
5Y*
1.81%
10Y*
2.88%

QCON

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

SKOR vs. QCON - Yearly Performance Comparison


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Return for Risk

SKOR vs. QCON — Risk / Return Rank

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

SKOR
SKOR Risk / Return Rank: 5454
Overall Rank
SKOR Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SKOR Sortino Ratio Rank: 5959
Sortino Ratio Rank
SKOR Omega Ratio Rank: 5757
Omega Ratio Rank
SKOR Calmar Ratio Rank: 4949
Calmar Ratio Rank
SKOR Martin Ratio Rank: 5151
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.

SKOR vs. QCON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) 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.


SKORQCONDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

2.41

Martin ratioReturn relative to average drawdown

8.60

SKOR vs. QCON - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SKORQCONDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

Drawdowns

SKOR vs. QCON - Drawdown Comparison

The maximum SKOR drawdown since its inception was -15.98%, which is greater than QCON's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SKOR and QCON.


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Drawdown Indicators


SKORQCONDifference

Max Drawdown

Largest peak-to-trough decline

-15.98%

0.00%

-15.98%

Max Drawdown (1Y)

Largest decline over 1 year

-2.09%

Max Drawdown (3Y)

Largest decline over 3 years

-3.11%

Max Drawdown (5Y)

Largest decline over 5 years

-15.13%

Max Drawdown (10Y)

Largest decline over 10 years

-15.98%

Current Drawdown

Current decline from peak

-0.67%

0.00%

-0.67%

Average Drawdown

Average peak-to-trough decline

-2.65%

0.00%

-2.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

Volatility

SKOR vs. QCON - Volatility Comparison


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Volatility by Period


SKORQCONDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

Volatility (6M)

Calculated over the trailing 6-month period

1.99%

Volatility (1Y)

Calculated over the trailing 1-year period

2.72%

0.00%

+2.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.42%

0.00%

+4.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.90%

0.00%

+4.90%

SKOR vs. QCON - Expense Ratio Comparison

SKOR has a 0.22% expense ratio, which is lower than QCON's 0.32% expense ratio.


Dividends

SKOR vs. QCON - Dividend Comparison

SKOR's dividend yield for the trailing twelve months is around 4.66%, while QCON has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
SKOR
FlexShares Credit-Scored US Corporate Bond Index Fund
4.66%4.70%4.90%3.90%2.57%2.55%3.38%3.53%2.85%2.46%2.74%2.25%

Frequently Asked Questions


On fees, SKOR is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SKOR is cheaper with a 0.22% expense ratio, compared with 0.32% for QCON.

SKOR has the higher dividend yield at 4.66%, compared with 0.00% for QCON.

They also come from different issuers: Northern Trust and American Century. Their fees differ too: 0.22% for SKOR and 0.32% for QCON.

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