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SLQD vs. QCON
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLQD vs. QCON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD) 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


SLQD

1D
-0.08%
1M
0.24%
YTD
0.84%
6M
1.16%
1Y
4.46%
3Y*
5.35%
5Y*
2.52%
10Y*
2.66%

QCON

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

SLQD vs. QCON - Yearly Performance Comparison


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Return for Risk

SLQD vs. QCON — Risk / Return Rank

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

SLQD
SLQD Risk / Return Rank: 8888
Overall Rank
SLQD Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
SLQD Sortino Ratio Rank: 9494
Sortino Ratio Rank
SLQD Omega Ratio Rank: 9292
Omega Ratio Rank
SLQD Calmar Ratio Rank: 8080
Calmar Ratio Rank
SLQD Martin Ratio Rank: 8787
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.

SLQD vs. QCON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD) 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.


SLQDQCONDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.62

Calmar ratioReturn relative to maximum drawdown

4.22

Martin ratioReturn relative to average drawdown

19.08

SLQD vs. QCON - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SLQDQCONDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

Drawdowns

SLQD vs. QCON - Drawdown Comparison

The maximum SLQD drawdown since its inception was -12.69%, which is greater than QCON's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SLQD and QCON.


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Drawdown Indicators


SLQDQCONDifference

Max Drawdown

Largest peak-to-trough decline

-12.69%

0.00%

-12.69%

Max Drawdown (1Y)

Largest decline over 1 year

-1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-7.63%

Max Drawdown (10Y)

Largest decline over 10 years

-12.69%

Current Drawdown

Current decline from peak

-0.13%

0.00%

-0.13%

Average Drawdown

Average peak-to-trough decline

-0.87%

0.00%

-0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

Volatility

SLQD vs. QCON - Volatility Comparison


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Volatility by Period


SLQDQCONDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.46%

Volatility (6M)

Calculated over the trailing 6-month period

1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

1.49%

0.00%

+1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.44%

0.00%

+2.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.14%

0.00%

+3.14%

SLQD vs. QCON - Expense Ratio Comparison

SLQD has a 0.06% expense ratio, which is lower than QCON's 0.32% expense ratio.


Dividends

SLQD vs. QCON - Dividend Comparison

SLQD's dividend yield for the trailing twelve months is around 4.32%, 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%
SLQD
iShares 0-5 Year Investment Grade Corporate Bond ETF
4.32%4.15%3.71%2.99%2.00%1.67%2.34%2.89%2.55%1.98%1.81%1.43%

Frequently Asked Questions


On fees, SLQD is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SLQD is cheaper with a 0.06% expense ratio, compared with 0.32% for QCON.

SLQD has the higher dividend yield at 4.32%, compared with 0.00% for QCON.

They also come from different issuers: iShares and American Century. Their fees differ too: 0.06% for SLQD and 0.32% for QCON.

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