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VCAR vs. QCON
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCAR vs. QCON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Volt RoboCar Disruption and Tech ETF (VCAR) and American Century Quality Convertible Securities ETF (QCON). The values are adjusted to include any dividend payments, if applicable.

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VCAR vs. QCON - Yearly Performance Comparison


Returns By Period


VCAR

1D
1.94%
1M
-7.99%
YTD
-20.84%
6M
-50.88%
1Y
-2.18%
3Y*
26.24%
5Y*
7.16%
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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VCAR vs. QCON - Expense Ratio Comparison

VCAR has a 0.95% expense ratio, which is higher than QCON's 0.32% expense ratio.


Return for Risk

VCAR vs. QCON — Risk / Return Rank

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

VCAR
VCAR Risk / Return Rank: 1313
Overall Rank
VCAR Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
VCAR Sortino Ratio Rank: 1616
Sortino Ratio Rank
VCAR Omega Ratio Rank: 1616
Omega Ratio Rank
VCAR Calmar Ratio Rank: 1212
Calmar Ratio Rank
VCAR Martin Ratio Rank: 1212
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.

VCAR vs. QCON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Volt RoboCar Disruption and Tech ETF (VCAR) 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.


VCARQCONDifference

Sharpe ratio

Return per unit of total volatility

-0.04

Sortino ratio

Return per unit of downside risk

0.42

Omega ratio

Gain probability vs. loss probability

1.05

Calmar ratio

Return relative to maximum drawdown

0.02

Martin ratio

Return relative to average drawdown

0.04

VCAR vs. QCON - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VCARQCONDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

Dividends

VCAR vs. QCON - Dividend Comparison

VCAR's dividend yield for the trailing twelve months is around 29.05%, while QCON has not paid dividends to shareholders.


TTM2025202420232022
VCAR
Simplify Volt RoboCar Disruption and Tech ETF
29.05%23.87%0.62%0.00%0.83%
QCON
American Century Quality Convertible Securities ETF
0.00%0.00%0.00%0.00%0.00%

Drawdowns

VCAR vs. QCON - Drawdown Comparison

The maximum VCAR drawdown since its inception was -69.11%, which is greater than QCON's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for VCAR and QCON.


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Drawdown Indicators


VCARQCONDifference

Max Drawdown

Largest peak-to-trough decline

-69.11%

0.00%

-69.11%

Max Drawdown (1Y)

Largest decline over 1 year

-53.92%

Max Drawdown (5Y)

Largest decline over 5 years

-69.11%

Current Drawdown

Current decline from peak

-50.88%

0.00%

-50.88%

Average Drawdown

Average peak-to-trough decline

-37.49%

0.00%

-37.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.62%

Volatility

VCAR vs. QCON - Volatility Comparison


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Volatility by Period


VCARQCONDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.02%

Volatility (6M)

Calculated over the trailing 6-month period

39.22%

Volatility (1Y)

Calculated over the trailing 1-year period

62.56%

0.00%

+62.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.34%

0.00%

+49.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.21%

0.00%

+49.21%