BSJW's Sortino Ratio of 2.57 indicates that for each unit of downside volatility, it generates 2.57 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
BSJW Sortino Ratio Rank
BSJW ranks above 53.8% of all investments in our database based on Sortino Ratio over the past 12 months, indicating moderate downside protection relative to peers. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Returns are proportional to downside risk—neither strong nor weak
- Evaluate whether downside volatility aligns with your risk tolerance
- Review higher-ranked alternatives in the same category
- Monitor rank direction to identify improving or deteriorating trends
BSJW Sortino Ratio Market Positioning
The chart shows BSJW's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.32 or lower
- Yellow zone (middle 50%): 1.32 to 3.32
- Green zone (top 25%): 3.32 or higher
- Top 1%: 12.63+
- Median: 2.42 — half of all investments score higher
How it compares to other similar ETFs
The table compares Invesco BulletShares 2032 High Yield Corporate Bond ETF's Sortino Ratio with other ETFs in the High Yield Bonds category across multiple time periods, showing how BSJW's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| FLRT | Pacific Global Senior Loan ETF | 6.03 | |||
| IBHE | iShares iBonds 2025 Term High Yield & Income ETF | 5.62 | |||
| BSJQ | Invesco BulletShares 2026 High Yield Corp Bond ETF | 5.24 | |||
| XHYE | BondBloxx US High Yield Energy Sector ETF | 5.13 | |||
| HYZD | WisdomTree Interest Rate Hedged High Yield Bond Fund | 3.99 | |||
| LDRH | iShares iBonds 1-5 Year High Yield and Income Ladder ETF | 3.92 | |||
| PHYD | Putnam ESG High Yield ETF - | 3.80 | |||
| FHYS | Federated Hermes Short Duration High Yield ETF | 3.77 | |||
| BRHY | iShares High Yield Active ETF | 3.75 | |||
| FSYD | Fidelity Sustainable High Yield ETF | 3.72 | |||
| BSJW | Invesco BulletShares 2032 High Yield Corporate Bond ETF | 2.57 |
Historical Sortino Ratio
The chart shows BSJW's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when BSJW consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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