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ACVF vs. BSJO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ACVF and BSJO is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

ACVF vs. BSJO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Conservative Values ETF (ACVF) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.88%
2.26%
ACVF
BSJO

Key characteristics

Sharpe Ratio

ACVF:

1.87

BSJO:

5.47

Sortino Ratio

ACVF:

2.60

BSJO:

9.96

Omega Ratio

ACVF:

1.33

BSJO:

2.53

Calmar Ratio

ACVF:

2.92

BSJO:

17.21

Martin Ratio

ACVF:

10.96

BSJO:

94.69

Ulcer Index

ACVF:

2.13%

BSJO:

0.06%

Daily Std Dev

ACVF:

12.53%

BSJO:

1.04%

Max Drawdown

ACVF:

-24.39%

BSJO:

-21.99%

Current Drawdown

ACVF:

-3.56%

BSJO:

0.00%

Returns By Period

In the year-to-date period, ACVF achieves a 22.41% return, which is significantly higher than BSJO's 5.37% return.


ACVF

YTD

22.41%

1M

-2.56%

6M

7.88%

1Y

22.98%

5Y*

N/A

10Y*

N/A

BSJO

YTD

5.37%

1M

0.18%

6M

2.26%

1Y

5.46%

5Y*

2.85%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ACVF vs. BSJO - Expense Ratio Comparison

ACVF has a 0.75% expense ratio, which is higher than BSJO's 0.42% expense ratio.


ACVF
American Conservative Values ETF
Expense ratio chart for ACVF: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for BSJO: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%

Risk-Adjusted Performance

ACVF vs. BSJO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Conservative Values ETF (ACVF) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). 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.


Sharpe ratio
The chart of Sharpe ratio for ACVF, currently valued at 1.87, compared to the broader market0.002.004.001.875.42
The chart of Sortino ratio for ACVF, currently valued at 2.60, compared to the broader market-2.000.002.004.006.008.0010.002.609.75
The chart of Omega ratio for ACVF, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.332.52
The chart of Calmar ratio for ACVF, currently valued at 2.92, compared to the broader market0.005.0010.0015.002.9216.64
The chart of Martin ratio for ACVF, currently valued at 10.96, compared to the broader market0.0020.0040.0060.0080.00100.0010.9691.50
ACVF
BSJO

The current ACVF Sharpe Ratio is 1.87, which is lower than the BSJO Sharpe Ratio of 5.47. The chart below compares the historical Sharpe Ratios of ACVF and BSJO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
1.87
5.42
ACVF
BSJO

Dividends

ACVF vs. BSJO - Dividend Comparison

ACVF's dividend yield for the trailing twelve months is around 0.68%, less than BSJO's 5.38% yield.


TTM20232022202120202019201820172016
ACVF
American Conservative Values ETF
0.68%0.83%0.93%0.61%0.23%0.00%0.00%0.00%0.00%
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
5.38%6.05%4.89%4.05%4.51%5.11%5.69%4.69%1.39%

Drawdowns

ACVF vs. BSJO - Drawdown Comparison

The maximum ACVF drawdown since its inception was -24.39%, which is greater than BSJO's maximum drawdown of -21.99%. Use the drawdown chart below to compare losses from any high point for ACVF and BSJO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.56%
0
ACVF
BSJO

Volatility

ACVF vs. BSJO - Volatility Comparison

American Conservative Values ETF (ACVF) has a higher volatility of 3.66% compared to Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO) at 0.18%. This indicates that ACVF's price experiences larger fluctuations and is considered to be riskier than BSJO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.66%
0.18%
ACVF
BSJO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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