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BBCPX vs. USHY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBCPX vs. USHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bridge Builder Core Plus Bond Fund (BBCPX) and iShares Broad USD High Yield Corporate Bond ETF (USHY). The values are adjusted to include any dividend payments, if applicable.

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BBCPX vs. USHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BBCPX
Bridge Builder Core Plus Bond Fund
-1.29%8.97%2.28%6.58%-13.24%-0.29%9.27%9.31%0.34%0.86%
USHY
iShares Broad USD High Yield Corporate Bond ETF
-0.38%8.81%8.45%12.73%-11.18%5.02%6.17%14.24%-2.41%0.16%

Returns By Period

In the year-to-date period, BBCPX achieves a -1.29% return, which is significantly lower than USHY's -0.38% return.


BBCPX

1D
0.57%
1M
-2.86%
YTD
-1.29%
6M
0.25%
1Y
4.34%
3Y*
4.27%
5Y*
0.81%
10Y*
2.32%

USHY

1D
0.99%
1M
-0.93%
YTD
-0.38%
6M
0.88%
1Y
7.12%
3Y*
8.33%
5Y*
4.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBCPX vs. USHY - Expense Ratio Comparison

Both BBCPX and USHY have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

BBCPX vs. USHY — Risk / Return Rank

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

BBCPX
BBCPX Risk / Return Rank: 5656
Overall Rank
BBCPX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BBCPX Sortino Ratio Rank: 5959
Sortino Ratio Rank
BBCPX Omega Ratio Rank: 4545
Omega Ratio Rank
BBCPX Calmar Ratio Rank: 6565
Calmar Ratio Rank
BBCPX Martin Ratio Rank: 5151
Martin Ratio Rank

USHY
USHY Risk / Return Rank: 7979
Overall Rank
USHY Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
USHY Sortino Ratio Rank: 7878
Sortino Ratio Rank
USHY Omega Ratio Rank: 8282
Omega Ratio Rank
USHY Calmar Ratio Rank: 7575
Calmar Ratio Rank
USHY Martin Ratio Rank: 8585
Martin Ratio Rank
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.

BBCPX vs. USHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bridge Builder Core Plus Bond Fund (BBCPX) and iShares Broad USD High Yield Corporate Bond ETF (USHY). 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.


BBCPXUSHYDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.30

-0.23

Sortino ratio

Return per unit of downside risk

1.53

1.91

-0.38

Omega ratio

Gain probability vs. loss probability

1.19

1.30

-0.11

Calmar ratio

Return relative to maximum drawdown

1.48

1.85

-0.36

Martin ratio

Return relative to average drawdown

4.95

9.37

-4.41

BBCPX vs. USHY - Sharpe Ratio Comparison

The current BBCPX Sharpe Ratio is 1.07, which is comparable to the USHY Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of BBCPX and USHY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BBCPXUSHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.30

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.57

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.56

-0.05

Correlation

The correlation between BBCPX and USHY is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BBCPX vs. USHY - Dividend Comparison

BBCPX's dividend yield for the trailing twelve months is around 4.06%, less than USHY's 6.87% yield.


TTM2025202420232022202120202019201820172016
BBCPX
Bridge Builder Core Plus Bond Fund
4.06%4.79%4.93%4.12%2.96%2.39%4.70%5.00%3.47%2.71%0.64%
USHY
iShares Broad USD High Yield Corporate Bond ETF
6.87%6.79%6.89%6.63%6.08%5.07%5.30%5.92%6.30%0.73%0.00%

Drawdowns

BBCPX vs. USHY - Drawdown Comparison

The maximum BBCPX drawdown since its inception was -18.25%, smaller than the maximum USHY drawdown of -22.44%. Use the drawdown chart below to compare losses from any high point for BBCPX and USHY.


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Drawdown Indicators


BBCPXUSHYDifference

Max Drawdown

Largest peak-to-trough decline

-18.25%

-22.44%

+4.19%

Max Drawdown (1Y)

Largest decline over 1 year

-3.41%

-3.92%

+0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-18.25%

-15.56%

-2.69%

Max Drawdown (10Y)

Largest decline over 10 years

-18.25%

Current Drawdown

Current decline from peak

-2.86%

-1.36%

-1.50%

Average Drawdown

Average peak-to-trough decline

-3.82%

-2.72%

-1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

0.77%

+0.25%

Volatility

BBCPX vs. USHY - Volatility Comparison

The current volatility for Bridge Builder Core Plus Bond Fund (BBCPX) is 1.79%, while iShares Broad USD High Yield Corporate Bond ETF (USHY) has a volatility of 2.19%. This indicates that BBCPX experiences smaller price fluctuations and is considered to be less risky than USHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBCPXUSHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.79%

2.19%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

2.91%

2.83%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

4.76%

5.51%

-0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.95%

7.33%

-1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.86%

8.32%

-3.46%