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BBCPX vs. USHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, BBCPX achieves a 0.03% return, which is significantly lower than USHY's 1.42% return.


BBCPX

1D
0.00%
1M
0.61%
YTD
0.03%
6M
0.11%
1Y
6.13%
3Y*
4.96%
5Y*
0.85%
10Y*
2.36%

USHY

1D
-0.27%
1M
0.40%
YTD
1.42%
6M
1.77%
1Y
7.02%
3Y*
8.91%
5Y*
4.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBCPX vs. USHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BBCPX
Bridge Builder Core Plus Bond Fund
0.03%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
1.42%8.81%8.45%12.73%-11.18%5.02%6.17%14.24%-2.41%0.16%

Correlation

The correlation between BBCPX and USHY is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.33

Over the past year, BBCPX and USHY have become more correlated (0.57) than their long-term average of 0.33, meaning their price movements have been converging.

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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: 2525
Overall Rank
BBCPX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BBCPX Sortino Ratio Rank: 2626
Sortino Ratio Rank
BBCPX Omega Ratio Rank: 2525
Omega Ratio Rank
BBCPX Calmar Ratio Rank: 2525
Calmar Ratio Rank
BBCPX Martin Ratio Rank: 2222
Martin Ratio Rank

USHY
USHY Risk / Return Rank: 6060
Overall Rank
USHY Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
USHY Sortino Ratio Rank: 6161
Sortino Ratio Rank
USHY Omega Ratio Rank: 6060
Omega Ratio Rank
USHY Calmar Ratio Rank: 5858
Calmar Ratio Rank
USHY Martin Ratio Rank: 6969
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 ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.79

Omega ratioGain probability vs. loss probability

1.26

1.37

-0.11

Calmar ratioReturn relative to maximum drawdown

1.86

2.90

-1.04

Martin ratioReturn relative to average drawdown

5.62

13.03

-7.40

BBCPX vs. USHY - Sharpe Ratio Comparison

The current BBCPX Sharpe Ratio is 1.44, which is comparable to the USHY Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of BBCPX and USHY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BBCPXUSHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.93

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.58

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.58

-0.05

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%

-2.43%

-0.98%

Max Drawdown (3Y)

Largest decline over 3 years

-6.19%

-4.66%

-1.53%

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

-1.55%

-0.27%

-1.28%

Average Drawdown

Average peak-to-trough decline

-3.79%

-2.67%

-1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

0.54%

+0.57%

Volatility

BBCPX vs. USHY - Volatility Comparison

Bridge Builder Core Plus Bond Fund (BBCPX) has a higher volatility of 1.66% compared to iShares Broad USD High Yield Corporate Bond ETF (USHY) at 1.13%. This indicates that BBCPX's price experiences larger fluctuations and is considered to be riskier 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

1.66%

1.13%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

3.27%

2.91%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

4.40%

3.65%

+0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.00%

7.34%

-1.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.89%

8.25%

-3.36%

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%.


Dividends

BBCPX vs. USHY - Dividend Comparison

BBCPX's dividend yield for the trailing twelve months is around 4.51%, less than USHY's 6.92% yield.


PositionTTM2025202420232022202120202019201820172016
BBCPX
Bridge Builder Core Plus Bond Fund
4.51%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
6.92%6.79%6.89%6.63%6.08%5.07%5.30%5.92%6.30%0.73%0.00%

Frequently Asked Questions


BBCPX and USHY have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBCPX has higher volatility (1.66%) compared to USHY (1.13%). In terms of maximum drawdown, BBCPX dropped -18.25% vs USHY's -22.44%.

USHY currently has the higher Sharpe Ratio (1.93 vs 1.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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