PortfoliosLab logoPortfoliosLab logo
BKHY vs. BSJS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BKHY vs. BSJS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon High Yield Beta ETF (BKHY) and Invesco BulletShares 2028 High Yield Corporate Bond ETF (BSJS). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BKHY vs. BSJS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BKHY
BNY Mellon High Yield Beta ETF
-0.33%8.48%8.37%12.40%-10.97%4.75%6.03%
BSJS
Invesco BulletShares 2028 High Yield Corporate Bond ETF
0.03%8.31%7.38%12.28%-13.69%3.40%4.05%

Returns By Period

In the year-to-date period, BKHY achieves a -0.33% return, which is significantly lower than BSJS's 0.03% return.


BKHY

1D
1.01%
1M
-1.16%
YTD
-0.33%
6M
0.88%
1Y
7.01%
3Y*
8.20%
5Y*
4.01%
10Y*

BSJS

1D
0.67%
1M
-0.61%
YTD
0.03%
6M
1.24%
1Y
6.78%
3Y*
7.99%
5Y*
3.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


BKHY vs. BSJS - Expense Ratio Comparison

BKHY has a 0.22% expense ratio, which is lower than BSJS's 0.42% expense ratio.


Return for Risk

BKHY vs. BSJS — Risk / Return Rank

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

BKHY
BKHY Risk / Return Rank: 7373
Overall Rank
BKHY Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BKHY Sortino Ratio Rank: 6868
Sortino Ratio Rank
BKHY Omega Ratio Rank: 7878
Omega Ratio Rank
BKHY Calmar Ratio Rank: 6767
Calmar Ratio Rank
BKHY Martin Ratio Rank: 8080
Martin Ratio Rank

BSJS
BSJS Risk / Return Rank: 8080
Overall Rank
BSJS Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
BSJS Sortino Ratio Rank: 7979
Sortino Ratio Rank
BSJS Omega Ratio Rank: 8686
Omega Ratio Rank
BSJS Calmar Ratio Rank: 7272
Calmar Ratio Rank
BSJS Martin Ratio Rank: 9090
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.

BKHY vs. BSJS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon High Yield Beta ETF (BKHY) and Invesco BulletShares 2028 High Yield Corporate Bond ETF (BSJS). 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.


BKHYBSJSDifference

Sharpe ratio

Return per unit of total volatility

1.22

1.29

-0.08

Sortino ratio

Return per unit of downside risk

1.69

2.00

-0.31

Omega ratio

Gain probability vs. loss probability

1.29

1.34

-0.05

Calmar ratio

Return relative to maximum drawdown

1.68

1.84

-0.16

Martin ratio

Return relative to average drawdown

8.57

11.71

-3.15

BKHY vs. BSJS - Sharpe Ratio Comparison

The current BKHY Sharpe Ratio is 1.22, which is comparable to the BSJS Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of BKHY and BSJS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BKHYBSJSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

1.29

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.43

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.49

+0.37

Correlation

The correlation between BKHY and BSJS is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BKHY vs. BSJS - Dividend Comparison

BKHY's dividend yield for the trailing twelve months is around 7.33%, more than BSJS's 6.41% yield.


TTM202520242023202220212020
BKHY
BNY Mellon High Yield Beta ETF
7.33%7.33%7.34%8.67%6.59%6.78%4.65%
BSJS
Invesco BulletShares 2028 High Yield Corporate Bond ETF
6.41%6.49%7.04%6.75%5.82%4.86%0.75%

Drawdowns

BKHY vs. BSJS - Drawdown Comparison

The maximum BKHY drawdown since its inception was -15.89%, smaller than the maximum BSJS drawdown of -17.73%. Use the drawdown chart below to compare losses from any high point for BKHY and BSJS.


Loading graphics...

Drawdown Indicators


BKHYBSJSDifference

Max Drawdown

Largest peak-to-trough decline

-15.89%

-17.73%

+1.84%

Max Drawdown (1Y)

Largest decline over 1 year

-4.20%

-3.64%

-0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-15.89%

-17.73%

+1.84%

Current Drawdown

Current decline from peak

-1.44%

-0.82%

-0.62%

Average Drawdown

Average peak-to-trough decline

-3.05%

-4.12%

+1.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

0.57%

+0.25%

Volatility

BKHY vs. BSJS - Volatility Comparison

BNY Mellon High Yield Beta ETF (BKHY) has a higher volatility of 2.30% compared to Invesco BulletShares 2028 High Yield Corporate Bond ETF (BSJS) at 1.51%. This indicates that BKHY's price experiences larger fluctuations and is considered to be riskier than BSJS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BKHYBSJSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.30%

1.51%

+0.79%

Volatility (6M)

Calculated over the trailing 6-month period

2.85%

2.02%

+0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

5.79%

5.27%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.56%

7.40%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.44%

7.24%

+0.20%