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BKLN vs. BSJO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BKLN vs. BSJO - Performance Comparison

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

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BKLN vs. BSJO - Yearly Performance Comparison


Returns By Period


BKLN

1D
0.20%
1M
1.76%
YTD
-1.08%
6M
0.99%
1Y
5.72%
3Y*
7.64%
5Y*
5.07%
10Y*
4.40%

BSJO

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BKLN vs. BSJO - Expense Ratio Comparison

BKLN has a 0.65% expense ratio, which is higher than BSJO's 0.42% expense ratio.


Return for Risk

BKLN vs. BSJO — Risk / Return Rank

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

BKLN
BKLN Risk / Return Rank: 7676
Overall Rank
BKLN Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
BKLN Sortino Ratio Rank: 7979
Sortino Ratio Rank
BKLN Omega Ratio Rank: 8989
Omega Ratio Rank
BKLN Calmar Ratio Rank: 7171
Calmar Ratio Rank
BKLN Martin Ratio Rank: 6868
Martin Ratio Rank

BSJO
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.

BKLN vs. BSJO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Loan ETF (BKLN) 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.


BKLNBSJODifference

Sharpe ratio

Return per unit of total volatility

1.34

Sortino ratio

Return per unit of downside risk

2.10

Omega ratio

Gain probability vs. loss probability

1.38

Calmar ratio

Return relative to maximum drawdown

1.91

Martin ratio

Return relative to average drawdown

7.18

BKLN vs. BSJO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BKLNBSJODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

Dividends

BKLN vs. BSJO - Dividend Comparison

BKLN's dividend yield for the trailing twelve months is around 7.04%, while BSJO has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
BKLN
Invesco Senior Loan ETF
7.04%6.95%8.41%8.59%4.93%3.11%3.56%4.86%4.52%3.50%4.54%4.12%
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BKLN vs. BSJO - Drawdown Comparison

The maximum BKLN drawdown since its inception was -24.17%, which is greater than BSJO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BKLN and BSJO.


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Drawdown Indicators


BKLNBSJODifference

Max Drawdown

Largest peak-to-trough decline

-24.17%

0.00%

-24.17%

Max Drawdown (1Y)

Largest decline over 1 year

-3.07%

Max Drawdown (5Y)

Largest decline over 5 years

-7.31%

Max Drawdown (10Y)

Largest decline over 10 years

-24.17%

Current Drawdown

Current decline from peak

-1.36%

0.00%

-1.36%

Average Drawdown

Average peak-to-trough decline

-1.10%

0.00%

-1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

Volatility

BKLN vs. BSJO - Volatility Comparison


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Volatility by Period


BKLNBSJODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.75%

Volatility (6M)

Calculated over the trailing 6-month period

2.43%

Volatility (1Y)

Calculated over the trailing 1-year period

4.27%

0.00%

+4.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.46%

0.00%

+4.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.44%

0.00%

+6.44%