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BLCR vs. BSJO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BLCR vs. BSJO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackrock Large Cap Core ETF (BLCR) 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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Returns By Period


BLCR

1D
-0.10%
1M
1.31%
YTD
18.78%
6M
18.51%
1Y
45.01%
3Y*
5Y*
10Y*

BSJO

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

BLCR vs. BSJO - Yearly Performance Comparison


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Return for Risk

BLCR vs. BSJO — Risk / Return Rank

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

BLCR
BLCR Risk / Return Rank: 8686
Overall Rank
BLCR Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
BLCR Sortino Ratio Rank: 8585
Sortino Ratio Rank
BLCR Omega Ratio Rank: 8383
Omega Ratio Rank
BLCR Calmar Ratio Rank: 8585
Calmar Ratio Rank
BLCR Martin Ratio Rank: 9090
Martin Ratio Rank

BSJO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

BLCR vs. BSJO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackrock Large Cap Core ETF (BLCR) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BLCRBSJODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.47

Calmar ratioReturn relative to maximum drawdown

4.41

Martin ratioReturn relative to average drawdown

20.00

BLCR vs. BSJO - Sharpe Ratio Comparison


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Drawdowns

BLCR vs. BSJO - Drawdown Comparison

The maximum BLCR drawdown since its inception was -21.29%, which is greater than BSJO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BLCR and BSJO.


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Drawdown Indicators


BLCRBSJODifference

Max Drawdown

Largest peak-to-trough decline

-21.29%

0.00%

-21.29%

Max Drawdown (1Y)

Largest decline over 1 year

-10.26%

Current Drawdown

Current decline from peak

-1.02%

0.00%

-1.02%

Average Drawdown

Average peak-to-trough decline

-2.19%

0.00%

-2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

Volatility

BLCR vs. BSJO - Volatility Comparison


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Volatility by Period


BLCRBSJODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

Volatility (6M)

Calculated over the trailing 6-month period

13.11%

Volatility (1Y)

Calculated over the trailing 1-year period

16.38%

0.00%

+16.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.65%

0.00%

+17.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.65%

0.00%

+17.65%

BLCR vs. BSJO - Expense Ratio Comparison

BLCR has a 0.36% expense ratio, which is lower than BSJO's 0.42% expense ratio.


Dividends

BLCR vs. BSJO - Dividend Comparison

BLCR's dividend yield for the trailing twelve months is around 0.28%, while BSJO has not paid dividends to shareholders.


PositionTTM202520242023
BLCR
Blackrock Large Cap Core ETF
0.28%0.33%0.75%0.13%
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, BLCR is cheaper at 0.36% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BLCR is cheaper with a 0.36% expense ratio, compared with 0.42% for BSJO.

BLCR has the higher dividend yield at 0.28%, compared with 0.00% for BSJO.

BLCR is categorized as Large Cap Blend Equities, while BSJO is High Yield Bonds. They also come from different issuers: BlackRock and Invesco. Their fees differ too: 0.36% for BLCR and 0.42% for BSJO.

Portfolio Optimizer

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