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BLCR vs. BSJO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BLCR and BSJO is 0.23, 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.


-0.50.00.51.00.2

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.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
9.25%
1.53%
BLCR
BSJO

Key characteristics

Returns By Period


BLCR

YTD

6.44%

1M

2.64%

6M

9.26%

1Y

18.45%

5Y*

N/A

10Y*

N/A

BSJO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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BLCR vs. BSJO - Expense Ratio Comparison

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


BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
Expense ratio chart for BSJO: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for BLCR: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%

Risk-Adjusted Performance

BLCR vs. BSJO — Risk-Adjusted Performance Rank

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

BLCR
The Risk-Adjusted Performance Rank of BLCR is 6161
Overall Rank
The Sharpe Ratio Rank of BLCR is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of BLCR is 5353
Sortino Ratio Rank
The Omega Ratio Rank of BLCR is 5858
Omega Ratio Rank
The Calmar Ratio Rank of BLCR is 6969
Calmar Ratio Rank
The Martin Ratio Rank of BLCR is 6868
Martin Ratio Rank

BSJO
The Risk-Adjusted Performance Rank of BSJO is 9999
Overall Rank
The Sharpe Ratio Rank of BSJO is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of BSJO is 9999
Sortino Ratio Rank
The Omega Ratio Rank of BSJO is 9999
Omega Ratio Rank
The Calmar Ratio Rank of BSJO is 9999
Calmar Ratio Rank
The Martin Ratio Rank of BSJO is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BLCR vs. BSJO - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for BLCR, currently valued at 1.44, compared to the broader market0.002.004.001.445.69
The chart of Sortino ratio for BLCR, currently valued at 1.94, compared to the broader market-2.000.002.004.006.008.0010.0012.001.9411.19
The chart of Omega ratio for BLCR, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.262.84
The chart of Calmar ratio for BLCR, currently valued at 2.34, compared to the broader market0.005.0010.0015.002.3426.89
The chart of Martin ratio for BLCR, currently valued at 8.67, compared to the broader market0.0020.0040.0060.0080.00100.008.67116.52
BLCR
BSJO


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09
1.44
5.69
BLCR
BSJO

Dividends

BLCR vs. BSJO - Dividend Comparison

BLCR's dividend yield for the trailing twelve months is around 0.71%, while BSJO has not paid dividends to shareholders.


TTM202420232022202120202019201820172016
BLCR
Blackrock Large Cap Core ETF
0.71%0.75%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
4.88%5.38%6.05%4.89%4.05%4.51%5.11%5.69%4.69%1.39%

Drawdowns

BLCR vs. BSJO - Drawdown Comparison


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.72%
0
BLCR
BSJO

Volatility

BLCR vs. BSJO - Volatility Comparison

Blackrock Large Cap Core ETF (BLCR) has a higher volatility of 4.77% compared to Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO) at 0.00%. This indicates that BLCR's price experiences larger fluctuations and is considered to be riskier than BSJO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
4.77%
0
BLCR
BSJO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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