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

Key characteristics


BLCRBSJO
YTD Return13.45%4.26%
Daily Std Dev12.42%1.57%
Max Drawdown-8.45%-21.98%
Current Drawdown-1.73%0.00%

Correlation

-0.50.00.51.00.3

The correlation between BLCR and BSJO is 0.35, 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.

Performance

BLCR vs. BSJO - Performance Comparison

In the year-to-date period, BLCR achieves a 13.45% return, which is significantly higher than BSJO's 4.26% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%AprilMayJuneJulyAugustSeptember
4.26%
2.72%
BLCR
BSJO

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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 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.


BLCR
Sharpe ratio
No data
BSJO
Sharpe ratio
The chart of Sharpe ratio for BSJO, currently valued at 4.38, compared to the broader market0.002.004.004.38
Sortino ratio
The chart of Sortino ratio for BSJO, currently valued at 7.61, compared to the broader market-2.000.002.004.006.008.0010.0012.007.61
Omega ratio
The chart of Omega ratio for BSJO, currently valued at 2.17, compared to the broader market0.501.001.502.002.503.002.17
Calmar ratio
The chart of Calmar ratio for BSJO, currently valued at 4.00, compared to the broader market0.005.0010.0015.004.00
Martin ratio
The chart of Martin ratio for BSJO, currently valued at 61.33, compared to the broader market0.0020.0040.0060.0080.00100.00120.0061.33

BLCR vs. BSJO - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

BLCR vs. BSJO - Dividend Comparison

BLCR's dividend yield for the trailing twelve months is around 0.45%, less than BSJO's 5.39% yield.


TTM20232022202120202019201820172016
BLCR
Blackrock Large Cap Core ETF
0.45%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
5.39%6.05%4.89%4.05%4.51%5.11%5.69%4.87%1.39%

Drawdowns

BLCR vs. BSJO - Drawdown Comparison

The maximum BLCR drawdown since its inception was -8.45%, smaller than the maximum BSJO drawdown of -21.98%. Use the drawdown chart below to compare losses from any high point for BLCR and BSJO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-1.73%
0
BLCR
BSJO

Volatility

BLCR vs. BSJO - Volatility Comparison

Blackrock Large Cap Core ETF (BLCR) has a higher volatility of 4.18% compared to Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO) at 0.28%. 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%AprilMayJuneJulyAugustSeptember
4.18%
0.28%
BLCR
BSJO