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BSCO vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BSCO and BND is 0.03, 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.


-0.50.00.51.0
Correlation: 0.0

Performance

BSCO vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2024 Corporate Bond ETF (BSCO) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
506.98%
13.67%
BSCO
BND

Key characteristics

Returns By Period


BSCO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

BND

YTD

2.74%

1M

0.14%

6M

1.94%

1Y

7.37%

5Y*

-0.83%

10Y*

1.45%

*Annualized

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BSCO vs. BND - Expense Ratio Comparison

BSCO has a 0.10% expense ratio, which is higher than BND's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for BSCO: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BSCO: 0.10%
Expense ratio chart for BND: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BND: 0.03%

Risk-Adjusted Performance

BSCO vs. BND — Risk-Adjusted Performance Rank

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

BSCO
The Risk-Adjusted Performance Rank of BSCO is 8282
Overall Rank
The Sharpe Ratio Rank of BSCO is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of BSCO is 9999
Sortino Ratio Rank
The Omega Ratio Rank of BSCO is 9999
Omega Ratio Rank
The Calmar Ratio Rank of BSCO is 1414
Calmar Ratio Rank
The Martin Ratio Rank of BSCO is 100100
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 8080
Overall Rank
The Sharpe Ratio Rank of BND is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BND is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BND is 6565
Calmar Ratio Rank
The Martin Ratio Rank of BND is 7777
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.

BSCO vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2024 Corporate Bond ETF (BSCO) and Vanguard Total Bond Market ETF (BND). 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.


The chart of Sharpe ratio for BSCO, currently valued at 7.35, compared to the broader market-1.000.001.002.003.004.00
BSCO: 7.35
BND: 1.33
The chart of Sortino ratio for BSCO, currently valued at 21.30, compared to the broader market-2.000.002.004.006.008.00
BSCO: 21.30
BND: 1.93
The chart of Omega ratio for BSCO, currently valued at 6.88, compared to the broader market0.501.001.502.00
BSCO: 6.88
BND: 1.23
The chart of Calmar ratio for BSCO, currently valued at 0.04, compared to the broader market0.002.004.006.008.0010.0012.00
BSCO: 0.04
BND: 0.52
The chart of Martin ratio for BSCO, currently valued at 343.90, compared to the broader market0.0020.0040.0060.00
BSCO: 343.90
BND: 3.43


Rolling 12-month Sharpe Ratio0.002.004.006.008.0010.00NovemberDecember2025FebruaryMarchApril
7.35
1.33
BSCO
BND

Dividends

BSCO vs. BND - Dividend Comparison

BSCO has not paid dividends to shareholders, while BND's dividend yield for the trailing twelve months is around 3.69%.


TTM20242023202220212020201920182017201620152014
BSCO
Invesco BulletShares 2024 Corporate Bond ETF
2.73%3.79%2.87%2.15%1.85%2.43%3.02%3.21%3.01%14.10%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.69%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

BSCO vs. BND - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-75.39%
-6.87%
BSCO
BND

Volatility

BSCO vs. BND - Volatility Comparison

The current volatility for Invesco BulletShares 2024 Corporate Bond ETF (BSCO) is 0.00%, while Vanguard Total Bond Market ETF (BND) has a volatility of 2.19%. This indicates that BSCO experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril0
2.19%
BSCO
BND