BSCO vs. VTAPX
Compare and contrast key facts about Invesco BulletShares 2024 Corporate Bond ETF (BSCO) and Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX).
BSCO is a passively managed fund by Invesco that tracks the performance of the NASDAQ BulletShares USD Corporate Bond 2024 TR Index. It was launched on Sep 17, 2014. VTAPX is managed by Vanguard. It was launched on Oct 16, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BSCO or VTAPX.
Key characteristics
| BSCO | VTAPX | |
|---|---|---|
| YTD Return | 4.59% | 4.54% |
| 1Y Return | 5.67% | 6.57% |
| 3Y Return (Ann) | 1.71% | 1.99% |
| 5Y Return (Ann) | 2.48% | 3.43% |
| 10Y Return (Ann) | 3.40% | 2.35% |
| Sharpe Ratio | 9.19 | 3.25 |
| Sortino Ratio | 22.01 | 5.46 |
| Omega Ratio | 5.13 | 1.75 |
| Calmar Ratio | 4.20 | 3.90 |
| Martin Ratio | 309.29 | 25.50 |
| Ulcer Index | 0.02% | 0.26% |
| Daily Std Dev | 0.62% | 2.03% |
| Max Drawdown | -17.44% | -5.33% |
| Current Drawdown | 0.00% | -0.51% |
Correlation
The correlation between BSCO and VTAPX is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
BSCO vs. VTAPX - Performance Comparison
The year-to-date returns for both stocks are quite close, with BSCO having a 4.59% return and VTAPX slightly lower at 4.54%. Over the past 10 years, BSCO has outperformed VTAPX with an annualized return of 3.40%, while VTAPX has yielded a comparatively lower 2.35% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BSCO vs. VTAPX - Expense Ratio Comparison
BSCO has a 0.10% expense ratio, which is higher than VTAPX's 0.06% 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%.
Risk-Adjusted Performance
BSCO vs. VTAPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2024 Corporate Bond ETF (BSCO) and Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX). 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.
Dividends
BSCO vs. VTAPX - Dividend Comparison
BSCO's dividend yield for the trailing twelve months is around 3.67%, more than VTAPX's 2.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSCO Invesco BulletShares 2024 Corporate Bond ETF | 3.67% | 2.88% | 2.15% | 2.02% | 2.43% | 3.02% | 3.21% | 3.01% | 3.17% | 3.34% | 0.78% | 0.00% |
VTAPX Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares | 2.88% | 2.84% | 6.82% | 4.68% | 1.19% | 1.94% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% | 0.06% |
Drawdowns
BSCO vs. VTAPX - Drawdown Comparison
The maximum BSCO drawdown since its inception was -17.44%, which is greater than VTAPX's maximum drawdown of -5.33%. Use the drawdown chart below to compare losses from any high point for BSCO and VTAPX. For additional features, visit the drawdowns tool.
Volatility
BSCO vs. VTAPX - Volatility Comparison
The current volatility for Invesco BulletShares 2024 Corporate Bond ETF (BSCO) is 0.16%, while Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX) has a volatility of 0.41%. This indicates that BSCO experiences smaller price fluctuations and is considered to be less risky than VTAPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.