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BSCP vs. VCIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSCP vs. VCIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2025 Corporate Bond ETF (BSCP) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BSCP

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

VCIT

1D
-0.22%
1M
0.28%
YTD
0.18%
6M
0.07%
1Y
6.13%
3Y*
6.00%
5Y*
1.22%
10Y*
2.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSCP vs. VCIT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BSCP
Invesco BulletShares 2025 Corporate Bond ETF
0.00%4.19%5.06%5.11%-5.99%-1.37%8.10%12.76%-1.90%5.75%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
0.18%9.34%3.20%8.98%-13.98%-1.77%9.46%14.10%-1.74%5.31%

Correlation

The correlation between BSCP and VCIT is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.64

Correlation (10Y)
Calculated over the trailing 10-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2015

0.68

Over the past year, the correlation between BSCP and VCIT has dropped to 0.00 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.

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Return for Risk

BSCP vs. VCIT — Risk / Return Rank

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

BSCP

VCIT
VCIT Risk / Return Rank: 4242
Overall Rank
VCIT Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VCIT Sortino Ratio Rank: 4343
Sortino Ratio Rank
VCIT Omega Ratio Rank: 4040
Omega Ratio Rank
VCIT Calmar Ratio Rank: 4141
Calmar Ratio Rank
VCIT Martin Ratio Rank: 4242
Martin Ratio Rank
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.

BSCP vs. VCIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2025 Corporate Bond ETF (BSCP) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). 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.


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

BSCP vs. VCIT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BSCPVCITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

Drawdowns

BSCP vs. VCIT - Drawdown Comparison


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Drawdown Indicators


BSCPVCITDifference

Max Drawdown

Largest peak-to-trough decline

-20.56%

Max Drawdown (1Y)

Largest decline over 1 year

-2.96%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

Max Drawdown (5Y)

Largest decline over 5 years

-20.56%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

Current Drawdown

Current decline from peak

-1.36%

Average Drawdown

Average peak-to-trough decline

-3.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

Volatility

BSCP vs. VCIT - Volatility Comparison


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Volatility by Period


BSCPVCITDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

Volatility (6M)

Calculated over the trailing 6-month period

3.06%

Volatility (1Y)

Calculated over the trailing 1-year period

4.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.28%

BSCP vs. VCIT - Expense Ratio Comparison

BSCP has a 0.10% expense ratio, which is higher than VCIT's 0.04% 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%.


Dividends

BSCP vs. VCIT - Dividend Comparison

BSCP's dividend yield for the trailing twelve months is around 2.27%, less than VCIT's 4.80% yield.


PositionTTM20252024202320222021202020192018201720162015
BSCP
Invesco BulletShares 2025 Corporate Bond ETF
2.27%3.99%3.96%3.39%2.24%1.93%2.42%3.12%3.26%2.93%2.94%0.75%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.80%4.62%4.43%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%

Frequently Asked Questions


BSCP and VCIT have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VCIT is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VCIT is cheaper with a 0.04% expense ratio, compared with 0.10% for BSCP.

VCIT has the higher dividend yield at 4.80%, compared with 2.27% for BSCP.

BSCP tracks NASDAQ BulletShares USD Corporate Bond 2025 Index, while VCIT tracks Barclays U.S. 5-10 Year Corp Index. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.10% for BSCP and 0.04% for VCIT.

Portfolio Optimizer

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