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BSCR vs. VCSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSCR vs. VCSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2027 Corporate Bond ETF (BSCR) and Vanguard Short-Term Corporate Bond ETF (VCSH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSCR achieves a 1.27% return, which is significantly higher than VCSH's 0.72% return.


BSCR

1D
0.00%
1M
0.34%
YTD
1.27%
6M
1.74%
1Y
4.56%
3Y*
5.18%
5Y*
1.47%
10Y*

VCSH

1D
-0.01%
1M
0.21%
YTD
0.72%
6M
1.11%
1Y
4.64%
3Y*
5.54%
5Y*
2.36%
10Y*
2.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSCR vs. VCSH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BSCR
Invesco BulletShares 2027 Corporate Bond ETF
1.27%5.77%4.52%6.41%-9.56%-1.72%9.68%14.88%-2.63%0.81%
VCSH
Vanguard Short-Term Corporate Bond ETF
0.72%6.77%4.91%6.20%-5.62%-0.63%5.13%7.02%0.92%-0.19%

Correlation

The correlation between BSCR and VCSH is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.70

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

0.88

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

0.91

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2017

0.82

The correlation between BSCR and VCSH shifts across timeframes, from 0.70 (1 year) to 0.91 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BSCR vs. VCSH — Risk / Return Rank

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

BSCR
BSCR Risk / Return Rank: 9797
Overall Rank
BSCR Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
BSCR Sortino Ratio Rank: 9898
Sortino Ratio Rank
BSCR Omega Ratio Rank: 9898
Omega Ratio Rank
BSCR Calmar Ratio Rank: 9797
Calmar Ratio Rank
BSCR Martin Ratio Rank: 9797
Martin Ratio Rank

VCSH
VCSH Risk / Return Rank: 7676
Overall Rank
VCSH Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VCSH Sortino Ratio Rank: 8686
Sortino Ratio Rank
VCSH Omega Ratio Rank: 8080
Omega Ratio Rank
VCSH Calmar Ratio Rank: 6565
Calmar Ratio Rank
VCSH Martin Ratio Rank: 7171
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.

BSCR vs. VCSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2027 Corporate Bond ETF (BSCR) and Vanguard Short-Term Corporate Bond ETF (VCSH). 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.


BSCRVCSHDifference

Sharpe ratio

Return per unit of total volatility

4.26

2.48

+1.78

Sortino ratio

Return per unit of downside risk

7.98

3.90

+4.09

Omega ratio

Gain probability vs. loss probability

2.11

1.49

+0.62

Calmar ratio

Return relative to maximum drawdown

11.03

3.27

+7.76

Martin ratio

Return relative to average drawdown

46.87

13.54

+33.33

BSCR vs. VCSH - Sharpe Ratio Comparison

The current BSCR Sharpe Ratio is 4.26, which is higher than the VCSH Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of BSCR and VCSH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BSCRVCSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.26

2.48

+1.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.82

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

1.02

-0.43

Drawdowns

BSCR vs. VCSH - Drawdown Comparison

The maximum BSCR drawdown since its inception was -17.26%, which is greater than VCSH's maximum drawdown of -12.86%. Use the drawdown chart below to compare losses from any high point for BSCR and VCSH.


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Drawdown Indicators


BSCRVCSHDifference

Max Drawdown

Largest peak-to-trough decline

-17.26%

-12.86%

-4.40%

Max Drawdown (1Y)

Largest decline over 1 year

-0.42%

-1.40%

+0.98%

Max Drawdown (3Y)

Largest decline over 3 years

-2.41%

-1.40%

-1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-14.87%

-9.48%

-5.39%

Max Drawdown (10Y)

Largest decline over 10 years

-12.86%

Current Drawdown

Current decline from peak

0.00%

-0.24%

+0.24%

Average Drawdown

Average peak-to-trough decline

-3.35%

-0.97%

-2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.10%

0.34%

-0.24%

Volatility

BSCR vs. VCSH - Volatility Comparison

The current volatility for Invesco BulletShares 2027 Corporate Bond ETF (BSCR) is 0.19%, while Vanguard Short-Term Corporate Bond ETF (VCSH) has a volatility of 0.57%. This indicates that BSCR experiences smaller price fluctuations and is considered to be less risky than VCSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSCRVCSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.19%

0.57%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

0.59%

1.38%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

1.08%

1.88%

-0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.09%

2.88%

+1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.35%

3.35%

+2.00%

BSCR vs. VCSH - Expense Ratio Comparison

BSCR has a 0.10% expense ratio, which is higher than VCSH'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

BSCR vs. VCSH - Dividend Comparison

BSCR's dividend yield for the trailing twelve months is around 4.29%, less than VCSH's 4.45% yield.


PositionTTM20252024202320222021202020192018201720162015
BSCR
Invesco BulletShares 2027 Corporate Bond ETF
4.29%4.26%4.27%3.74%2.65%2.12%2.46%3.11%3.35%0.78%0.00%0.00%
VCSH
Vanguard Short-Term Corporate Bond ETF
4.45%4.35%3.96%3.09%2.01%1.81%2.27%2.87%2.65%2.26%2.10%2.08%

Frequently Asked Questions


BSCR and VCSH have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VCSH has higher volatility (0.57%) compared to BSCR (0.19%). In terms of maximum drawdown, BSCR dropped -17.26% vs VCSH's -12.86%.

On 5-year performance, VCSH leads with 2.36% vs 1.47% for BSCR. On fees, VCSH is cheaper at 0.04% per year. On volatility, BSCR has been the lower-risk option at 0.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VCSH has performed better with a 2.36% return vs 1.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCSH is cheaper with a 0.04% expense ratio, compared with 0.10% for BSCR.

VCSH has the higher dividend yield at 4.45%, compared with 4.29% for BSCR.

BSCR tracks NASDAQ Bulletshares® USD Corporate Bond 2027 Index, while VCSH tracks Barclays Capital U.S. 1-5 Year Corporate Index. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.10% for BSCR and 0.04% for VCSH.

BSCR currently has the higher Sharpe Ratio (4.25 vs 2.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BSCR and VCSH

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