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BSCS vs. FLDR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSCS vs. FLDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2028 Corporate Bond ETF (BSCS) and Fidelity Low Duration Bond Factor ETF (FLDR). The values are adjusted to include any dividend payments, if applicable.

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BSCS vs. FLDR - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BSCS
Invesco BulletShares 2028 Corporate Bond ETF
0.21%7.04%3.87%7.62%-11.24%-1.89%10.17%15.41%-0.40%
FLDR
Fidelity Low Duration Bond Factor ETF
0.65%5.41%5.71%6.32%-0.33%-0.18%2.01%4.52%0.38%

Returns By Period

In the year-to-date period, BSCS achieves a 0.21% return, which is significantly lower than FLDR's 0.65% return.


BSCS

1D
0.21%
1M
-0.58%
YTD
0.21%
6M
1.47%
1Y
4.93%
3Y*
5.10%
5Y*
1.59%
10Y*

FLDR

1D
0.12%
1M
-0.15%
YTD
0.65%
6M
1.86%
1Y
4.49%
3Y*
5.52%
5Y*
3.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSCS vs. FLDR - Expense Ratio Comparison

BSCS has a 0.10% expense ratio, which is lower than FLDR's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

BSCS vs. FLDR — Risk / Return Rank

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

BSCS
BSCS Risk / Return Rank: 9595
Overall Rank
BSCS Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
BSCS Sortino Ratio Rank: 9696
Sortino Ratio Rank
BSCS Omega Ratio Rank: 9696
Omega Ratio Rank
BSCS Calmar Ratio Rank: 9494
Calmar Ratio Rank
BSCS Martin Ratio Rank: 9696
Martin Ratio Rank

FLDR
FLDR Risk / Return Rank: 9898
Overall Rank
FLDR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLDR Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLDR Omega Ratio Rank: 9999
Omega Ratio Rank
FLDR Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLDR Martin Ratio Rank: 9898
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.

BSCS vs. FLDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2028 Corporate Bond ETF (BSCS) and Fidelity Low Duration Bond Factor ETF (FLDR). 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.


BSCSFLDRDifference

Sharpe ratio

Return per unit of total volatility

2.18

4.59

-2.40

Sortino ratio

Return per unit of downside risk

3.26

6.89

-3.64

Omega ratio

Gain probability vs. loss probability

1.49

2.22

-0.73

Calmar ratio

Return relative to maximum drawdown

3.64

5.98

-2.34

Martin ratio

Return relative to average drawdown

16.51

31.24

-14.73

BSCS vs. FLDR - Sharpe Ratio Comparison

The current BSCS Sharpe Ratio is 2.18, which is lower than the FLDR Sharpe Ratio of 4.59. The chart below compares the historical Sharpe Ratios of BSCS and FLDR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BSCSFLDRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.18

4.59

-2.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

2.98

-2.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.60

-0.01

Correlation

The correlation between BSCS and FLDR is 0.46, 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.


Dividends

BSCS vs. FLDR - Dividend Comparison

BSCS's dividend yield for the trailing twelve months is around 4.48%, less than FLDR's 4.54% yield.


TTM20252024202320222021202020192018
BSCS
Invesco BulletShares 2028 Corporate Bond ETF
4.48%4.46%4.54%3.90%2.72%2.14%2.50%3.04%1.42%
FLDR
Fidelity Low Duration Bond Factor ETF
4.54%4.66%5.50%5.28%2.09%0.51%1.22%2.69%1.38%

Drawdowns

BSCS vs. FLDR - Drawdown Comparison

The maximum BSCS drawdown since its inception was -18.40%, which is greater than FLDR's maximum drawdown of -12.23%. Use the drawdown chart below to compare losses from any high point for BSCS and FLDR.


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Drawdown Indicators


BSCSFLDRDifference

Max Drawdown

Largest peak-to-trough decline

-18.40%

-12.23%

-6.17%

Max Drawdown (1Y)

Largest decline over 1 year

-1.37%

-0.76%

-0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-17.63%

-2.33%

-15.30%

Current Drawdown

Current decline from peak

-0.58%

-0.15%

-0.43%

Average Drawdown

Average peak-to-trough decline

-4.29%

-0.36%

-3.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

0.14%

+0.16%

Volatility

BSCS vs. FLDR - Volatility Comparison

Invesco BulletShares 2028 Corporate Bond ETF (BSCS) has a higher volatility of 0.67% compared to Fidelity Low Duration Bond Factor ETF (FLDR) at 0.42%. This indicates that BSCS's price experiences larger fluctuations and is considered to be riskier than FLDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSCSFLDRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.67%

0.42%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

1.02%

0.56%

+0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

2.27%

0.98%

+1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.95%

1.21%

+3.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.31%

5.32%

+0.99%