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

Correlation

The correlation between BSCT and BND is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

BSCT vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2029 Corporate Bond ETF (BSCT) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
8.85%
0.13%
BSCT
BND

Key characteristics

Sharpe Ratio

BSCT:

1.57

BND:

0.99

Sortino Ratio

BSCT:

2.29

BND:

1.44

Omega Ratio

BSCT:

1.29

BND:

1.17

Calmar Ratio

BSCT:

0.64

BND:

0.39

Martin Ratio

BSCT:

6.14

BND:

2.57

Ulcer Index

BSCT:

1.01%

BND:

2.03%

Daily Std Dev

BSCT:

3.96%

BND:

5.27%

Max Drawdown

BSCT:

-19.14%

BND:

-18.84%

Current Drawdown

BSCT:

-3.49%

BND:

-8.35%

Returns By Period

In the year-to-date period, BSCT achieves a 0.78% return, which is significantly lower than BND's 1.11% return.


BSCT

YTD

0.78%

1M

-0.66%

6M

0.12%

1Y

5.99%

5Y*

1.23%

10Y*

N/A

BND

YTD

1.11%

1M

-0.95%

6M

-0.58%

1Y

4.98%

5Y*

-1.07%

10Y*

1.22%

*Annualized

Compare stocks, funds, or ETFs

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BSCT vs. BND - Expense Ratio Comparison

BSCT 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 BSCT: 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%
BSCT: 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

BSCT vs. BND — Risk-Adjusted Performance Rank

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

BSCT
The Risk-Adjusted Performance Rank of BSCT is 9090
Overall Rank
The Sharpe Ratio Rank of BSCT is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of BSCT is 9494
Sortino Ratio Rank
The Omega Ratio Rank of BSCT is 9393
Omega Ratio Rank
The Calmar Ratio Rank of BSCT is 8282
Calmar Ratio Rank
The Martin Ratio Rank of BSCT is 9090
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 8181
Overall Rank
The Sharpe Ratio Rank of BND is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 8686
Sortino Ratio Rank
The Omega Ratio Rank of BND is 8383
Omega Ratio Rank
The Calmar Ratio Rank of BND is 7272
Calmar Ratio Rank
The Martin Ratio Rank of BND is 7878
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.

BSCT vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2029 Corporate Bond ETF (BSCT) 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 BSCT, currently valued at 1.57, compared to the broader market-1.000.001.002.003.004.00
BSCT: 1.57
BND: 0.99
The chart of Sortino ratio for BSCT, currently valued at 2.29, compared to the broader market-2.000.002.004.006.008.0010.00
BSCT: 2.29
BND: 1.44
The chart of Omega ratio for BSCT, currently valued at 1.29, compared to the broader market0.501.001.502.002.50
BSCT: 1.29
BND: 1.17
The chart of Calmar ratio for BSCT, currently valued at 0.64, compared to the broader market0.002.004.006.008.0010.0012.00
BSCT: 0.64
BND: 0.39
The chart of Martin ratio for BSCT, currently valued at 6.14, compared to the broader market0.0020.0040.0060.00
BSCT: 6.14
BND: 2.57

The current BSCT Sharpe Ratio is 1.57, which is higher than the BND Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of BSCT and BND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.57
0.99
BSCT
BND

Dividends

BSCT vs. BND - Dividend Comparison

BSCT's dividend yield for the trailing twelve months is around 4.61%, more than BND's 3.75% yield.


TTM20242023202220212020201920182017201620152014
BSCT
Invesco BulletShares 2029 Corporate Bond ETF
4.61%4.51%3.89%2.65%1.94%2.24%0.86%0.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.75%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

BSCT vs. BND - Drawdown Comparison

The maximum BSCT drawdown since its inception was -19.14%, roughly equal to the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for BSCT and BND. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%NovemberDecember2025FebruaryMarchApril
-3.49%
-8.35%
BSCT
BND

Volatility

BSCT vs. BND - Volatility Comparison

Invesco BulletShares 2029 Corporate Bond ETF (BSCT) and Vanguard Total Bond Market ETF (BND) have volatilities of 1.89% and 1.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.80%1.00%1.20%1.40%1.60%1.80%2.00%NovemberDecember2025FebruaryMarchApril
1.89%
1.95%
BSCT
BND