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

Correlation

The correlation between BSCT and VCIT is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

BSCT vs. VCIT - Performance Comparison

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

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Key characteristics

Sharpe Ratio

BSCT:

1.76

VCIT:

1.20

Sortino Ratio

BSCT:

2.56

VCIT:

1.70

Omega Ratio

BSCT:

1.33

VCIT:

1.21

Calmar Ratio

BSCT:

0.79

VCIT:

0.68

Martin Ratio

BSCT:

6.65

VCIT:

3.87

Ulcer Index

BSCT:

1.03%

VCIT:

1.68%

Daily Std Dev

BSCT:

3.93%

VCIT:

5.53%

Max Drawdown

BSCT:

-19.14%

VCIT:

-20.56%

Current Drawdown

BSCT:

-1.85%

VCIT:

-3.01%

Returns By Period

In the year-to-date period, BSCT achieves a 2.50% return, which is significantly higher than VCIT's 2.29% return.


BSCT

YTD

2.50%

1M

1.48%

6M

2.44%

1Y

7.06%

5Y*

1.61%

10Y*

N/A

VCIT

YTD

2.29%

1M

1.69%

6M

1.32%

1Y

6.90%

5Y*

1.30%

10Y*

2.83%

*Annualized

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BSCT vs. VCIT - Expense Ratio Comparison

BSCT 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%.


Risk-Adjusted Performance

BSCT vs. VCIT — 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 8989
Overall Rank
The Sharpe Ratio Rank of BSCT is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BSCT is 9494
Sortino Ratio Rank
The Omega Ratio Rank of BSCT is 9292
Omega Ratio Rank
The Calmar Ratio Rank of BSCT is 7878
Calmar Ratio Rank
The Martin Ratio Rank of BSCT is 8989
Martin Ratio Rank

VCIT
The Risk-Adjusted Performance Rank of VCIT is 8282
Overall Rank
The Sharpe Ratio Rank of VCIT is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of VCIT is 8787
Sortino Ratio Rank
The Omega Ratio Rank of VCIT is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VCIT is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VCIT is 8181
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. VCIT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2029 Corporate Bond ETF (BSCT) 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.


The current BSCT Sharpe Ratio is 1.76, which is higher than the VCIT Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of BSCT and VCIT, 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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Dividends

BSCT vs. VCIT - Dividend Comparison

BSCT's dividend yield for the trailing twelve months is around 4.56%, more than VCIT's 4.51% yield.


TTM20242023202220212020201920182017201620152014
BSCT
Invesco BulletShares 2029 Corporate Bond ETF
4.56%4.51%3.89%2.65%1.94%2.24%0.86%0.00%0.00%0.00%0.00%0.00%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.51%4.43%3.72%3.04%2.88%2.78%3.37%3.61%3.21%3.29%3.34%3.34%

Drawdowns

BSCT vs. VCIT - Drawdown Comparison

The maximum BSCT drawdown since its inception was -19.14%, smaller than the maximum VCIT drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for BSCT and VCIT. For additional features, visit the drawdowns tool.


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Volatility

BSCT vs. VCIT - Volatility Comparison

The current volatility for Invesco BulletShares 2029 Corporate Bond ETF (BSCT) is 1.47%, while Vanguard Intermediate-Term Corporate Bond ETF (VCIT) has a volatility of 1.99%. This indicates that BSCT experiences smaller price fluctuations and is considered to be less risky than VCIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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