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

Correlation

The correlation between BSCT and VCIT is 0.95, 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.


-0.50.00.51.01.0

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.

2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.59%
6.00%
BSCT
VCIT

Key characteristics

Sharpe Ratio

BSCT:

1.00

VCIT:

0.77

Sortino Ratio

BSCT:

1.44

VCIT:

1.11

Omega Ratio

BSCT:

1.18

VCIT:

1.13

Calmar Ratio

BSCT:

0.43

VCIT:

0.38

Martin Ratio

BSCT:

3.74

VCIT:

2.72

Ulcer Index

BSCT:

1.11%

VCIT:

1.53%

Daily Std Dev

BSCT:

4.13%

VCIT:

5.39%

Max Drawdown

BSCT:

-19.14%

VCIT:

-20.56%

Current Drawdown

BSCT:

-4.60%

VCIT:

-5.24%

Returns By Period

The year-to-date returns for both investments are quite close, with BSCT having a 3.06% return and VCIT slightly higher at 3.14%.


BSCT

YTD

3.06%

1M

-0.11%

6M

2.58%

1Y

4.05%

5Y*

1.16%

10Y*

N/A

VCIT

YTD

3.14%

1M

-0.24%

6M

2.29%

1Y

3.99%

5Y*

0.84%

10Y*

2.71%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


BSCT
Invesco BulletShares 2029 Corporate Bond ETF
Expense ratio chart for BSCT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VCIT: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for BSCT, currently valued at 1.00, compared to the broader market0.002.004.001.000.77
The chart of Sortino ratio for BSCT, currently valued at 1.44, compared to the broader market-2.000.002.004.006.008.0010.001.441.11
The chart of Omega ratio for BSCT, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.13
The chart of Calmar ratio for BSCT, currently valued at 0.43, compared to the broader market0.005.0010.0015.000.430.38
The chart of Martin ratio for BSCT, currently valued at 3.74, compared to the broader market0.0020.0040.0060.0080.00100.003.742.72
BSCT
VCIT

The current BSCT Sharpe Ratio is 1.00, which is comparable to the VCIT Sharpe Ratio of 0.77. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.00
0.77
BSCT
VCIT

Dividends

BSCT vs. VCIT - Dividend Comparison

BSCT's dividend yield for the trailing twelve months is around 4.13%, less than VCIT's 4.37% yield.


TTM20232022202120202019201820172016201520142013
BSCT
Invesco BulletShares 2029 Corporate Bond ETF
4.13%3.88%2.66%1.94%2.23%0.86%0.00%0.00%0.00%0.00%0.00%0.00%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.37%3.72%3.04%2.88%2.78%3.37%3.61%3.21%3.29%3.34%3.34%4.00%

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.


-8.00%-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%JulyAugustSeptemberOctoberNovemberDecember
-4.60%
-5.24%
BSCT
VCIT

Volatility

BSCT vs. VCIT - Volatility Comparison

The current volatility for Invesco BulletShares 2029 Corporate Bond ETF (BSCT) is 1.12%, while Vanguard Intermediate-Term Corporate Bond ETF (VCIT) has a volatility of 1.66%. 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.


0.60%0.80%1.00%1.20%1.40%1.60%1.80%JulyAugustSeptemberOctoberNovemberDecember
1.12%
1.66%
BSCT
VCIT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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