BSCZ vs. FLDR

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco BulletShares 2035 Corporate Bond ETF (BSCZ) and Fidelity Low Duration Bond Factor ETF (FLDR).

BSCZ and FLDR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BSCZ is a passively managed fund by Invesco that tracks the performance of the BulletShares® USD Corporate Bond 2035 Index. It was launched on Jun 11, 2025. FLDR is a passively managed fund by Fidelity that tracks the performance of the Fidelity Low Duration Investment Grade Factor Index. It was launched on Jun 12, 2018. Both BSCZ and FLDR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

BSCZ vs. FLDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2035 Corporate Bond ETF (BSCZ) and Fidelity Low Duration Bond Factor ETF (FLDR). The values are adjusted to include any dividend payments, if applicable.

BSCZ vs. FLDR - Yearly Performance Comparison

	2026 (YTD)	2025
BSCZ Invesco BulletShares 2035 Corporate Bond ETF	-0.38%	5.67%
FLDR Fidelity Low Duration Bond Factor ETF	0.65%	3.16%

Returns By Period

In the year-to-date period, BSCZ achieves a -0.38% return, which is significantly lower than FLDR's 0.65% return.

BSCZ

• 1D: 0.66%
• 1M: -2.01%
• YTD: -0.38%
• 6M: 0.69%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 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)

BSCZ vs. FLDR - Expense Ratio Comparison

BSCZ 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%.

FLDR

Fidelity Low Duration Bond Factor ETF

BSCZ

Invesco BulletShares 2035 Corporate Bond ETF

Return for Risk

BSCZ vs. FLDR — Risk / Return Rank

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

FLDR

FLDR Risk / Return Rank: 98
FLDR Sharpe Ratio Rank: 99
FLDR Sortino Ratio Rank: 99
FLDR Omega Ratio Rank: 99
FLDR Calmar Ratio Rank: 98
FLDR Martin Ratio Rank: 98

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.

BSCZ vs. FLDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2035 Corporate Bond ETF (BSCZ) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	BSCZ	FLDR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	4.59	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	2.98	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.34	0.60	+0.74

Correlation

The correlation between BSCZ and FLDR is 0.61, 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

BSCZ vs. FLDR - Dividend Comparison

BSCZ's dividend yield for the trailing twelve months is around 3.25%, less than FLDR's 4.54% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
BSCZ Invesco BulletShares 2035 Corporate Bond ETF	3.25%	2.18%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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

BSCZ vs. FLDR - Drawdown Comparison

The maximum BSCZ drawdown since its inception was -3.28%, smaller than the maximum FLDR drawdown of -12.23%. Use the drawdown chart below to compare losses from any high point for BSCZ and FLDR.

Drawdown Indicators

	BSCZ	FLDR	Difference
Max Drawdown Largest peak-to-trough decline	-3.28%	-12.23%	+8.95%
Max Drawdown (1Y) Largest decline over 1 year	—	-0.76%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-2.33%	—
Current Drawdown Current decline from peak	-2.01%	-0.15%	-1.86%
Average Drawdown Average peak-to-trough decline	-0.58%	-0.36%	-0.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.14%	—

Volatility

Volatility by Period

	BSCZ	FLDR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.42%	—
Volatility (6M) Calculated over the trailing 6-month period	—	0.56%	—
Volatility (1Y) Calculated over the trailing 1-year period	4.98%	0.98%	+4.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.98%	1.21%	+3.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.98%	5.32%	-0.34%