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BSCZ vs. VCIT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSCZ vs. VCIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2035 Corporate Bond ETF (BSCZ) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). The values are adjusted to include any dividend payments, if applicable.

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BSCZ vs. VCIT - Yearly Performance Comparison


Returns By Period

In the year-to-date period, BSCZ achieves a -0.38% return, which is significantly higher than VCIT's -0.45% return.


BSCZ

1D
0.66%
1M
-2.01%
YTD
-0.38%
6M
0.69%
1Y
3Y*
5Y*
10Y*

VCIT

1D
0.55%
1M
-1.98%
YTD
-0.45%
6M
0.69%
1Y
6.08%
3Y*
5.56%
5Y*
1.42%
10Y*
3.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSCZ vs. VCIT - Expense Ratio Comparison

BSCZ 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%.


Return for Risk

BSCZ vs. VCIT — Risk / Return Rank

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

BSCZ

VCIT
VCIT Risk / Return Rank: 7474
Overall Rank
VCIT Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VCIT Sortino Ratio Rank: 7373
Sortino Ratio Rank
VCIT Omega Ratio Rank: 6767
Omega Ratio Rank
VCIT Calmar Ratio Rank: 8080
Calmar Ratio Rank
VCIT Martin Ratio Rank: 7575
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.

BSCZ vs. VCIT - Risk-Adjusted Trends Comparison

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


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

BSCZ vs. VCIT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BSCZVCITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

1.34

0.75

+0.59

Correlation

The correlation between BSCZ and VCIT is 0.98, 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.


Dividends

BSCZ vs. VCIT - Dividend Comparison

BSCZ's dividend yield for the trailing twelve months is around 3.25%, less than VCIT's 4.72% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.72%4.62%4.43%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%

Drawdowns

BSCZ vs. VCIT - Drawdown Comparison

The maximum BSCZ drawdown since its inception was -3.28%, smaller than the maximum VCIT drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for BSCZ and VCIT.


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Drawdown Indicators


BSCZVCITDifference

Max Drawdown

Largest peak-to-trough decline

-3.28%

-20.56%

+17.28%

Max Drawdown (1Y)

Largest decline over 1 year

-2.99%

Max Drawdown (5Y)

Largest decline over 5 years

-20.56%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

Current Drawdown

Current decline from peak

-2.01%

-1.98%

-0.03%

Average Drawdown

Average peak-to-trough decline

-0.58%

-3.18%

+2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

Volatility

BSCZ vs. VCIT - Volatility Comparison


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Volatility by Period


BSCZVCITDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.84%

Volatility (1Y)

Calculated over the trailing 1-year period

4.98%

4.85%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.98%

6.60%

-1.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.98%

6.27%

-1.29%