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BSCZ vs. VTC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSCZ vs. VTC - Performance Comparison

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

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BSCZ vs. VTC - Yearly Performance Comparison


Returns By Period

In the year-to-date period, BSCZ achieves a -0.38% return, which is significantly lower than VTC's -0.26% return.


BSCZ

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

VTC

1D
0.55%
1M
-1.83%
YTD
-0.26%
6M
0.39%
1Y
4.99%
3Y*
4.65%
5Y*
0.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSCZ vs. VTC - Expense Ratio Comparison

BSCZ has a 0.10% expense ratio, which is higher than VTC'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. VTC — Risk / Return Rank

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

BSCZ

VTC
VTC Risk / Return Rank: 5757
Overall Rank
VTC Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VTC Sortino Ratio Rank: 5151
Sortino Ratio Rank
VTC Omega Ratio Rank: 4949
Omega Ratio Rank
VTC Calmar Ratio Rank: 7373
Calmar Ratio Rank
VTC Martin Ratio Rank: 5858
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. VTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2035 Corporate Bond ETF (BSCZ) and Vanguard Total Corporate Bond ETF (VTC). 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. VTC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BSCZVTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

1.34

0.31

+1.03

Correlation

The correlation between BSCZ and VTC 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. VTC - Dividend Comparison

BSCZ's dividend yield for the trailing twelve months is around 3.25%, less than VTC's 4.86% yield.


TTM202520242023202220212020201920182017
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%
VTC
Vanguard Total Corporate Bond ETF
4.86%4.76%4.50%3.80%3.13%2.36%2.69%3.34%3.53%0.55%

Drawdowns

BSCZ vs. VTC - Drawdown Comparison

The maximum BSCZ drawdown since its inception was -3.28%, smaller than the maximum VTC drawdown of -22.05%. Use the drawdown chart below to compare losses from any high point for BSCZ and VTC.


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Drawdown Indicators


BSCZVTCDifference

Max Drawdown

Largest peak-to-trough decline

-3.28%

-22.05%

+18.77%

Max Drawdown (1Y)

Largest decline over 1 year

-2.89%

Max Drawdown (5Y)

Largest decline over 5 years

-22.05%

Current Drawdown

Current decline from peak

-2.01%

-1.83%

-0.18%

Average Drawdown

Average peak-to-trough decline

-0.58%

-5.94%

+5.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

Volatility

BSCZ vs. VTC - Volatility Comparison


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Volatility by Period


BSCZVTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.19%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

4.98%

5.44%

-0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.98%

7.08%

-2.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.98%

7.74%

-2.76%