PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BSJN vs. SCHF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BSJN and SCHF is 0.56, 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.


-0.50.00.51.00.6

Performance

BSJN vs. SCHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2023 High Yield Corporate Bond ETF (BSJN) and Schwab International Equity ETF (SCHF). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
37.75%
93.14%
BSJN
SCHF

Key characteristics

Returns By Period


BSJN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SCHF

YTD

3.06%

1M

-1.98%

6M

-1.78%

1Y

4.70%

5Y*

6.27%

10Y*

6.65%

Compare stocks, funds, or ETFs

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


BSJN vs. SCHF - Expense Ratio Comparison

BSJN has a 0.42% expense ratio, which is higher than SCHF's 0.06% expense ratio.


BSJN
Invesco BulletShares 2023 High Yield Corporate Bond ETF
Expense ratio chart for BSJN: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for SCHF: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

BSJN vs. SCHF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2023 High Yield Corporate Bond ETF (BSJN) and Schwab International Equity ETF (SCHF). 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
No data
The chart of Calmar ratio for BSJN, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.000.62
BSJN
SCHF


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-1.00
0.44
BSJN
SCHF

Dividends

BSJN vs. SCHF - Dividend Comparison

BSJN has not paid dividends to shareholders, while SCHF's dividend yield for the trailing twelve months is around 3.27%.


TTM20232022202120202019201820172016201520142013
BSJN
Invesco BulletShares 2023 High Yield Corporate Bond ETF
0.00%4.80%4.16%3.60%4.67%5.38%5.58%4.97%4.72%1.05%0.00%0.00%
SCHF
Schwab International Equity ETF
3.27%4.03%5.61%5.39%2.08%5.13%3.06%4.70%5.15%2.26%2.90%4.42%

Drawdowns

BSJN vs. SCHF - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.19%
-9.18%
BSJN
SCHF

Volatility

BSJN vs. SCHF - Volatility Comparison

The current volatility for Invesco BulletShares 2023 High Yield Corporate Bond ETF (BSJN) is 0.00%, while Schwab International Equity ETF (SCHF) has a volatility of 3.56%. This indicates that BSJN experiences smaller price fluctuations and is considered to be less risky than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember0
3.56%
BSJN
SCHF
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab