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BSJO vs. BLCR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSJO vs. BLCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO) and Blackrock Large Cap Core ETF (BLCR). The values are adjusted to include any dividend payments, if applicable.

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BSJO vs. BLCR - Yearly Performance Comparison


Returns By Period


BSJO

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

BLCR

1D
3.51%
1M
-5.06%
YTD
-3.06%
6M
2.52%
1Y
34.54%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSJO vs. BLCR - Expense Ratio Comparison

BSJO has a 0.42% expense ratio, which is higher than BLCR's 0.36% expense ratio.


Return for Risk

BSJO vs. BLCR — Risk / Return Rank

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

BSJO

BLCR
BLCR Risk / Return Rank: 8787
Overall Rank
BLCR Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
BLCR Sortino Ratio Rank: 8686
Sortino Ratio Rank
BLCR Omega Ratio Rank: 8585
Omega Ratio Rank
BLCR Calmar Ratio Rank: 8989
Calmar Ratio Rank
BLCR Martin Ratio Rank: 9191
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.

BSJO vs. BLCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO) and Blackrock Large Cap Core ETF (BLCR). 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.

BSJO vs. BLCR - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BSJOBLCRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

Sharpe Ratio (All Time)

Calculated using the full available price history

1.40

Dividends

BSJO vs. BLCR - Dividend Comparison

BSJO has not paid dividends to shareholders, while BLCR's dividend yield for the trailing twelve months is around 0.28%.


TTM202520242023
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%
BLCR
Blackrock Large Cap Core ETF
0.28%0.33%0.75%0.13%

Drawdowns

BSJO vs. BLCR - Drawdown Comparison

The maximum BSJO drawdown since its inception was 0.00%, smaller than the maximum BLCR drawdown of -21.29%. Use the drawdown chart below to compare losses from any high point for BSJO and BLCR.


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Drawdown Indicators


BSJOBLCRDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-21.29%

+21.29%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

Current Drawdown

Current decline from peak

0.00%

-7.11%

+7.11%

Average Drawdown

Average peak-to-trough decline

0.00%

-2.28%

+2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

Volatility

BSJO vs. BLCR - Volatility Comparison


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Volatility by Period


BSJOBLCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.06%

Volatility (6M)

Calculated over the trailing 6-month period

12.45%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

21.12%

-21.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

17.59%

-17.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

17.59%

-17.59%