PortfoliosLab logoPortfoliosLab logo
BSJO vs. CHGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSJO vs. CHGX - 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 Change Finance U.S. Large Cap Fossil Fuel Free ETF (CHGX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


BSJO

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

CHGX

1D
0.18%
1M
0.15%
6M
18.44%
YTD
21.57%
1Y
27.83%
3Y*
18.97%
5Y*
9.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSJO vs. CHGX - Yearly Performance Comparison


Compare stocks, funds, or ETFs

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


Return for Risk

BSJO vs. CHGX — Risk / Return Rank

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

BSJO

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


CHGX
CHGX Risk / Return Rank: 7373
Overall Rank
CHGX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CHGX Sortino Ratio Rank: 7171
Sortino Ratio Rank
CHGX Omega Ratio Rank: 6666
Omega Ratio Rank
CHGX Calmar Ratio Rank: 7777
Calmar Ratio Rank
CHGX Martin Ratio Rank: 7979
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. CHGX - 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 Change Finance U.S. Large Cap Fossil Fuel Free ETF (CHGX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BSJOCHGXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

3.19

Martin ratioReturn relative to average drawdown

12.07

BSJO vs. CHGX - Sharpe Ratio Comparison


Loading charts...

Drawdowns

BSJO vs. CHGX - Drawdown Comparison


Loading charts...

Drawdown Indicators


BSJOCHGXDifference

Max Drawdown

Largest peak-to-trough decline

-35.49%

Max Drawdown (1Y)

Largest decline over 1 year

-8.50%

Max Drawdown (3Y)

Largest decline over 3 years

-18.09%

Max Drawdown (5Y)

Largest decline over 5 years

-30.26%

Current Drawdown

Current decline from peak

-1.38%

Average Drawdown

Average peak-to-trough decline

-6.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

Volatility

BSJO vs. CHGX - Volatility Comparison


Loading charts...

Volatility by Period


BSJOCHGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

Volatility (6M)

Calculated over the trailing 6-month period

11.72%

Volatility (1Y)

Calculated over the trailing 1-year period

14.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.34%

BSJO vs. CHGX - Expense Ratio Comparison

BSJO has a 0.42% expense ratio, which is lower than CHGX's 0.49% expense ratio.


Dividends

BSJO vs. CHGX - Dividend Comparison

BSJO has not paid dividends to shareholders, while CHGX's dividend yield for the trailing twelve months is around 0.55%.


PositionTTM202520242023202220212020201920182017
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CHGX
Change Finance U.S. Large Cap Fossil Fuel Free ETF
0.55%0.67%0.76%0.94%1.11%0.56%0.58%0.86%0.00%0.59%

Frequently Asked Questions


On fees, BSJO is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BSJO is cheaper with a 0.42% expense ratio, compared with 0.49% for CHGX.

CHGX has the higher dividend yield at 0.55%, compared with 0.00% for BSJO.

BSJO is categorized as High Yield Bonds, while CHGX is Large Cap Growth Equities. BSJO tracks NASDAQ BulletShares USD High Yield Corporate Bond 2024 TR Index, while CHGX tracks Change Finance Diversified Impact U.S. Large Cap Fossil Fuel Free Index. They also come from different issuers: Invesco and Change Finance. Their fees differ too: 0.42% for BSJO and 0.49% for CHGX.

Portfolio Optimizer

Find the right allocation for BSJO and CHGX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer