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

Performance

BSJO vs. EIFAX - 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 Eaton Vance Floating-Rate Advantage Fund (EIFAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BSJO vs. EIFAX - Yearly Performance Comparison


Returns By Period


BSJO

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

EIFAX

1D
0.11%
1M
-0.32%
YTD
-1.88%
6M
-1.19%
1Y
2.70%
3Y*
6.43%
5Y*
4.64%
10Y*
5.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


BSJO vs. EIFAX - Expense Ratio Comparison

BSJO has a 0.42% expense ratio, which is lower than EIFAX's 0.47% expense ratio.


Return for Risk

BSJO vs. EIFAX — Risk / Return Rank

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

BSJO

EIFAX
EIFAX Risk / Return Rank: 4242
Overall Rank
EIFAX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
EIFAX Sortino Ratio Rank: 3333
Sortino Ratio Rank
EIFAX Omega Ratio Rank: 6262
Omega Ratio Rank
EIFAX Calmar Ratio Rank: 4545
Calmar Ratio Rank
EIFAX Martin Ratio Rank: 3535
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. EIFAX - 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 Eaton Vance Floating-Rate Advantage Fund (EIFAX). 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. EIFAX - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


BSJOEIFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

Dividends

BSJO vs. EIFAX - Dividend Comparison

BSJO has not paid dividends to shareholders, while EIFAX's dividend yield for the trailing twelve months is around 7.40%.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%
EIFAX
Eaton Vance Floating-Rate Advantage Fund
7.40%8.09%8.91%7.02%5.92%4.03%4.51%5.58%5.10%4.46%5.02%5.29%

Drawdowns

BSJO vs. EIFAX - Drawdown Comparison

The maximum BSJO drawdown since its inception was 0.00%, smaller than the maximum EIFAX drawdown of -40.28%. Use the drawdown chart below to compare losses from any high point for BSJO and EIFAX.


Loading graphics...

Drawdown Indicators


BSJOEIFAXDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-40.28%

+40.28%

Max Drawdown (1Y)

Largest decline over 1 year

-2.45%

Max Drawdown (5Y)

Largest decline over 5 years

-7.63%

Max Drawdown (10Y)

Largest decline over 10 years

-24.22%

Current Drawdown

Current decline from peak

0.00%

-2.18%

+2.18%

Average Drawdown

Average peak-to-trough decline

0.00%

-2.28%

+2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

Volatility

BSJO vs. EIFAX - Volatility Comparison


Loading graphics...

Volatility by Period


BSJOEIFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

Volatility (6M)

Calculated over the trailing 6-month period

1.83%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

3.31%

-3.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

3.10%

-3.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

4.45%

-4.45%