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

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 charts...

Returns By Period


BSJO

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

EIFAX

1D
0.00%
1M
0.00%
6M
0.62%
YTD
0.51%
1Y
2.27%
3Y*
5.92%
5Y*
4.82%
10Y*
4.88%
ALL TIME*
5.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00

BSJO vs. EIFAX - 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. EIFAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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.


EIFAX
EIFAX Risk / Return Rank: 2828
Overall Rank
EIFAX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
EIFAX Sortino Ratio Rank: 3636
Sortino Ratio Rank
EIFAX Omega Ratio Rank: 4141
Omega Ratio Rank
EIFAX Calmar Ratio Rank: 1818
Calmar Ratio Rank
EIFAX Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.


BSJOEIFAXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

0.95

Martin ratioReturn relative to average drawdown

2.85

BSJO vs. EIFAX - Sharpe Ratio Comparison


Loading charts...

Drawdowns

BSJO vs. EIFAX - Drawdown Comparison


Loading charts...

Drawdown Indicators


BSJOEIFAXDifference

Max Drawdown

Largest peak-to-trough decline

-40.28%

Max Drawdown (1Y)

Largest decline over 1 year

-2.29%

Max Drawdown (3Y)

Largest decline over 3 years

-3.43%

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

-0.21%

Average Drawdown

Average peak-to-trough decline

-2.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

Volatility

BSJO vs. EIFAX - Volatility Comparison


Loading charts...

Volatility by Period


BSJOEIFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.22%

Volatility (6M)

Calculated over the trailing 6-month period

1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

2.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.45%

BSJO vs. EIFAX - Expense Ratio Comparison

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


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 6.86%.


PositionTTM20252024202320222021202020192018201720162015
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
6.86%8.09%8.91%7.02%5.92%4.03%4.51%5.58%5.10%4.46%5.02%5.29%
Portfolio Optimizer

Find the right allocation for BSJO and EIFAX

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