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

Performance

BSJO vs. FLRT - 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 Pacific Global Senior Loan ETF (FLRT). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BSJO vs. FLRT - Yearly Performance Comparison


Returns By Period


BSJO

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

FLRT

1D
0.22%
1M
0.50%
YTD
-0.24%
6M
1.25%
1Y
5.26%
3Y*
8.81%
5Y*
5.70%
10Y*
4.93%
*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. FLRT - Expense Ratio Comparison

BSJO has a 0.42% expense ratio, which is lower than FLRT's 0.69% expense ratio.


Return for Risk

BSJO vs. FLRT — Risk / Return Rank

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

BSJO

FLRT
FLRT Risk / Return Rank: 8686
Overall Rank
FLRT Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FLRT Sortino Ratio Rank: 8585
Sortino Ratio Rank
FLRT Omega Ratio Rank: 9797
Omega Ratio Rank
FLRT Calmar Ratio Rank: 8080
Calmar Ratio Rank
FLRT Martin Ratio Rank: 8181
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. FLRT - 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 Pacific Global Senior Loan ETF (FLRT). 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. FLRT - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


BSJOFLRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

Dividends

BSJO vs. FLRT - Dividend Comparison

BSJO has not paid dividends to shareholders, while FLRT's dividend yield for the trailing twelve months is around 6.92%.


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%
FLRT
Pacific Global Senior Loan ETF
6.92%6.93%7.93%8.40%5.81%3.16%3.52%4.30%3.95%3.20%3.38%3.21%

Drawdowns

BSJO vs. FLRT - Drawdown Comparison

The maximum BSJO drawdown since its inception was 0.00%, smaller than the maximum FLRT drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for BSJO and FLRT.


Loading graphics...

Drawdown Indicators


BSJOFLRTDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-20.96%

+20.96%

Max Drawdown (1Y)

Largest decline over 1 year

-2.47%

Max Drawdown (5Y)

Largest decline over 5 years

-7.60%

Max Drawdown (10Y)

Largest decline over 10 years

-20.96%

Current Drawdown

Current decline from peak

0.00%

-0.93%

+0.93%

Average Drawdown

Average peak-to-trough decline

0.00%

-1.43%

+1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

Volatility

BSJO vs. FLRT - Volatility Comparison


Loading graphics...

Volatility by Period


BSJOFLRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.47%

Volatility (6M)

Calculated over the trailing 6-month period

1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

3.04%

-3.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

2.32%

-2.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

6.24%

-6.24%