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BSJO vs. FSYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSJO vs. FSYD - 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 Fidelity Sustainable High Yield ETF (FSYD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BSJO

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

FSYD

1D
-0.12%
1M
0.58%
YTD
3.52%
6M
3.82%
1Y
9.75%
3Y*
9.75%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSJO vs. FSYD - Yearly Performance Comparison


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Return for Risk

BSJO vs. FSYD — 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.


FSYD
FSYD Risk / Return Rank: 8080
Overall Rank
FSYD Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FSYD Sortino Ratio Rank: 8585
Sortino Ratio Rank
FSYD Omega Ratio Rank: 8383
Omega Ratio Rank
FSYD Calmar Ratio Rank: 7474
Calmar Ratio Rank
FSYD Martin Ratio Rank: 7878
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. FSYD - 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 Fidelity Sustainable High Yield ETF (FSYD). 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.


BSJOFSYDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.48

Calmar ratioReturn relative to maximum drawdown

3.66

Martin ratioReturn relative to average drawdown

14.60

BSJO vs. FSYD - Sharpe Ratio Comparison


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Drawdowns

BSJO vs. FSYD - Drawdown Comparison

The maximum BSJO drawdown since its inception was 0.00%, smaller than the maximum FSYD drawdown of -12.11%. Use the drawdown chart below to compare losses from any high point for BSJO and FSYD.


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Drawdown Indicators


BSJOFSYDDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-12.11%

+12.11%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

Max Drawdown (3Y)

Largest decline over 3 years

-5.49%

Current Drawdown

Current decline from peak

0.00%

-0.27%

+0.27%

Average Drawdown

Average peak-to-trough decline

0.00%

-2.38%

+2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

Volatility

BSJO vs. FSYD - Volatility Comparison


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Volatility by Period


BSJOFSYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

Volatility (6M)

Calculated over the trailing 6-month period

3.17%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

4.13%

-4.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

7.82%

-7.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

7.82%

-7.82%

BSJO vs. FSYD - Expense Ratio Comparison

BSJO has a 0.42% expense ratio, which is lower than FSYD's 0.55% expense ratio.


Dividends

BSJO vs. FSYD - Dividend Comparison

BSJO has not paid dividends to shareholders, while FSYD's dividend yield for the trailing twelve months is around 6.31%.


PositionTTM2025202420232022
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%0.00%
FSYD
Fidelity Sustainable High Yield ETF
6.31%6.49%6.47%6.70%5.29%

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 0.55% for FSYD.

FSYD has the higher dividend yield at 6.31%, compared with 0.00% for BSJO.

They also come from different issuers: Invesco and Fidelity. Their fees differ too: 0.42% for BSJO and 0.55% for FSYD.

Portfolio Optimizer

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