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BSJP vs. FLRT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BSJP and FLRT is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

BSJP vs. FLRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2025 High Yield Corporate Bond ETF (BSJP) and Pacific Global Senior Loan ETF (FLRT). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%AugustSeptemberOctoberNovemberDecember2025
3.65%
3.90%
BSJP
FLRT

Key characteristics

Sharpe Ratio

BSJP:

4.37

FLRT:

6.41

Sortino Ratio

BSJP:

7.83

FLRT:

10.46

Omega Ratio

BSJP:

2.04

FLRT:

3.09

Calmar Ratio

BSJP:

18.29

FLRT:

17.00

Martin Ratio

BSJP:

73.47

FLRT:

83.23

Ulcer Index

BSJP:

0.11%

FLRT:

0.11%

Daily Std Dev

BSJP:

1.78%

FLRT:

1.39%

Max Drawdown

BSJP:

-23.58%

FLRT:

-20.96%

Current Drawdown

BSJP:

0.00%

FLRT:

0.00%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with BSJP at 0.57% and FLRT at 0.57%.


BSJP

YTD

0.57%

1M

0.66%

6M

3.65%

1Y

7.44%

5Y*

4.47%

10Y*

N/A

FLRT

YTD

0.57%

1M

0.64%

6M

3.91%

1Y

8.78%

5Y*

5.60%

10Y*

N/A

*Annualized

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BSJP vs. FLRT - Expense Ratio Comparison

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


FLRT
Pacific Global Senior Loan ETF
Expense ratio chart for FLRT: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
Expense ratio chart for BSJP: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%

Risk-Adjusted Performance

BSJP vs. FLRT — Risk-Adjusted Performance Rank

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

BSJP
The Risk-Adjusted Performance Rank of BSJP is 9999
Overall Rank
The Sharpe Ratio Rank of BSJP is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of BSJP is 9898
Sortino Ratio Rank
The Omega Ratio Rank of BSJP is 9898
Omega Ratio Rank
The Calmar Ratio Rank of BSJP is 9999
Calmar Ratio Rank
The Martin Ratio Rank of BSJP is 9999
Martin Ratio Rank

FLRT
The Risk-Adjusted Performance Rank of FLRT is 9999
Overall Rank
The Sharpe Ratio Rank of FLRT is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of FLRT is 9999
Sortino Ratio Rank
The Omega Ratio Rank of FLRT is 9999
Omega Ratio Rank
The Calmar Ratio Rank of FLRT is 9999
Calmar Ratio Rank
The Martin Ratio Rank of FLRT is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BSJP vs. FLRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2025 High Yield Corporate Bond ETF (BSJP) 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.


Sharpe ratio
The chart of Sharpe ratio for BSJP, currently valued at 4.37, compared to the broader market0.002.004.004.376.41
The chart of Sortino ratio for BSJP, currently valued at 7.83, compared to the broader market0.005.0010.007.8310.46
The chart of Omega ratio for BSJP, currently valued at 2.04, compared to the broader market0.501.001.502.002.503.002.043.09
The chart of Calmar ratio for BSJP, currently valued at 18.29, compared to the broader market0.005.0010.0015.0020.0018.2917.00
The chart of Martin ratio for BSJP, currently valued at 73.47, compared to the broader market0.0020.0040.0060.0080.00100.0073.4783.23
BSJP
FLRT

The current BSJP Sharpe Ratio is 4.37, which is lower than the FLRT Sharpe Ratio of 6.41. The chart below compares the historical Sharpe Ratios of BSJP and FLRT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio4.005.006.007.008.00AugustSeptemberOctoberNovemberDecember2025
4.37
6.41
BSJP
FLRT

Dividends

BSJP vs. FLRT - Dividend Comparison

BSJP's dividend yield for the trailing twelve months is around 6.03%, less than FLRT's 7.81% yield.


TTM2024202320222021202020192018201720162015
BSJP
Invesco BulletShares 2025 High Yield Corporate Bond ETF
6.03%6.25%7.07%5.37%4.26%4.95%5.50%5.84%1.32%0.00%0.00%
FLRT
Pacific Global Senior Loan ETF
7.81%7.93%8.42%5.81%3.16%3.51%4.31%3.97%3.20%3.38%3.21%

Drawdowns

BSJP vs. FLRT - Drawdown Comparison

The maximum BSJP drawdown since its inception was -23.58%, which is greater than FLRT's maximum drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for BSJP and FLRT. For additional features, visit the drawdowns tool.


-0.40%-0.30%-0.20%-0.10%0.00%AugustSeptemberOctoberNovemberDecember202500
BSJP
FLRT

Volatility

BSJP vs. FLRT - Volatility Comparison

The current volatility for Invesco BulletShares 2025 High Yield Corporate Bond ETF (BSJP) is 0.35%, while Pacific Global Senior Loan ETF (FLRT) has a volatility of 0.45%. This indicates that BSJP experiences smaller price fluctuations and is considered to be less risky than FLRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.20%0.30%0.40%0.50%0.60%AugustSeptemberOctoberNovemberDecember2025
0.35%
0.45%
BSJP
FLRT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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