PortfoliosLab logoPortfoliosLab logo
BSJP vs. HYFI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSJP vs. HYFI - 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 AB High Yield ETF (HYFI). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BSJP vs. HYFI - Yearly Performance Comparison


2026 (YTD)202520242023
BSJP
Invesco BulletShares 2025 High Yield Corporate Bond ETF
0.00%4.46%8.07%6.88%
HYFI
AB High Yield ETF
0.22%8.91%7.98%8.66%

Returns By Period


BSJP

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

HYFI

1D
0.16%
1M
-0.29%
YTD
0.22%
6M
1.34%
1Y
8.34%
3Y*
5Y*
10Y*
*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.


BSJP vs. HYFI - Expense Ratio Comparison

BSJP has a 0.42% expense ratio, which is higher than HYFI's 0.40% expense ratio.


Return for Risk

BSJP vs. HYFI — Risk / Return Rank

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

BSJP

HYFI
HYFI Risk / Return Rank: 7272
Overall Rank
HYFI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
HYFI Sortino Ratio Rank: 6969
Sortino Ratio Rank
HYFI Omega Ratio Rank: 8080
Omega Ratio Rank
HYFI Calmar Ratio Rank: 5656
Calmar Ratio Rank
HYFI Martin Ratio Rank: 8484
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.

BSJP vs. HYFI - Risk-Adjusted Trends Comparison

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

BSJP vs. HYFI - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


BSJPHYFIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

Sharpe Ratio (All Time)

Calculated using the full available price history

1.66

Correlation

The correlation between BSJP and HYFI is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BSJP vs. HYFI - Dividend Comparison

BSJP's dividend yield for the trailing twelve months is around 3.10%, less than HYFI's 6.86% yield.


TTM202520242023202220212020201920182017
BSJP
Invesco BulletShares 2025 High Yield Corporate Bond ETF
3.10%4.50%6.25%7.07%5.37%4.27%4.96%5.49%5.84%1.32%
HYFI
AB High Yield ETF
6.86%6.66%6.57%4.17%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BSJP vs. HYFI - Drawdown Comparison


Loading graphics...

Drawdown Indicators


BSJPHYFIDifference

Max Drawdown

Largest peak-to-trough decline

-6.34%

Max Drawdown (1Y)

Largest decline over 1 year

-5.28%

Current Drawdown

Current decline from peak

-1.00%

Average Drawdown

Average peak-to-trough decline

-0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

Volatility

BSJP vs. HYFI - Volatility Comparison


Loading graphics...

Volatility by Period


BSJPHYFIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.38%

Volatility (6M)

Calculated over the trailing 6-month period

3.07%

Volatility (1Y)

Calculated over the trailing 1-year period

6.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.44%