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

Correlation

The correlation between BSJP and VOO is 0.69, 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.


-0.50.00.51.00.7

Performance

BSJP vs. VOO - 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 Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.14%
10.43%
BSJP
VOO

Key characteristics

Sharpe Ratio

BSJP:

3.69

VOO:

2.22

Sortino Ratio

BSJP:

5.96

VOO:

2.95

Omega Ratio

BSJP:

1.85

VOO:

1.42

Calmar Ratio

BSJP:

11.36

VOO:

3.27

Martin Ratio

BSJP:

61.46

VOO:

14.57

Ulcer Index

BSJP:

0.12%

VOO:

1.90%

Daily Std Dev

BSJP:

1.99%

VOO:

12.47%

Max Drawdown

BSJP:

-23.58%

VOO:

-33.99%

Current Drawdown

BSJP:

-0.65%

VOO:

-1.77%

Returns By Period

In the year-to-date period, BSJP achieves a 7.40% return, which is significantly lower than VOO's 26.92% return.


BSJP

YTD

7.40%

1M

-0.17%

6M

3.14%

1Y

7.40%

5Y*

4.18%

10Y*

N/A

VOO

YTD

26.92%

1M

0.27%

6M

10.43%

1Y

27.36%

5Y*

14.95%

10Y*

13.12%

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. VOO - Expense Ratio Comparison

BSJP has a 0.42% expense ratio, which is higher than VOO's 0.03% expense ratio.


BSJP
Invesco BulletShares 2025 High Yield Corporate Bond ETF
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%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

BSJP vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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 3.69, compared to the broader market0.002.004.003.692.22
The chart of Sortino ratio for BSJP, currently valued at 5.96, compared to the broader market-2.000.002.004.006.008.0010.005.962.95
The chart of Omega ratio for BSJP, currently valued at 1.85, compared to the broader market0.501.001.502.002.503.001.851.42
The chart of Calmar ratio for BSJP, currently valued at 11.36, compared to the broader market0.005.0010.0015.0011.363.27
The chart of Martin ratio for BSJP, currently valued at 61.46, compared to the broader market0.0020.0040.0060.0080.00100.0061.4614.57
BSJP
VOO

The current BSJP Sharpe Ratio is 3.69, which is higher than the VOO Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of BSJP and VOO, 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
3.69
2.22
BSJP
VOO

Dividends

BSJP vs. VOO - Dividend Comparison

BSJP's dividend yield for the trailing twelve months is around 5.81%, more than VOO's 1.23% yield.


TTM20232022202120202019201820172016201520142013
BSJP
Invesco BulletShares 2025 High Yield Corporate Bond ETF
5.81%7.07%5.37%4.26%4.95%5.50%5.84%1.32%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

BSJP vs. VOO - Drawdown Comparison

The maximum BSJP drawdown since its inception was -23.58%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BSJP and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.65%
-1.77%
BSJP
VOO

Volatility

BSJP vs. VOO - Volatility Comparison

The current volatility for Invesco BulletShares 2025 High Yield Corporate Bond ETF (BSJP) is 0.89%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.78%. This indicates that BSJP experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
0.89%
3.78%
BSJP
VOO
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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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