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BSJR vs. EIFAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BSJR and EIFAX is 0.31, 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.


-0.50.00.51.00.3

Performance

BSJR vs. EIFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR) and Eaton Vance Floating-Rate Advantage Fund (EIFAX). The values are adjusted to include any dividend payments, if applicable.

15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
19.95%
31.19%
BSJR
EIFAX

Key characteristics

Sharpe Ratio

BSJR:

2.14

EIFAX:

3.19

Sortino Ratio

BSJR:

3.17

EIFAX:

9.43

Omega Ratio

BSJR:

1.40

EIFAX:

2.88

Calmar Ratio

BSJR:

3.84

EIFAX:

11.21

Martin Ratio

BSJR:

16.13

EIFAX:

51.43

Ulcer Index

BSJR:

0.46%

EIFAX:

0.17%

Daily Std Dev

BSJR:

3.46%

EIFAX:

2.81%

Max Drawdown

BSJR:

-22.58%

EIFAX:

-38.15%

Current Drawdown

BSJR:

-0.66%

EIFAX:

-0.30%

Returns By Period

The year-to-date returns for both investments are quite close, with BSJR having a 7.17% return and EIFAX slightly higher at 7.43%.


BSJR

YTD

7.17%

1M

-0.04%

6M

4.80%

1Y

6.95%

5Y*

3.11%

10Y*

N/A

EIFAX

YTD

7.43%

1M

-0.10%

6M

3.76%

1Y

8.85%

5Y*

5.24%

10Y*

5.13%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BSJR vs. EIFAX - Expense Ratio Comparison

BSJR has a 0.42% expense ratio, which is lower than EIFAX's 0.47% expense ratio.


EIFAX
Eaton Vance Floating-Rate Advantage Fund
Expense ratio chart for EIFAX: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
Expense ratio chart for BSJR: 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

BSJR vs. EIFAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR) and Eaton Vance Floating-Rate Advantage Fund (EIFAX). 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 BSJR, currently valued at 2.14, compared to the broader market0.002.004.002.143.19
The chart of Sortino ratio for BSJR, currently valued at 3.17, compared to the broader market-2.000.002.004.006.008.0010.003.179.43
The chart of Omega ratio for BSJR, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.402.88
The chart of Calmar ratio for BSJR, currently valued at 3.84, compared to the broader market0.005.0010.0015.003.8411.21
The chart of Martin ratio for BSJR, currently valued at 16.13, compared to the broader market0.0020.0040.0060.0080.00100.0016.1351.43
BSJR
EIFAX

The current BSJR Sharpe Ratio is 2.14, which is lower than the EIFAX Sharpe Ratio of 3.19. The chart below compares the historical Sharpe Ratios of BSJR and EIFAX, 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 Ratio2.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.14
3.19
BSJR
EIFAX

Dividends

BSJR vs. EIFAX - Dividend Comparison

BSJR's dividend yield for the trailing twelve months is around 6.15%, less than EIFAX's 8.65% yield.


TTM20232022202120202019201820172016201520142013
BSJR
Invesco BulletShares 2027 High Yield Corporate Bond ETF
6.15%6.49%5.38%4.50%4.53%1.20%0.00%0.00%0.00%0.00%0.00%0.00%
EIFAX
Eaton Vance Floating-Rate Advantage Fund
8.65%9.33%5.92%4.03%4.52%5.58%5.10%4.46%5.03%5.29%4.79%4.82%

Drawdowns

BSJR vs. EIFAX - Drawdown Comparison

The maximum BSJR drawdown since its inception was -22.58%, smaller than the maximum EIFAX drawdown of -38.15%. Use the drawdown chart below to compare losses from any high point for BSJR and EIFAX. For additional features, visit the drawdowns tool.


-1.20%-1.00%-0.80%-0.60%-0.40%-0.20%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.66%
-0.30%
BSJR
EIFAX

Volatility

BSJR vs. EIFAX - Volatility Comparison

Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR) has a higher volatility of 1.24% compared to Eaton Vance Floating-Rate Advantage Fund (EIFAX) at 0.31%. This indicates that BSJR's price experiences larger fluctuations and is considered to be riskier than EIFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.20%0.40%0.60%0.80%1.00%1.20%JulyAugustSeptemberOctoberNovemberDecember
1.24%
0.31%
BSJR
EIFAX
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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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