PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BSJR vs. JSI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BSJR and JSI is 0.50, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

BSJR vs. JSI - 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 Janus Henderson Securitized Income ETF (JSI). The values are adjusted to include any dividend payments, if applicable.

9.00%10.00%11.00%12.00%13.00%14.00%15.00%NovemberDecember2025FebruaryMarchApril
12.73%
12.75%
BSJR
JSI

Key characteristics

Sharpe Ratio

BSJR:

2.03

JSI:

2.63

Sortino Ratio

BSJR:

2.87

JSI:

3.97

Omega Ratio

BSJR:

1.38

JSI:

1.53

Calmar Ratio

BSJR:

3.51

JSI:

5.13

Martin Ratio

BSJR:

17.46

JSI:

16.48

Ulcer Index

BSJR:

0.39%

JSI:

0.46%

Daily Std Dev

BSJR:

3.33%

JSI:

2.89%

Max Drawdown

BSJR:

-22.58%

JSI:

-1.48%

Current Drawdown

BSJR:

-1.69%

JSI:

-0.75%

Returns By Period

In the year-to-date period, BSJR achieves a 0.43% return, which is significantly lower than JSI's 1.66% return.


BSJR

YTD

0.43%

1M

-1.64%

6M

0.98%

1Y

6.91%

5Y*

6.97%

10Y*

N/A

JSI

YTD

1.66%

1M

-0.09%

6M

2.20%

1Y

7.49%

5Y*

N/A

10Y*

N/A

*Annualized

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. JSI - Expense Ratio Comparison

BSJR has a 0.42% expense ratio, which is lower than JSI's 0.50% expense ratio.


JSI
Janus Henderson Securitized Income ETF
Expense ratio chart for JSI: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JSI: 0.50%
Expense ratio chart for BSJR: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BSJR: 0.42%

Risk-Adjusted Performance

BSJR vs. JSI — Risk-Adjusted Performance Rank

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

BSJR
The Risk-Adjusted Performance Rank of BSJR is 9595
Overall Rank
The Sharpe Ratio Rank of BSJR is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of BSJR is 9595
Sortino Ratio Rank
The Omega Ratio Rank of BSJR is 9595
Omega Ratio Rank
The Calmar Ratio Rank of BSJR is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BSJR is 9696
Martin Ratio Rank

JSI
The Risk-Adjusted Performance Rank of JSI is 9797
Overall Rank
The Sharpe Ratio Rank of JSI is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of JSI is 9797
Sortino Ratio Rank
The Omega Ratio Rank of JSI is 9696
Omega Ratio Rank
The Calmar Ratio Rank of JSI is 9797
Calmar Ratio Rank
The Martin Ratio Rank of JSI is 9696
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.

BSJR vs. JSI - 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 Janus Henderson Securitized Income ETF (JSI). 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 2.03, compared to the broader market-1.000.001.002.003.004.005.00
BSJR: 2.03
JSI: 2.63
The chart of Sortino ratio for BSJR, currently valued at 2.87, compared to the broader market-2.000.002.004.006.008.0010.00
BSJR: 2.87
JSI: 3.97
The chart of Omega ratio for BSJR, currently valued at 1.38, compared to the broader market0.501.001.502.002.50
BSJR: 1.38
JSI: 1.53
The chart of Calmar ratio for BSJR, currently valued at 3.51, compared to the broader market0.005.0010.0015.00
BSJR: 3.51
JSI: 5.13
The chart of Martin ratio for BSJR, currently valued at 17.46, compared to the broader market0.0020.0040.0060.0080.00
BSJR: 17.46
JSI: 16.48

The current BSJR Sharpe Ratio is 2.03, which is comparable to the JSI Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of BSJR and JSI, 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 Ratio2.002.503.00Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30
2.03
2.63
BSJR
JSI

Dividends

BSJR vs. JSI - Dividend Comparison

BSJR's dividend yield for the trailing twelve months is around 6.81%, more than JSI's 6.33% yield.


TTM202420232022202120202019
BSJR
Invesco BulletShares 2027 High Yield Corporate Bond ETF
6.81%6.75%6.48%5.37%4.49%4.53%1.20%
JSI
Janus Henderson Securitized Income ETF
6.33%6.16%0.84%0.00%0.00%0.00%0.00%

Drawdowns

BSJR vs. JSI - Drawdown Comparison

The maximum BSJR drawdown since its inception was -22.58%, which is greater than JSI's maximum drawdown of -1.48%. Use the drawdown chart below to compare losses from any high point for BSJR and JSI. For additional features, visit the drawdowns tool.


-1.50%-1.00%-0.50%0.00%NovemberDecember2025FebruaryMarchApril
-1.69%
-0.75%
BSJR
JSI

Volatility

BSJR vs. JSI - Volatility Comparison

Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR) has a higher volatility of 1.32% compared to Janus Henderson Securitized Income ETF (JSI) at 1.02%. This indicates that BSJR's price experiences larger fluctuations and is considered to be riskier than JSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.60%0.80%1.00%1.20%1.40%NovemberDecember2025FebruaryMarchApril
1.32%
1.02%
BSJR
JSI
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab