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BSJR vs. MHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSJR vs. MHY - 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 Man Active High Yield ETF (MHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSJR achieves a 1.34% return, which is significantly lower than MHY's 3.85% return.


BSJR

1D
0.18%
1M
0.47%
YTD
1.34%
6M
1.63%
1Y
4.64%
3Y*
7.71%
5Y*
3.35%
10Y*

MHY

1D
0.31%
1M
1.86%
YTD
3.85%
6M
4.07%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSJR vs. MHY - Yearly Performance Comparison


Correlation

The correlation between BSJR and MHY is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 18, 2025

0.61

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Return for Risk

BSJR vs. MHY — Risk / Return Rank

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

BSJR
BSJR Risk / Return Rank: 8282
Overall Rank
BSJR Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
BSJR Sortino Ratio Rank: 8383
Sortino Ratio Rank
BSJR Omega Ratio Rank: 8181
Omega Ratio Rank
BSJR Calmar Ratio Rank: 8181
Calmar Ratio Rank
BSJR Martin Ratio Rank: 8989
Martin Ratio Rank

MHY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

BSJR vs. MHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR) and Man Active High Yield ETF (MHY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BSJRMHYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.45

Calmar ratioReturn relative to maximum drawdown

4.01

Martin ratioReturn relative to average drawdown

18.30

BSJR vs. MHY - Sharpe Ratio Comparison


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Drawdowns

BSJR vs. MHY - Drawdown Comparison

The maximum BSJR drawdown since its inception was -22.58%, which is greater than MHY's maximum drawdown of -1.58%. Use the drawdown chart below to compare losses from any high point for BSJR and MHY.


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Drawdown Indicators


BSJRMHYDifference

Max Drawdown

Largest peak-to-trough decline

-22.58%

-1.58%

-21.00%

Max Drawdown (1Y)

Largest decline over 1 year

-1.16%

Max Drawdown (3Y)

Largest decline over 3 years

-3.15%

Max Drawdown (5Y)

Largest decline over 5 years

-16.37%

Current Drawdown

Current decline from peak

-0.04%

0.00%

-0.04%

Average Drawdown

Average peak-to-trough decline

-3.23%

-0.29%

-2.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

Volatility

BSJR vs. MHY - Volatility Comparison


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Volatility by Period


BSJRMHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.65%

Volatility (6M)

Calculated over the trailing 6-month period

1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

2.09%

2.99%

-0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.73%

2.99%

+3.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.34%

2.99%

+6.35%

BSJR vs. MHY - Expense Ratio Comparison

BSJR has a 0.42% expense ratio, which is lower than MHY's 0.69% expense ratio.


Dividends

BSJR vs. MHY - Dividend Comparison

BSJR's dividend yield for the trailing twelve months is around 5.74%, more than MHY's 3.56% yield.


PositionTTM2025202420232022202120202019
BSJR
Invesco BulletShares 2027 High Yield Corporate Bond ETF
5.74%6.19%6.75%6.48%5.37%4.49%4.53%1.20%
MHY
Man Active High Yield ETF
3.56%3.42%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BSJR and MHY have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BSJR is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BSJR is cheaper with a 0.42% expense ratio, compared with 0.69% for MHY.

BSJR has the higher dividend yield at 5.74%, compared with 3.56% for MHY.

They also come from different issuers: Invesco and Man Group. Their fees differ too: 0.42% for BSJR and 0.69% for MHY.

Portfolio Optimizer

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