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BSJR vs. VGHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSJR vs. VGHY - 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 Vanguard High-Yield Active ETF (VGHY). 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 1.27% return, which is significantly lower than VGHY's 1.44% return.


BSJR

1D
0.15%
1M
0.25%
YTD
1.27%
6M
1.81%
1Y
4.78%
3Y*
7.93%
5Y*
3.40%
10Y*

VGHY

1D
0.06%
1M
0.32%
YTD
1.44%
6M
2.05%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSJR vs. VGHY - Yearly Performance Comparison


Correlation

The correlation between BSJR and VGHY is 0.69, 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

0.69

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Return for Risk

BSJR vs. VGHY — Risk / Return Rank

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

BSJR
BSJR Risk / Return Rank: 7979
Overall Rank
BSJR Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
BSJR Sortino Ratio Rank: 7979
Sortino Ratio Rank
BSJR Omega Ratio Rank: 7777
Omega Ratio Rank
BSJR Calmar Ratio Rank: 8080
Calmar Ratio Rank
BSJR Martin Ratio Rank: 8888
Martin Ratio Rank

VGHY
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. VGHY - 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 Vanguard High-Yield Active ETF (VGHY). 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.


BSJRVGHYDifference
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

4.13

Martin ratioReturn relative to average drawdown

19.06

BSJR vs. VGHY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BSJRVGHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

1.08

-0.65

Drawdowns

BSJR vs. VGHY - Drawdown Comparison

The maximum BSJR drawdown since its inception was -22.58%, which is greater than VGHY's maximum drawdown of -2.66%. Use the drawdown chart below to compare losses from any high point for BSJR and VGHY.


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Drawdown Indicators


BSJRVGHYDifference

Max Drawdown

Largest peak-to-trough decline

-22.58%

-2.66%

-19.92%

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

-0.11%

-0.24%

+0.13%

Average Drawdown

Average peak-to-trough decline

-3.25%

-0.45%

-2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

Volatility

BSJR vs. VGHY - Volatility Comparison


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Volatility by Period


BSJRVGHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.59%

Volatility (6M)

Calculated over the trailing 6-month period

1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

2.12%

4.28%

-2.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.73%

4.28%

+2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.36%

4.28%

+5.08%

BSJR vs. VGHY - Expense Ratio Comparison

BSJR has a 0.42% expense ratio, which is higher than VGHY's 0.22% expense ratio.


Dividends

BSJR vs. VGHY - Dividend Comparison

BSJR's dividend yield for the trailing twelve months is around 5.74%, more than VGHY's 3.98% 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%
VGHY
Vanguard High-Yield Active ETF
3.98%1.49%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BSJR and VGHY have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGHY is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGHY is cheaper with a 0.22% expense ratio, compared with 0.42% for BSJR.

BSJR has the higher dividend yield at 5.74%, compared with 3.98% for VGHY.

They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.42% for BSJR and 0.22% for VGHY.

Portfolio Optimizer

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