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BSJS vs. AVLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BSJS and AVLV is 0.63, 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.


-0.50.00.51.00.6

Performance

BSJS vs. AVLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2028 High Yield Corporate Bond ETF (BSJS) and Avantis U.S. Large Cap Value ETF (AVLV). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
4.28%
36.42%
BSJS
AVLV

Key characteristics

Sharpe Ratio

BSJS:

1.73

AVLV:

1.33

Sortino Ratio

BSJS:

2.62

AVLV:

1.90

Omega Ratio

BSJS:

1.31

AVLV:

1.24

Calmar Ratio

BSJS:

1.90

AVLV:

2.02

Martin Ratio

BSJS:

13.49

AVLV:

7.31

Ulcer Index

BSJS:

0.60%

AVLV:

2.34%

Daily Std Dev

BSJS:

4.70%

AVLV:

12.82%

Max Drawdown

BSJS:

-17.73%

AVLV:

-19.34%

Current Drawdown

BSJS:

-1.45%

AVLV:

-6.94%

Returns By Period

In the year-to-date period, BSJS achieves a 7.39% return, which is significantly lower than AVLV's 16.11% return.


BSJS

YTD

7.39%

1M

-0.59%

6M

4.61%

1Y

7.73%

5Y*

N/A

10Y*

N/A

AVLV

YTD

16.11%

1M

-3.98%

6M

6.19%

1Y

15.93%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


BSJS vs. AVLV - Expense Ratio Comparison

BSJS has a 0.42% expense ratio, which is higher than AVLV's 0.15% expense ratio.


BSJS
Invesco BulletShares 2028 High Yield Corporate Bond ETF
Expense ratio chart for BSJS: 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 AVLV: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

BSJS vs. AVLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2028 High Yield Corporate Bond ETF (BSJS) and Avantis U.S. Large Cap Value ETF (AVLV). 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 BSJS, currently valued at 1.73, compared to the broader market0.002.004.001.731.33
The chart of Sortino ratio for BSJS, currently valued at 2.62, compared to the broader market-2.000.002.004.006.008.0010.002.621.90
The chart of Omega ratio for BSJS, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.311.24
The chart of Calmar ratio for BSJS, currently valued at 1.90, compared to the broader market0.005.0010.0015.001.902.02
The chart of Martin ratio for BSJS, currently valued at 13.49, compared to the broader market0.0020.0040.0060.0080.00100.0013.497.31
BSJS
AVLV

The current BSJS Sharpe Ratio is 1.73, which is higher than the AVLV Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of BSJS and AVLV, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.73
1.33
BSJS
AVLV

Dividends

BSJS vs. AVLV - Dividend Comparison

BSJS's dividend yield for the trailing twelve months is around 6.40%, more than AVLV's 1.14% yield.


TTM2023202220212020
BSJS
Invesco BulletShares 2028 High Yield Corporate Bond ETF
6.40%6.75%5.83%4.86%0.75%
AVLV
Avantis U.S. Large Cap Value ETF
1.14%1.85%2.00%0.29%0.00%

Drawdowns

BSJS vs. AVLV - Drawdown Comparison

The maximum BSJS drawdown since its inception was -17.73%, smaller than the maximum AVLV drawdown of -19.34%. Use the drawdown chart below to compare losses from any high point for BSJS and AVLV. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.45%
-6.94%
BSJS
AVLV

Volatility

BSJS vs. AVLV - Volatility Comparison

The current volatility for Invesco BulletShares 2028 High Yield Corporate Bond ETF (BSJS) is 1.34%, while Avantis U.S. Large Cap Value ETF (AVLV) has a volatility of 4.00%. This indicates that BSJS experiences smaller price fluctuations and is considered to be less risky than AVLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.34%
4.00%
BSJS
AVLV
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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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