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

Correlation

The correlation between BSJS and BSJP is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

BSJS vs. BSJP - 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 Invesco BulletShares 2025 High Yield Corporate Bond ETF (BSJP). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
11.98%
23.83%
BSJS
BSJP

Key characteristics

Sharpe Ratio

BSJS:

1.73

BSJP:

4.30

Sortino Ratio

BSJS:

2.62

BSJP:

7.67

Omega Ratio

BSJS:

1.31

BSJP:

2.00

Calmar Ratio

BSJS:

1.90

BSJP:

18.29

Martin Ratio

BSJS:

13.49

BSJP:

71.55

Ulcer Index

BSJS:

0.60%

BSJP:

0.11%

Daily Std Dev

BSJS:

4.70%

BSJP:

1.85%

Max Drawdown

BSJS:

-17.73%

BSJP:

-23.58%

Current Drawdown

BSJS:

-1.45%

BSJP:

-0.26%

Returns By Period

The year-to-date returns for both investments are quite close, with BSJS having a 7.39% return and BSJP slightly higher at 7.68%.


BSJS

YTD

7.39%

1M

-0.59%

6M

4.61%

1Y

7.73%

5Y*

N/A

10Y*

N/A

BSJP

YTD

7.68%

1M

0.13%

6M

3.37%

1Y

7.92%

5Y*

4.25%

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. BSJP - Expense Ratio Comparison

Both BSJS and BSJP have an expense ratio of 0.42%.


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 BSJP: 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

BSJS vs. BSJP - 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 Invesco BulletShares 2025 High Yield Corporate Bond ETF (BSJP). 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 market0.002.004.001.734.30
The chart of Sortino ratio for BSJS, currently valued at 2.62, compared to the broader market-2.000.002.004.006.008.0010.002.627.67
The chart of Omega ratio for BSJS, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.312.00
The chart of Calmar ratio for BSJS, currently valued at 1.90, compared to the broader market0.005.0010.0015.001.9018.29
The chart of Martin ratio for BSJS, currently valued at 13.49, compared to the broader market0.0020.0040.0060.0080.00100.0013.4971.55
BSJS
BSJP

The current BSJS Sharpe Ratio is 1.73, which is lower than the BSJP Sharpe Ratio of 4.30. The chart below compares the historical Sharpe Ratios of BSJS and BSJP, 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 Ratio2.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
1.73
4.30
BSJS
BSJP

Dividends

BSJS vs. BSJP - Dividend Comparison

BSJS's dividend yield for the trailing twelve months is around 6.40%, more than BSJP's 5.80% yield.


TTM2023202220212020201920182017
BSJS
Invesco BulletShares 2028 High Yield Corporate Bond ETF
6.40%6.75%5.83%4.86%0.75%0.00%0.00%0.00%
BSJP
Invesco BulletShares 2025 High Yield Corporate Bond ETF
5.80%7.07%5.37%4.26%4.95%5.50%5.84%1.32%

Drawdowns

BSJS vs. BSJP - Drawdown Comparison

The maximum BSJS drawdown since its inception was -17.73%, smaller than the maximum BSJP drawdown of -23.58%. Use the drawdown chart below to compare losses from any high point for BSJS and BSJP. For additional features, visit the drawdowns tool.


-1.50%-1.00%-0.50%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.45%
-0.26%
BSJS
BSJP

Volatility

BSJS vs. BSJP - Volatility Comparison

Invesco BulletShares 2028 High Yield Corporate Bond ETF (BSJS) has a higher volatility of 1.34% compared to Invesco BulletShares 2025 High Yield Corporate Bond ETF (BSJP) at 0.44%. This indicates that BSJS's price experiences larger fluctuations and is considered to be riskier than BSJP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.40%0.60%0.80%1.00%1.20%1.40%1.60%JulyAugustSeptemberOctoberNovemberDecember
1.34%
0.44%
BSJS
BSJP
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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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