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

Correlation

The correlation between BSJS and IGLB is 0.51, 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.


-0.50.00.51.00.5

Performance

BSJS vs. IGLB - 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 iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
11.98%
-16.48%
BSJS
IGLB

Key characteristics

Sharpe Ratio

BSJS:

1.73

IGLB:

-0.03

Sortino Ratio

BSJS:

2.62

IGLB:

0.02

Omega Ratio

BSJS:

1.31

IGLB:

1.00

Calmar Ratio

BSJS:

1.90

IGLB:

-0.01

Martin Ratio

BSJS:

13.49

IGLB:

-0.10

Ulcer Index

BSJS:

0.60%

IGLB:

3.79%

Daily Std Dev

BSJS:

4.70%

IGLB:

10.37%

Max Drawdown

BSJS:

-17.73%

IGLB:

-34.12%

Current Drawdown

BSJS:

-1.45%

IGLB:

-20.08%

Returns By Period

In the year-to-date period, BSJS achieves a 7.39% return, which is significantly higher than IGLB's -1.08% return.


BSJS

YTD

7.39%

1M

-0.59%

6M

4.61%

1Y

7.73%

5Y*

N/A

10Y*

N/A

IGLB

YTD

-1.08%

1M

-1.28%

6M

-0.18%

1Y

-0.57%

5Y*

-1.81%

10Y*

2.10%

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. IGLB - Expense Ratio Comparison

BSJS has a 0.42% expense ratio, which is higher than IGLB's 0.06% 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 IGLB: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

BSJS vs. IGLB - 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 iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB). 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 market0.002.004.001.73-0.03
The chart of Sortino ratio for BSJS, currently valued at 2.62, compared to the broader market-2.000.002.004.006.008.0010.002.620.02
The chart of Omega ratio for BSJS, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.311.00
The chart of Calmar ratio for BSJS, currently valued at 1.90, compared to the broader market0.005.0010.0015.001.90-0.01
The chart of Martin ratio for BSJS, currently valued at 13.49, compared to the broader market0.0020.0040.0060.0080.00100.0013.49-0.10
BSJS
IGLB

The current BSJS Sharpe Ratio is 1.73, which is higher than the IGLB Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of BSJS and IGLB, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.73
-0.03
BSJS
IGLB

Dividends

BSJS vs. IGLB - Dividend Comparison

BSJS's dividend yield for the trailing twelve months is around 6.40%, more than IGLB's 4.63% yield.


TTM20232022202120202019201820172016201520142013
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%0.00%0.00%0.00%0.00%
IGLB
iShares 10+ Year Investment Grade Corporate Bond ETF
4.63%4.59%4.56%3.16%3.23%3.73%4.56%3.94%4.21%4.58%4.12%5.08%

Drawdowns

BSJS vs. IGLB - Drawdown Comparison

The maximum BSJS drawdown since its inception was -17.73%, smaller than the maximum IGLB drawdown of -34.12%. Use the drawdown chart below to compare losses from any high point for BSJS and IGLB. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.45%
-20.08%
BSJS
IGLB

Volatility

BSJS vs. IGLB - Volatility Comparison

The current volatility for Invesco BulletShares 2028 High Yield Corporate Bond ETF (BSJS) is 1.34%, while iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) has a volatility of 3.60%. This indicates that BSJS experiences smaller price fluctuations and is considered to be less risky than IGLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%3.00%3.50%4.00%JulyAugustSeptemberOctoberNovemberDecember
1.34%
3.60%
BSJS
IGLB
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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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