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BSJT vs. SCHC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSJT vs. SCHC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2029 High Yield Corporate Bond ETF (BSJT) and Schwab International Small-Cap Equity ETF (SCHC). The values are adjusted to include any dividend payments, if applicable.

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BSJT vs. SCHC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BSJT
Invesco BulletShares 2029 High Yield Corporate Bond ETF
-0.26%7.63%8.01%13.59%-14.85%-0.52%
SCHC
Schwab International Small-Cap Equity ETF
3.16%37.59%1.97%14.36%-21.74%-3.98%

Returns By Period

In the year-to-date period, BSJT achieves a -0.26% return, which is significantly lower than SCHC's 3.16% return.


BSJT

1D
0.14%
1M
-0.27%
YTD
-0.26%
6M
1.03%
1Y
7.85%
3Y*
7.96%
5Y*
10Y*

SCHC

1D
-0.93%
1M
-4.71%
YTD
3.16%
6M
5.60%
1Y
37.58%
3Y*
15.34%
5Y*
6.35%
10Y*
7.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSJT vs. SCHC - Expense Ratio Comparison

BSJT has a 0.42% expense ratio, which is higher than SCHC's 0.11% expense ratio.


Return for Risk

BSJT vs. SCHC — Risk / Return Rank

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

BSJT
BSJT Risk / Return Rank: 6464
Overall Rank
BSJT Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BSJT Sortino Ratio Rank: 6767
Sortino Ratio Rank
BSJT Omega Ratio Rank: 6868
Omega Ratio Rank
BSJT Calmar Ratio Rank: 5151
Calmar Ratio Rank
BSJT Martin Ratio Rank: 6666
Martin Ratio Rank

SCHC
SCHC Risk / Return Rank: 8686
Overall Rank
SCHC Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SCHC Sortino Ratio Rank: 9090
Sortino Ratio Rank
SCHC Omega Ratio Rank: 9090
Omega Ratio Rank
SCHC Calmar Ratio Rank: 8080
Calmar Ratio Rank
SCHC Martin Ratio Rank: 8282
Martin Ratio Rank
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.

BSJT vs. SCHC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2029 High Yield Corporate Bond ETF (BSJT) and Schwab International Small-Cap Equity ETF (SCHC). 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.


BSJTSCHCDifference

Sharpe ratio

Return per unit of total volatility

1.24

2.02

-0.78

Sortino ratio

Return per unit of downside risk

1.78

2.69

-0.91

Omega ratio

Gain probability vs. loss probability

1.27

1.40

-0.14

Calmar ratio

Return relative to maximum drawdown

1.66

2.85

-1.19

Martin ratio

Return relative to average drawdown

8.40

11.19

-2.79

BSJT vs. SCHC - Sharpe Ratio Comparison

The current BSJT Sharpe Ratio is 1.24, which is lower than the SCHC Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of BSJT and SCHC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BSJTSCHCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

2.02

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.38

-0.09

Correlation

The correlation between BSJT and SCHC 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.


Dividends

BSJT vs. SCHC - Dividend Comparison

BSJT's dividend yield for the trailing twelve months is around 6.84%, more than SCHC's 3.55% yield.


TTM20252024202320222021202020192018201720162015
BSJT
Invesco BulletShares 2029 High Yield Corporate Bond ETF
6.84%6.77%6.65%6.42%5.45%1.20%0.00%0.00%0.00%0.00%0.00%0.00%
SCHC
Schwab International Small-Cap Equity ETF
3.55%3.66%3.72%2.94%1.78%3.02%1.62%3.23%2.51%2.73%2.01%2.34%

Drawdowns

BSJT vs. SCHC - Drawdown Comparison

The maximum BSJT drawdown since its inception was -19.62%, smaller than the maximum SCHC drawdown of -43.94%. Use the drawdown chart below to compare losses from any high point for BSJT and SCHC.


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Drawdown Indicators


BSJTSCHCDifference

Max Drawdown

Largest peak-to-trough decline

-19.62%

-43.94%

+24.32%

Max Drawdown (1Y)

Largest decline over 1 year

-2.47%

-12.48%

+10.01%

Max Drawdown (5Y)

Largest decline over 5 years

-36.48%

Max Drawdown (10Y)

Largest decline over 10 years

-43.94%

Current Drawdown

Current decline from peak

-0.98%

-8.87%

+7.89%

Average Drawdown

Average peak-to-trough decline

-5.64%

-10.13%

+4.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

3.17%

-2.35%

Volatility

BSJT vs. SCHC - Volatility Comparison

The current volatility for Invesco BulletShares 2029 High Yield Corporate Bond ETF (BSJT) is 1.79%, while Schwab International Small-Cap Equity ETF (SCHC) has a volatility of 7.41%. This indicates that BSJT experiences smaller price fluctuations and is considered to be less risky than SCHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSJTSCHCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.79%

7.41%

-5.62%

Volatility (6M)

Calculated over the trailing 6-month period

2.70%

11.86%

-9.16%

Volatility (1Y)

Calculated over the trailing 1-year period

5.45%

17.43%

-11.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.33%

17.33%

-9.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.33%

17.88%

-9.55%