BSJU vs. BND
Compare and contrast key facts about Invesco Bulletshares 2030 High Yield Corporate Bond ETF (BSJU) and Vanguard Total Bond Market ETF (BND).
BSJU and BND are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BSJU is a passively managed fund by Invesco that tracks the performance of the Invesco BulletShares High Yield Corporate Bond 2030 Index. It was launched on Sep 6, 2022. BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007. Both BSJU and BND are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BSJU or BND.
Key characteristics
| BSJU | BND | |
|---|---|---|
| YTD Return | 9.12% | 2.21% |
| 1Y Return | 15.54% | 8.50% |
| Sharpe Ratio | 3.07 | 1.50 |
| Sortino Ratio | 4.96 | 2.21 |
| Omega Ratio | 1.61 | 1.26 |
| Calmar Ratio | 6.54 | 0.55 |
| Martin Ratio | 24.56 | 5.32 |
| Ulcer Index | 0.66% | 1.63% |
| Daily Std Dev | 5.26% | 5.81% |
| Max Drawdown | -7.51% | -18.84% |
| Current Drawdown | -0.10% | -8.62% |
Correlation
The correlation between BSJU and BND is 0.60, 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.
Performance
BSJU vs. BND - Performance Comparison
In the year-to-date period, BSJU achieves a 9.12% return, which is significantly higher than BND's 2.21% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BSJU vs. BND - Expense Ratio Comparison
BSJU has a 0.42% expense ratio, which is higher than BND's 0.03% expense ratio.
Risk-Adjusted Performance
BSJU vs. BND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Bulletshares 2030 High Yield Corporate Bond ETF (BSJU) and Vanguard Total Bond Market ETF (BND). 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.
Dividends
BSJU vs. BND - Dividend Comparison
BSJU's dividend yield for the trailing twelve months is around 6.74%, more than BND's 3.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSJU Invesco Bulletshares 2030 High Yield Corporate Bond ETF | 6.74% | 6.74% | 2.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.55% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
BSJU vs. BND - Drawdown Comparison
The maximum BSJU drawdown since its inception was -7.51%, smaller than the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for BSJU and BND. For additional features, visit the drawdowns tool.
Volatility
BSJU vs. BND - Volatility Comparison
The current volatility for Invesco Bulletshares 2030 High Yield Corporate Bond ETF (BSJU) is 1.28%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.68%. This indicates that BSJU experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.