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BSMS vs. FLEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSMS vs. FLEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2028 Municipal Bond ETF (BSMS) and Flex Ltd. (FLEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSMS achieves a 0.96% return, which is significantly lower than FLEX's 94.39% return.


BSMS

1D
0.06%
1M
-0.32%
6M
0.38%
YTD
0.96%
1Y
2.99%
3Y*
3.02%
5Y*
-0.16%
10Y*
ALL TIME*
1.17%

FLEX

1D
3.25%
1M
-14.18%
6M
81.59%
YTD
94.39%
1Y
137.18%
3Y*
98.79%
5Y*
64.44%
10Y*
32.59%
ALL TIME*
15.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.71M$1.35M$1.38M
$699.10M$604.53M$1.03B

BSMS vs. FLEX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BSMS
Invesco BulletShares 2028 Municipal Bond ETF
0.96%3.61%1.00%4.99%-9.93%1.50%6.55%0.22%
FLEX
Flex Ltd.
94.39%57.38%127.87%41.94%17.08%1.95%42.47%19.96%

Correlation

The correlation between BSMS and FLEX is 0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.04

Correlation (3Y)
Balances recent behavior with more history.

0.09

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.08

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2019

0.06

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Return for Risk

BSMS vs. FLEX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BSMS
BSMS Risk / Return Rank: 7878
Overall Rank
BSMS Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
BSMS Sortino Ratio Rank: 8484
Sortino Ratio Rank
BSMS Omega Ratio Rank: 8686
Omega Ratio Rank
BSMS Calmar Ratio Rank: 7777
Calmar Ratio Rank
BSMS Martin Ratio Rank: 6262
Martin Ratio Rank

FLEX
FLEX Risk / Return Rank: 9292
Overall Rank
FLEX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FLEX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FLEX Omega Ratio Rank: 9090
Omega Ratio Rank
FLEX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FLEX Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BSMS vs. FLEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2028 Municipal Bond ETF (BSMS) and Flex Ltd. (FLEX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BSMSFLEXDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.40

1.37

+0.03

Calmar ratioReturn relative to maximum drawdown

2.87

3.79

-0.92

Martin ratioReturn relative to average drawdown

7.87

13.24

-5.36

BSMS vs. FLEX - Sharpe Ratio Comparison

The current BSMS Sharpe Ratio is 2.01, which is comparable to the FLEX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of BSMS and FLEX, 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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Drawdowns

BSMS vs. FLEX - Drawdown Comparison

The maximum BSMS drawdown since its inception was -14.95%, smaller than the maximum FLEX drawdown of -96.37%. Use the drawdown chart below to compare losses from any high point for BSMS and FLEX.


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Drawdown Indicators


BSMSFLEXDifference

Max Drawdown

Largest peak-to-trough decline

-14.95%

-96.37%

+81.42%

Max Drawdown (1Y)

Largest decline over 1 year

-1.05%

-36.43%

+35.38%

Max Drawdown (3Y)

Largest decline over 3 years

-3.59%

-39.99%

+36.40%

Max Drawdown (5Y)

Largest decline over 5 years

-14.73%

-39.99%

+25.26%

Max Drawdown (10Y)

Largest decline over 10 years

-70.02%

Current Drawdown

Current decline from peak

-0.96%

-27.53%

+26.57%

Average Drawdown

Average peak-to-trough decline

-4.87%

-55.11%

+50.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

10.40%

-10.02%

Volatility

BSMS vs. FLEX - Volatility Comparison

The current volatility for Invesco BulletShares 2028 Municipal Bond ETF (BSMS) is 0.63%, while Flex Ltd. (FLEX) has a volatility of 20.60%. This indicates that BSMS experiences smaller price fluctuations and is considered to be less risky than FLEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSMSFLEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

20.60%

-19.97%

Volatility (6M)

Calculated over the trailing 6-month period

1.15%

56.88%

-55.73%

Volatility (1Y)

Calculated over the trailing 1-year period

1.50%

66.94%

-65.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.59%

48.74%

-45.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.14%

46.63%

-40.49%

Dividends

BSMS vs. FLEX - Dividend Comparison

BSMS's dividend yield for the trailing twelve months is around 2.77%, while FLEX has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
BSMS
Invesco BulletShares 2028 Municipal Bond ETF
2.77%2.79%2.81%2.58%1.56%1.49%1.61%0.46%
FLEX
Flex Ltd.
0.00%0.00%21.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BSMS and FLEX have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLEX has higher volatility (20.60%) compared to BSMS (0.63%). In terms of maximum drawdown, BSMS dropped -14.95% vs FLEX's -96.37%.

FLEX currently has the higher Sharpe Ratio (2.07 vs 2.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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