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CHGX vs. BSJO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CHGX vs. BSJO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Change Finance U.S. Large Cap Fossil Fuel Free ETF (CHGX) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


CHGX

1D
-1.41%
1M
2.26%
YTD
20.22%
6M
19.19%
1Y
29.65%
3Y*
19.64%
5Y*
10.11%
10Y*

BSJO

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHGX vs. BSJO - Yearly Performance Comparison


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Return for Risk

CHGX vs. BSJO — Risk / Return Rank

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

CHGX
CHGX Risk / Return Rank: 6969
Overall Rank
CHGX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
CHGX Sortino Ratio Rank: 6666
Sortino Ratio Rank
CHGX Omega Ratio Rank: 6262
Omega Ratio Rank
CHGX Calmar Ratio Rank: 7373
Calmar Ratio Rank
CHGX Martin Ratio Rank: 7676
Martin Ratio Rank

BSJO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

CHGX vs. BSJO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Change Finance U.S. Large Cap Fossil Fuel Free ETF (CHGX) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). 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.


CHGXBSJODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

3.50

Martin ratioReturn relative to average drawdown

13.44

CHGX vs. BSJO - Sharpe Ratio Comparison


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Drawdowns

CHGX vs. BSJO - Drawdown Comparison

The maximum CHGX drawdown since its inception was -35.49%, which is greater than BSJO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for CHGX and BSJO.


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Drawdown Indicators


CHGXBSJODifference

Max Drawdown

Largest peak-to-trough decline

-35.49%

0.00%

-35.49%

Max Drawdown (1Y)

Largest decline over 1 year

-8.50%

Max Drawdown (3Y)

Largest decline over 3 years

-18.09%

Max Drawdown (5Y)

Largest decline over 5 years

-30.26%

Current Drawdown

Current decline from peak

-2.47%

0.00%

-2.47%

Average Drawdown

Average peak-to-trough decline

-6.40%

0.00%

-6.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

Volatility

CHGX vs. BSJO - Volatility Comparison


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Volatility by Period


CHGXBSJODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.25%

Volatility (6M)

Calculated over the trailing 6-month period

11.77%

Volatility (1Y)

Calculated over the trailing 1-year period

14.55%

0.00%

+14.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.73%

0.00%

+17.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.38%

0.00%

+19.38%

CHGX vs. BSJO - Expense Ratio Comparison

CHGX has a 0.49% expense ratio, which is higher than BSJO's 0.42% expense ratio.


Dividends

CHGX vs. BSJO - Dividend Comparison

CHGX's dividend yield for the trailing twelve months is around 0.56%, while BSJO has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CHGX
Change Finance U.S. Large Cap Fossil Fuel Free ETF
0.56%0.67%0.76%0.94%1.11%0.56%0.58%0.86%0.00%0.59%

Frequently Asked Questions


On fees, BSJO is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BSJO is cheaper with a 0.42% expense ratio, compared with 0.49% for CHGX.

CHGX has the higher dividend yield at 0.56%, compared with 0.00% for BSJO.

CHGX is categorized as Large Cap Growth Equities, while BSJO is High Yield Bonds. CHGX tracks Change Finance Diversified Impact U.S. Large Cap Fossil Fuel Free Index, while BSJO tracks NASDAQ BulletShares USD High Yield Corporate Bond 2024 TR Index. They also come from different issuers: Change Finance and Invesco. Their fees differ too: 0.49% for CHGX and 0.42% for BSJO.

Portfolio Optimizer

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