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ESGA vs. BSJO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ESGA and BSJO 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.


-0.50.00.51.00.6

Performance

ESGA vs. BSJO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Sustainable Equity ETF (ESGA) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
0.54%
2.17%
ESGA
BSJO

Key characteristics

Sharpe Ratio

ESGA:

1.46

BSJO:

5.47

Sortino Ratio

ESGA:

2.01

BSJO:

9.96

Omega Ratio

ESGA:

1.27

BSJO:

2.53

Calmar Ratio

ESGA:

2.05

BSJO:

17.21

Martin Ratio

ESGA:

8.01

BSJO:

94.69

Ulcer Index

ESGA:

2.34%

BSJO:

0.06%

Daily Std Dev

ESGA:

12.88%

BSJO:

1.04%

Max Drawdown

ESGA:

-26.17%

BSJO:

-21.99%

Current Drawdown

ESGA:

-4.43%

BSJO:

0.00%

Returns By Period


ESGA

YTD

-0.65%

1M

-3.68%

6M

0.54%

1Y

18.66%

5Y*

N/A

10Y*

N/A

BSJO

YTD

0.00%

1M

0.00%

6M

2.17%

1Y

5.37%

5Y*

2.72%

10Y*

N/A

*Annualized

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ESGA vs. BSJO - Expense Ratio Comparison

ESGA has a 0.39% expense ratio, which is lower than BSJO's 0.42% expense ratio.


BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
Expense ratio chart for BSJO: 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 ESGA: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

Risk-Adjusted Performance

ESGA vs. BSJO — Risk-Adjusted Performance Rank

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

ESGA
The Risk-Adjusted Performance Rank of ESGA is 6969
Overall Rank
The Sharpe Ratio Rank of ESGA is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of ESGA is 6767
Sortino Ratio Rank
The Omega Ratio Rank of ESGA is 6969
Omega Ratio Rank
The Calmar Ratio Rank of ESGA is 7171
Calmar Ratio Rank
The Martin Ratio Rank of ESGA is 7171
Martin Ratio Rank

BSJO
The Risk-Adjusted Performance Rank of BSJO is 9999
Overall Rank
The Sharpe Ratio Rank of BSJO is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of BSJO is 9999
Sortino Ratio Rank
The Omega Ratio Rank of BSJO is 9999
Omega Ratio Rank
The Calmar Ratio Rank of BSJO is 9999
Calmar Ratio Rank
The Martin Ratio Rank of BSJO is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ESGA vs. BSJO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Sustainable Equity ETF (ESGA) 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.


Sharpe ratio
The chart of Sharpe ratio for ESGA, currently valued at 1.46, compared to the broader market0.002.004.001.465.46
The chart of Sortino ratio for ESGA, currently valued at 2.01, compared to the broader market-2.000.002.004.006.008.0010.002.019.96
The chart of Omega ratio for ESGA, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.272.60
The chart of Calmar ratio for ESGA, currently valued at 2.05, compared to the broader market0.005.0010.0015.002.0515.86
The chart of Martin ratio for ESGA, currently valued at 8.01, compared to the broader market0.0020.0040.0060.0080.00100.008.0192.40
ESGA
BSJO

The current ESGA Sharpe Ratio is 1.46, which is lower than the BSJO Sharpe Ratio of 5.47. The chart below compares the historical Sharpe Ratios of ESGA and BSJO, 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 Ratio1.002.003.004.005.006.00AugustSeptemberOctoberNovemberDecember2025
1.46
5.46
ESGA
BSJO

Dividends

ESGA vs. BSJO - Dividend Comparison

ESGA's dividend yield for the trailing twelve months is around 0.89%, less than BSJO's 5.38% yield.


TTM202420232022202120202019201820172016
ESGA
American Century Sustainable Equity ETF
0.89%0.89%1.09%1.44%0.72%0.59%0.00%0.00%0.00%0.00%
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
5.38%5.38%6.05%4.89%4.05%4.51%5.11%5.69%4.69%1.39%

Drawdowns

ESGA vs. BSJO - Drawdown Comparison

The maximum ESGA drawdown since its inception was -26.17%, which is greater than BSJO's maximum drawdown of -21.99%. Use the drawdown chart below to compare losses from any high point for ESGA and BSJO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.43%
0
ESGA
BSJO

Volatility

ESGA vs. BSJO - Volatility Comparison

American Century Sustainable Equity ETF (ESGA) has a higher volatility of 4.36% compared to Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO) at 0.06%. This indicates that ESGA's price experiences larger fluctuations and is considered to be riskier than BSJO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
4.36%
0.06%
ESGA
BSJO
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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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