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EVHY vs. BSJO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EVHY vs. BSJO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance High Yield ETF (EVHY) 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


EVHY

1D
-0.02%
1M
-0.28%
6M
1.34%
YTD
1.65%
1Y
5.41%
3Y*
5Y*
10Y*
ALL TIME*
9.28%

BSJO

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

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$177.50K$146.90K$289.49K

EVHY vs. BSJO - Yearly Performance Comparison


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Return for Risk

EVHY vs. BSJO — Risk / Return Rank

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

EVHY
EVHY Risk / Return Rank: 7373
Overall Rank
EVHY Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
EVHY Sortino Ratio Rank: 7777
Sortino Ratio Rank
EVHY Omega Ratio Rank: 7676
Omega Ratio Rank
EVHY Calmar Ratio Rank: 6262
Calmar Ratio Rank
EVHY Martin Ratio Rank: 8080
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) 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.

EVHY vs. BSJO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance High Yield ETF (EVHY) 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.


EVHYBSJODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

2.19

Martin ratioReturn relative to average drawdown

10.54

EVHY vs. BSJO - Sharpe Ratio Comparison


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Drawdowns

EVHY vs. BSJO - Drawdown Comparison


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Drawdown Indicators


EVHYBSJODifference

Max Drawdown

Largest peak-to-trough decline

-3.71%

Max Drawdown (1Y)

Largest decline over 1 year

-2.51%

Current Drawdown

Current decline from peak

-0.29%

Average Drawdown

Average peak-to-trough decline

-0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.52%

Volatility

EVHY vs. BSJO - Volatility Comparison


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Volatility by Period


EVHYBSJODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.71%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

Volatility (1Y)

Calculated over the trailing 1-year period

3.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.45%

EVHY vs. BSJO - Expense Ratio Comparison

EVHY has a 0.48% expense ratio, which is higher than BSJO's 0.42% expense ratio.


Dividends

EVHY vs. BSJO - Dividend Comparison

EVHY's dividend yield for the trailing twelve months is around 7.19%, while BSJO has not paid dividends to shareholders.


PositionTTM202520242023
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%
EVHY
Eaton Vance High Yield ETF
7.19%7.39%7.66%1.44%

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 0.48% for EVHY.

EVHY has the higher dividend yield at 7.19%, compared with 0.00% for BSJO.

They also come from different issuers: Eaton Vance and Invesco. Their fees differ too: 0.48% for EVHY and 0.42% for BSJO.

Portfolio Optimizer

Find the right allocation for EVHY and BSJO

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