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

Correlation

The correlation between EVHY and BSJO is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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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Key characteristics

Returns By Period


EVHY

YTD

2.24%

1M

2.90%

6M

1.55%

1Y

7.06%

5Y*

N/A

10Y*

N/A

BSJO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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EVHY vs. BSJO - Expense Ratio Comparison

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


Risk-Adjusted Performance

EVHY vs. BSJO — Risk-Adjusted Performance Rank

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

EVHY
The Risk-Adjusted Performance Rank of EVHY is 9292
Overall Rank
The Sharpe Ratio Rank of EVHY is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of EVHY is 9191
Sortino Ratio Rank
The Omega Ratio Rank of EVHY is 9191
Omega Ratio Rank
The Calmar Ratio Rank of EVHY is 9292
Calmar Ratio Rank
The Martin Ratio Rank of EVHY is 9393
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.

EVHY vs. BSJO - Risk-Adjusted Performance 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.



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Dividends

EVHY vs. BSJO - Dividend Comparison

EVHY's dividend yield for the trailing twelve months is around 7.64%, while BSJO has not paid dividends to shareholders.


TTM202420232022202120202019201820172016
EVHY
Eaton Vance High Yield ETF
7.64%7.66%1.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
3.36%5.38%6.05%4.89%4.05%4.51%5.11%5.69%4.69%1.39%

Drawdowns

EVHY vs. BSJO - Drawdown Comparison


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Volatility

EVHY vs. BSJO - Volatility Comparison


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