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FCOR vs. BSCR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCOR vs. BSCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Corporate Bond ETF (FCOR) and Invesco BulletShares 2027 Corporate Bond ETF (BSCR). The values are adjusted to include any dividend payments, if applicable.

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FCOR vs. BSCR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCOR
Fidelity Corporate Bond ETF
-0.29%7.88%3.01%8.95%-15.88%-1.64%11.39%14.87%-3.04%1.40%
BSCR
Invesco BulletShares 2027 Corporate Bond ETF
0.51%5.77%4.52%6.41%-9.56%-1.72%9.68%14.88%-2.63%0.81%

Returns By Period

In the year-to-date period, FCOR achieves a -0.29% return, which is significantly lower than BSCR's 0.51% return.


FCOR

1D
0.10%
1M
-1.52%
YTD
-0.29%
6M
0.21%
1Y
4.88%
3Y*
5.16%
5Y*
0.85%
10Y*
3.12%

BSCR

1D
0.05%
1M
-0.11%
YTD
0.51%
6M
1.59%
1Y
4.62%
3Y*
4.86%
5Y*
1.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCOR vs. BSCR - Expense Ratio Comparison

FCOR has a 0.36% expense ratio, which is higher than BSCR's 0.10% expense ratio.


Return for Risk

FCOR vs. BSCR — Risk / Return Rank

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

FCOR
FCOR Risk / Return Rank: 4949
Overall Rank
FCOR Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FCOR Sortino Ratio Rank: 4545
Sortino Ratio Rank
FCOR Omega Ratio Rank: 4242
Omega Ratio Rank
FCOR Calmar Ratio Rank: 6060
Calmar Ratio Rank
FCOR Martin Ratio Rank: 5050
Martin Ratio Rank

BSCR
BSCR Risk / Return Rank: 9898
Overall Rank
BSCR Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
BSCR Sortino Ratio Rank: 9898
Sortino Ratio Rank
BSCR Omega Ratio Rank: 9898
Omega Ratio Rank
BSCR Calmar Ratio Rank: 9898
Calmar Ratio Rank
BSCR Martin Ratio Rank: 9898
Martin Ratio Rank
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.

FCOR vs. BSCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Corporate Bond ETF (FCOR) and Invesco BulletShares 2027 Corporate Bond ETF (BSCR). 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.


FCORBSCRDifference

Sharpe ratio

Return per unit of total volatility

0.94

3.14

-2.20

Sortino ratio

Return per unit of downside risk

1.29

4.95

-3.66

Omega ratio

Gain probability vs. loss probability

1.17

1.80

-0.62

Calmar ratio

Return relative to maximum drawdown

1.62

5.68

-4.06

Martin ratio

Return relative to average drawdown

5.06

29.17

-24.11

FCOR vs. BSCR - Sharpe Ratio Comparison

The current FCOR Sharpe Ratio is 0.94, which is lower than the BSCR Sharpe Ratio of 3.14. The chart below compares the historical Sharpe Ratios of FCOR and BSCR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FCORBSCRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

3.14

-2.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.38

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.58

-0.16

Correlation

The correlation between FCOR and BSCR is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FCOR vs. BSCR - Dividend Comparison

FCOR's dividend yield for the trailing twelve months is around 4.51%, more than BSCR's 4.30% yield.


TTM20252024202320222021202020192018201720162015
FCOR
Fidelity Corporate Bond ETF
4.51%4.47%4.35%3.70%3.30%2.34%2.99%3.10%3.65%2.81%3.04%3.82%
BSCR
Invesco BulletShares 2027 Corporate Bond ETF
4.30%4.26%4.27%3.74%2.65%2.12%2.46%3.11%3.35%0.78%0.00%0.00%

Drawdowns

FCOR vs. BSCR - Drawdown Comparison

The maximum FCOR drawdown since its inception was -22.60%, which is greater than BSCR's maximum drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for FCOR and BSCR.


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Drawdown Indicators


FCORBSCRDifference

Max Drawdown

Largest peak-to-trough decline

-22.60%

-17.26%

-5.34%

Max Drawdown (1Y)

Largest decline over 1 year

-3.13%

-0.81%

-2.32%

Max Drawdown (5Y)

Largest decline over 5 years

-22.60%

-14.87%

-7.73%

Max Drawdown (10Y)

Largest decline over 10 years

-22.60%

Current Drawdown

Current decline from peak

-1.93%

-0.14%

-1.79%

Average Drawdown

Average peak-to-trough decline

-4.78%

-3.41%

-1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

0.16%

+0.84%

Volatility

FCOR vs. BSCR - Volatility Comparison

Fidelity Corporate Bond ETF (FCOR) has a higher volatility of 2.21% compared to Invesco BulletShares 2027 Corporate Bond ETF (BSCR) at 0.36%. This indicates that FCOR's price experiences larger fluctuations and is considered to be riskier than BSCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCORBSCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.21%

0.36%

+1.85%

Volatility (6M)

Calculated over the trailing 6-month period

3.04%

0.62%

+2.42%

Volatility (1Y)

Calculated over the trailing 1-year period

5.21%

1.48%

+3.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.05%

4.12%

+2.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.12%

5.40%

+1.72%