FFIU vs. BSCR

Last updated Jul 12, 2026

FFIU (UVA Unconstrained Medium-Term Fixed Income ETF) and BSCR (Invesco BulletShares 2027 Corporate Bond ETF) are both Corporate Bonds funds. FFIU is actively managed, while BSCR is passively managed. Over the past 5 years, FFIU returned -0.38%/yr vs 1.37%/yr for BSCR. A 0.53 correlation means they provide meaningful diversification when combined. FFIU charges 0.51%/yr vs 0.10%/yr for BSCR.

Performance

FFIU vs. BSCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UVA Unconstrained Medium-Term Fixed Income ETF (FFIU) and Invesco BulletShares 2027 Corporate Bond ETF (BSCR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FFIU achieves a -0.68% return, which is significantly lower than BSCR's 1.60% return.

FFIU

• 1D: -0.07%
• 1M: -0.26%
• 6M: -0.24%
• YTD: -0.68%
• 1Y: 3.94%
• 3Y*: 4.19%
• 5Y*: -0.38%
• 10Y*: —

BSCR

• 1D: 0.03%
• 1M: 0.28%
• 6M: 1.60%
• YTD: 1.60%
• 1Y: 4.36%
• 3Y*: 5.52%
• 5Y*: 1.37%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FFIU vs. BSCR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FFIU UVA Unconstrained Medium-Term Fixed Income ETF	-0.68%	8.55%	0.21%	7.42%	-15.18%	0.10%	7.91%	9.62%	-0.68%	-0.23%
BSCR Invesco BulletShares 2027 Corporate Bond ETF	1.60%	5.77%	4.52%	6.41%	-9.56%	-1.72%	9.68%	14.88%	-2.63%	0.81%

Correlation

The correlation between FFIU and BSCR is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.39
Correlation (3Y) Calculated over the trailing 3-year period	0.55
Correlation (5Y) Calculated over the trailing 5-year period	0.60
Correlation (All Time) Calculated using the full available price history since Sep 27, 2017	0.53

The correlation between FFIU and BSCR shifts across timeframes, from 0.39 (1 year) to 0.60 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

FFIU vs. BSCR — Risk / Return Rank

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

FFIU

FFIU Risk / Return Rank: 17
FFIU Sharpe Ratio Rank: 17
FFIU Sortino Ratio Rank: 16
FFIU Omega Ratio Rank: 16
FFIU Calmar Ratio Rank: 20
FFIU Martin Ratio Rank: 18

BSCR

BSCR Risk / Return Rank: 98
BSCR Sharpe Ratio Rank: 98
BSCR Sortino Ratio Rank: 98
BSCR Omega Ratio Rank: 98
BSCR Calmar Ratio Rank: 98
BSCR Martin Ratio Rank: 98

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.

FFIU vs. BSCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UVA Unconstrained Medium-Term Fixed Income ETF (FFIU) 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.

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.

	FFIU	BSCR	Difference
Sharpe ratio: Return per unit of total volatility	0.42	4.34	-3.92
Sortino ratio: Return per unit of downside risk	0.67	8.14	-7.48
Omega ratio: Gain probability vs. loss probability	1.08	2.18	-1.10
Calmar ratio: Return relative to maximum drawdown	0.70	10.47	-9.77
Martin ratio: Return relative to average drawdown	1.45	46.19	-44.74

FFIU vs. BSCR - Sharpe Ratio Comparison

The current FFIU Sharpe Ratio is 0.42, which is lower than the BSCR Sharpe Ratio of 4.34. The chart below compares the historical Sharpe Ratios of FFIU and BSCR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FFIU vs. BSCR - Drawdown Comparison

The maximum FFIU drawdown since its inception was -20.43%, which is greater than BSCR's maximum drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for FFIU and BSCR.

Drawdown Indicators

	FFIU	BSCR	Difference
Max Drawdown Largest peak-to-trough decline	-20.43%	-17.26%	-3.17%
Max Drawdown (1Y) Largest decline over 1 year	-4.79%	-0.42%	-4.37%
Max Drawdown (3Y) Largest decline over 3 years	-7.26%	-2.27%	-4.99%
Max Drawdown (5Y) Largest decline over 5 years	-20.43%	-14.87%	-5.56%
Current Drawdown Current decline from peak	-3.08%	0.00%	-3.08%
Average Drawdown Average peak-to-trough decline	-5.40%	-3.31%	-2.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.32%	0.09%	+2.23%

Volatility

FFIU vs. BSCR - Volatility Comparison

UVA Unconstrained Medium-Term Fixed Income ETF (FFIU) has a higher volatility of 1.43% compared to Invesco BulletShares 2027 Corporate Bond ETF (BSCR) at 0.20%. This indicates that FFIU'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.

Volatility by Period

	FFIU	BSCR	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.43%	0.20%	+1.23%
Volatility (6M) Calculated over the trailing 6-month period	4.30%	0.60%	+3.70%
Volatility (1Y) Calculated over the trailing 1-year period	8.06%	1.01%	+7.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.14%	4.08%	+4.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.18%	5.32%	+1.86%

FFIU vs. BSCR - Expense Ratio Comparison

FFIU has a 0.51% expense ratio, which is higher than BSCR's 0.10% expense ratio.

Dividends

FFIU vs. BSCR - Dividend Comparison

FFIU's dividend yield for the trailing twelve months is around 4.10%, less than BSCR's 4.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
BSCR Invesco BulletShares 2027 Corporate Bond ETF	4.28%	4.26%	4.27%	3.74%	2.65%	2.12%	2.46%	3.11%	3.35%	0.78%
FFIU UVA Unconstrained Medium-Term Fixed Income ETF	4.10%	3.89%	4.06%	3.78%	3.23%	3.24%	2.73%	2.90%	2.62%	0.66%

Frequently Asked Questions

Can I hold both FFIU and BSCR in my portfolio?

FFIU and BSCR have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FFIU or BSCR?

FFIU has higher volatility (1.43%) compared to BSCR (0.20%). In terms of maximum drawdown, FFIU dropped -20.43% vs BSCR's -17.26%.

Which ETF is better, FFIU or BSCR?

On 5-year performance, BSCR leads with 1.37% vs -0.38% for FFIU. On fees, BSCR is cheaper at 0.10% per year. On volatility, BSCR has been the lower-risk option at 0.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FFIU or BSCR?

Over the 5-year period, BSCR has performed better with a 1.37% return vs -0.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FFIU or BSCR?

BSCR is cheaper with a 0.10% expense ratio, compared with 0.51% for FFIU.

Which ETF pays a higher dividend yield, FFIU or BSCR?

BSCR has the higher dividend yield at 4.28%, compared with 4.10% for FFIU.

What is the main difference between FFIU and BSCR?

They also come from different issuers: Mcivy Co. LLC and Invesco. Their fees differ too: 0.51% for FFIU and 0.10% for BSCR.

Which has better risk-adjusted returns?

BSCR currently has the higher Sharpe Ratio (4.34 vs 0.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.