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FHYS vs. BSJP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FHYS vs. BSJP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Short Duration High Yield ETF (FHYS) and Invesco BulletShares 2025 High Yield Corporate Bond ETF (BSJP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FHYS

1D
-0.03%
1M
0.43%
YTD
1.74%
6M
2.02%
1Y
6.13%
3Y*
7.79%
5Y*
10Y*

BSJP

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

FHYS vs. BSJP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FHYS
Federated Hermes Short Duration High Yield ETF
1.74%7.72%7.23%10.88%-7.31%0.73%
BSJP
Invesco BulletShares 2025 High Yield Corporate Bond ETF
0.00%4.46%8.07%10.41%-5.16%0.63%

Correlation

The correlation between FHYS and BSJP is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Dec 17, 2021

0.76

Over the past year, the correlation between FHYS and BSJP has dropped to 0.01 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.

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Return for Risk

FHYS vs. BSJP — Risk / Return Rank

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

FHYS
FHYS Risk / Return Rank: 8282
Overall Rank
FHYS Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FHYS Sortino Ratio Rank: 8484
Sortino Ratio Rank
FHYS Omega Ratio Rank: 8484
Omega Ratio Rank
FHYS Calmar Ratio Rank: 7575
Calmar Ratio Rank
FHYS Martin Ratio Rank: 8989
Martin Ratio Rank

BSJP

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

FHYS vs. BSJP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Short Duration High Yield ETF (FHYS) and Invesco BulletShares 2025 High Yield Corporate Bond ETF (BSJP). 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.


FHYSBSJPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.49

Calmar ratioReturn relative to maximum drawdown

3.70

Martin ratioReturn relative to average drawdown

19.00

FHYS vs. BSJP - Sharpe Ratio Comparison


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Drawdowns

FHYS vs. BSJP - Drawdown Comparison


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Drawdown Indicators


FHYSBSJPDifference

Max Drawdown

Largest peak-to-trough decline

-11.62%

Max Drawdown (1Y)

Largest decline over 1 year

-1.66%

Max Drawdown (3Y)

Largest decline over 3 years

-3.16%

Current Drawdown

Current decline from peak

-0.03%

Average Drawdown

Average peak-to-trough decline

-2.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.32%

Volatility

FHYS vs. BSJP - Volatility Comparison


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Volatility by Period


FHYSBSJPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

Volatility (6M)

Calculated over the trailing 6-month period

2.21%

Volatility (1Y)

Calculated over the trailing 1-year period

2.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.93%

FHYS vs. BSJP - Expense Ratio Comparison

FHYS has a 0.51% expense ratio, which is higher than BSJP's 0.42% expense ratio.


Dividends

FHYS vs. BSJP - Dividend Comparison

FHYS's dividend yield for the trailing twelve months is around 5.75%, more than BSJP's 2.26% yield.


PositionTTM202520242023202220212020201920182017
BSJP
Invesco BulletShares 2025 High Yield Corporate Bond ETF
2.26%4.50%6.25%7.07%5.37%4.27%4.96%5.49%5.84%1.32%
FHYS
Federated Hermes Short Duration High Yield ETF
5.75%5.96%6.42%6.76%6.25%0.16%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FHYS and BSJP have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BSJP is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BSJP is cheaper with a 0.42% expense ratio, compared with 0.51% for FHYS.

FHYS has the higher dividend yield at 5.75%, compared with 2.26% for BSJP.

They also come from different issuers: Federated and Invesco. Their fees differ too: 0.51% for FHYS and 0.42% for BSJP.

Portfolio Optimizer

Find the right allocation for FHYS and BSJP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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