FIIG vs. BSCR

Last updated Jun 3, 2026

FIIG (First Trust Intermediate Duration Investment Grade Corporate ETF) and BSCR (Invesco BulletShares 2027 Corporate Bond ETF) are both Corporate Bonds funds. FIIG is actively managed, while BSCR is passively managed. Over the past year, FIIG returned 5.35% vs 4.61% for BSCR. A 0.75 correlation means they provide meaningful diversification when combined. FIIG charges 0.65%/yr vs 0.10%/yr for BSCR.

Performance

FIIG vs. BSCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Intermediate Duration Investment Grade Corporate ETF (FIIG) 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, FIIG achieves a -0.39% return, which is significantly lower than BSCR's 1.27% return.

FIIG

• 1D: -0.02%
• 1M: -0.06%
• YTD: -0.39%
• 6M: -0.14%
• 1Y: 5.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BSCR

• 1D: 0.00%
• 1M: 0.36%
• YTD: 1.27%
• 6M: 1.69%
• 1Y: 4.61%
• 3Y*: 5.18%
• 5Y*: 1.41%
• 10Y*: —

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

FIIG vs. BSCR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
FIIG First Trust Intermediate Duration Investment Grade Corporate ETF	-0.39%	8.80%	2.15%	6.83%
BSCR Invesco BulletShares 2027 Corporate Bond ETF	1.27%	5.77%	4.52%	4.26%

Correlation

The correlation between FIIG and BSCR is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.58
Correlation (All Time) Calculated using the full available price history since Aug 4, 2023	0.75

The correlation between FIIG and BSCR shifts across timeframes, from 0.58 (1 year) to 0.75 (all time), reflecting how their relationship changes across market environments.

Return for Risk

FIIG vs. BSCR — Risk / Return Rank

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

FIIG

FIIG Risk / Return Rank: 32
FIIG Sharpe Ratio Rank: 32
FIIG Sortino Ratio Rank: 31
FIIG Omega Ratio Rank: 30
FIIG Calmar Ratio Rank: 33
FIIG Martin Ratio Rank: 34

BSCR

BSCR Risk / Return Rank: 97
BSCR Sharpe Ratio Rank: 96
BSCR Sortino Ratio Rank: 98
BSCR Omega Ratio Rank: 98
BSCR Calmar Ratio Rank: 97
BSCR Martin Ratio Rank: 97

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.

FIIG vs. BSCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Intermediate Duration Investment Grade Corporate ETF (FIIG) 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.

	FIIG	BSCR	Difference
Sharpe ratio Return per unit of total volatility	1.17	4.31	-3.15
Sortino ratio Return per unit of downside risk	1.69	8.11	-6.42
Omega ratio Gain probability vs. loss probability	1.21	2.14	-0.93
Calmar ratio Return relative to maximum drawdown	1.65	11.08	-9.43
Martin ratio Return relative to average drawdown	5.34	46.99	-41.65
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FIIG vs. BSCR - Sharpe Ratio Comparison

The current FIIG Sharpe Ratio is 1.17, which is lower than the BSCR Sharpe Ratio of 4.31. The chart below compares the historical Sharpe Ratios of FIIG 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.

Sharpe Ratios by Period

	FIIG	BSCR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.17	4.31	-3.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.35	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.04	0.59	+0.45

Drawdowns

FIIG vs. BSCR - Drawdown Comparison

The maximum FIIG drawdown since its inception was -5.50%, smaller than the maximum BSCR drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for FIIG and BSCR.

Drawdown Indicators

	FIIG	BSCR	Difference
Max Drawdown Largest peak-to-trough decline	-5.50%	-17.26%	+11.76%
Max Drawdown (1Y) Largest decline over 1 year	-3.15%	-0.42%	-2.73%
Max Drawdown (3Y) Largest decline over 3 years	—	-2.41%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-14.87%	—
Current Drawdown Current decline from peak	-1.34%	0.00%	-1.34%
Average Drawdown Average peak-to-trough decline	-1.39%	-3.35%	+1.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.97%	0.10%	+0.87%

Volatility

FIIG vs. BSCR - Volatility Comparison

First Trust Intermediate Duration Investment Grade Corporate ETF (FIIG) has a higher volatility of 1.65% compared to Invesco BulletShares 2027 Corporate Bond ETF (BSCR) at 0.19%. This indicates that FIIG'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

	FIIG	BSCR	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.65%	0.19%	+1.46%
Volatility (6M) Calculated over the trailing 6-month period	3.42%	0.59%	+2.83%
Volatility (1Y) Calculated over the trailing 1-year period	4.61%	1.08%	+3.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.91%	4.09%	+1.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.91%	5.35%	+0.56%

FIIG vs. BSCR - Expense Ratio Comparison

FIIG has a 0.65% expense ratio, which is higher than BSCR's 0.10% expense ratio.

Dividends

FIIG vs. BSCR - Dividend Comparison

FIIG's dividend yield for the trailing twelve months is around 4.95%, more than BSCR's 4.29% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
BSCR Invesco BulletShares 2027 Corporate Bond ETF	4.29%	4.26%	4.27%	3.74%	2.65%	2.12%	2.46%	3.11%	3.35%	0.78%
FIIG First Trust Intermediate Duration Investment Grade Corporate ETF	4.95%	4.76%	4.45%	1.72%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FIIG and BSCR in my portfolio?

FIIG and BSCR have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FIIG or BSCR?

FIIG has higher volatility (1.65%) compared to BSCR (0.19%). In terms of maximum drawdown, FIIG dropped -5.50% vs BSCR's -17.26%.

Which ETF is better, FIIG or BSCR?

On 1-year performance, FIIG leads with 5.35% vs 4.61% for BSCR. On fees, BSCR is cheaper at 0.10% per year. On volatility, BSCR has been the lower-risk option at 0.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FIIG or BSCR?

Over the 1-year period, FIIG has performed better with a 5.35% return vs 4.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FIIG or BSCR?

BSCR is cheaper with a 0.10% expense ratio, compared with 0.65% for FIIG.

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

FIIG has the higher dividend yield at 4.95%, compared with 4.29% for BSCR.

What is the main difference between FIIG and BSCR?

They also come from different issuers: First Trust and Invesco. Their fees differ too: 0.65% for FIIG and 0.10% for BSCR.

Which has better risk-adjusted returns?

BSCR currently has the higher Sharpe Ratio (4.31 vs 1.17), 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.