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FLRT vs. BSJO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLRT vs. BSJO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacific Global Senior Loan ETF (FLRT) 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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Returns By Period


FLRT

1D
-0.15%
1M
0.90%
YTD
1.83%
6M
2.55%
1Y
6.08%
3Y*
8.90%
5Y*
5.98%
10Y*
5.00%

BSJO

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLRT vs. BSJO - Yearly Performance Comparison


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Return for Risk

FLRT vs. BSJO — Risk / Return Rank

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

FLRT
FLRT Risk / Return Rank: 8585
Overall Rank
FLRT Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FLRT Sortino Ratio Rank: 9797
Sortino Ratio Rank
FLRT Omega Ratio Rank: 9797
Omega Ratio Rank
FLRT Calmar Ratio Rank: 6868
Calmar Ratio Rank
FLRT Martin Ratio Rank: 6868
Martin Ratio Rank

BSJO
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.

FLRT vs. BSJO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacific Global Senior Loan ETF (FLRT) 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.


FLRTBSJODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.95

Calmar ratioReturn relative to maximum drawdown

3.43

Martin ratioReturn relative to average drawdown

12.62

FLRT vs. BSJO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FLRTBSJODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

Drawdowns

FLRT vs. BSJO - Drawdown Comparison

The maximum FLRT drawdown since its inception was -20.96%, which is greater than BSJO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for FLRT and BSJO.


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Drawdown Indicators


FLRTBSJODifference

Max Drawdown

Largest peak-to-trough decline

-20.96%

0.00%

-20.96%

Max Drawdown (1Y)

Largest decline over 1 year

-1.78%

Max Drawdown (3Y)

Largest decline over 3 years

-2.87%

Max Drawdown (5Y)

Largest decline over 5 years

-7.60%

Max Drawdown (10Y)

Largest decline over 10 years

-20.96%

Current Drawdown

Current decline from peak

-0.15%

0.00%

-0.15%

Average Drawdown

Average peak-to-trough decline

-1.41%

0.00%

-1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

Volatility

FLRT vs. BSJO - Volatility Comparison


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Volatility by Period


FLRTBSJODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.40%

Volatility (6M)

Calculated over the trailing 6-month period

1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

1.57%

0.00%

+1.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.30%

0.00%

+2.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.17%

0.00%

+6.17%

FLRT vs. BSJO - Expense Ratio Comparison

FLRT has a 0.69% expense ratio, which is higher than BSJO's 0.42% expense ratio.


Dividends

FLRT vs. BSJO - Dividend Comparison

FLRT's dividend yield for the trailing twelve months is around 6.81%, while BSJO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLRT
Pacific Global Senior Loan ETF
6.81%6.93%7.93%8.40%5.81%3.16%3.52%4.30%3.95%3.20%3.38%3.21%

Frequently Asked Questions


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

BSJO is cheaper with a 0.42% expense ratio, compared with 0.69% for FLRT.

FLRT has the higher dividend yield at 6.81%, compared with 0.00% for BSJO.

They also come from different issuers: Pacific Life and Invesco. Their fees differ too: 0.69% for FLRT and 0.42% for BSJO.

Portfolio Optimizer

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