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FLRT vs. BSJP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLRT vs. BSJP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Aristotle Pacific Floating Rate High Income ETF (FLRT) 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


FLRT

1D
0.04%
1M
0.42%
6M
1.88%
YTD
2.44%
1Y
5.13%
3Y*
7.90%
5Y*
6.08%
10Y*
4.77%
ALL TIME*
4.48%

BSJP

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

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$4.79M$4.57M$4.68M

FLRT vs. BSJP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLRT
Pacer Aristotle Pacific Floating Rate High Income ETF
2.44%6.24%9.18%14.59%-2.72%3.18%2.78%9.44%-1.14%0.43%
BSJP
Invesco BulletShares 2025 High Yield Corporate Bond ETF
0.00%4.46%8.07%10.41%-5.16%4.57%4.16%16.89%-4.66%0.43%

Correlation

The correlation between FLRT and BSJP is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.01

Correlation (3Y)
Balances recent behavior with more history.

0.17

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.22

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2017

0.19

The correlation between FLRT and BSJP shifts across timeframes, from 0.01 (1 year) to 0.22 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

FLRT vs. BSJP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FLRT
FLRT Risk / Return Rank: 9090
Overall Rank
FLRT Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FLRT Sortino Ratio Rank: 9797
Sortino Ratio Rank
FLRT Omega Ratio Rank: 9797
Omega Ratio Rank
FLRT Calmar Ratio Rank: 7979
Calmar Ratio Rank
FLRT Martin Ratio Rank: 7979
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) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FLRT vs. BSJP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Aristotle Pacific Floating Rate High Income ETF (FLRT) 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.


FLRTBSJPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.76

Calmar ratioReturn relative to maximum drawdown

2.90

Martin ratioReturn relative to average drawdown

10.63

FLRT vs. BSJP - Sharpe Ratio Comparison


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Drawdowns

FLRT vs. BSJP - Drawdown Comparison


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Drawdown Indicators


FLRTBSJPDifference

Max Drawdown

Largest peak-to-trough decline

-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

0.00%

Average Drawdown

Average peak-to-trough decline

-1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

Volatility

FLRT vs. BSJP - Volatility Comparison


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Volatility by Period


FLRTBSJPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.29%

Volatility (6M)

Calculated over the trailing 6-month period

1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.09%

FLRT vs. BSJP - Expense Ratio Comparison

FLRT has a 0.60% expense ratio, which is higher than BSJP's 0.42% expense ratio.


Dividends

FLRT vs. BSJP - Dividend Comparison

FLRT's dividend yield for the trailing twelve months is around 6.71%, more than BSJP's 1.52% yield.


PositionTTM20252024202320222021202020192018201720162015
BSJP
Invesco BulletShares 2025 High Yield Corporate Bond ETF
1.52%4.50%6.25%7.07%5.37%4.27%4.96%5.49%5.84%1.32%0.00%0.00%
FLRT
Pacer Aristotle Pacific Floating Rate High Income ETF
6.71%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


FLRT 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 0.60% for FLRT.

FLRT has the higher dividend yield at 6.71%, compared with 1.52% for BSJP.

FLRT is categorized as Bank Loan, while BSJP is High Yield Bonds. They also come from different issuers: Pacer and Invesco. Their fees differ too: 0.60% for FLRT and 0.42% for BSJP.

Portfolio Optimizer

Find the right allocation for FLRT 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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