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FSYD vs. BSJP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSYD and BSJP is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

FSYD vs. BSJP - Performance Comparison

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

0.00%1.00%2.00%3.00%4.00%SeptemberOctoberNovemberDecember2025February
4.08%
3.28%
FSYD
BSJP

Key characteristics

Sharpe Ratio

FSYD:

2.73

BSJP:

4.43

Sortino Ratio

FSYD:

4.08

BSJP:

7.82

Omega Ratio

FSYD:

1.53

BSJP:

2.07

Calmar Ratio

FSYD:

4.55

BSJP:

17.52

Martin Ratio

FSYD:

17.44

BSJP:

73.54

Ulcer Index

FSYD:

0.64%

BSJP:

0.10%

Daily Std Dev

FSYD:

4.08%

BSJP:

1.72%

Max Drawdown

FSYD:

-12.11%

BSJP:

-23.58%

Current Drawdown

FSYD:

0.00%

BSJP:

0.00%

Returns By Period

In the year-to-date period, FSYD achieves a 1.85% return, which is significantly higher than BSJP's 0.92% return.


FSYD

YTD

1.85%

1M

0.99%

6M

4.08%

1Y

10.65%

5Y*

N/A

10Y*

N/A

BSJP

YTD

0.92%

1M

0.52%

6M

3.28%

1Y

7.44%

5Y*

4.35%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FSYD vs. BSJP - Expense Ratio Comparison

FSYD has a 0.55% expense ratio, which is higher than BSJP's 0.42% expense ratio.


FSYD
Fidelity Sustainable High Yield ETF
Expense ratio chart for FSYD: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for BSJP: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%

Risk-Adjusted Performance

FSYD vs. BSJP — Risk-Adjusted Performance Rank

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

FSYD
The Risk-Adjusted Performance Rank of FSYD is 9494
Overall Rank
The Sharpe Ratio Rank of FSYD is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of FSYD is 9595
Sortino Ratio Rank
The Omega Ratio Rank of FSYD is 9393
Omega Ratio Rank
The Calmar Ratio Rank of FSYD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of FSYD is 9292
Martin Ratio Rank

BSJP
The Risk-Adjusted Performance Rank of BSJP is 9999
Overall Rank
The Sharpe Ratio Rank of BSJP is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of BSJP is 9898
Sortino Ratio Rank
The Omega Ratio Rank of BSJP is 9898
Omega Ratio Rank
The Calmar Ratio Rank of BSJP is 9999
Calmar Ratio Rank
The Martin Ratio Rank of BSJP is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSYD vs. BSJP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable High Yield ETF (FSYD) 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.


Sharpe ratio
The chart of Sharpe ratio for FSYD, currently valued at 2.73, compared to the broader market0.002.004.002.734.43
The chart of Sortino ratio for FSYD, currently valued at 4.08, compared to the broader market-2.000.002.004.006.008.0010.0012.004.087.82
The chart of Omega ratio for FSYD, currently valued at 1.53, compared to the broader market0.501.001.502.002.503.001.532.07
The chart of Calmar ratio for FSYD, currently valued at 4.55, compared to the broader market0.005.0010.0015.004.5517.52
The chart of Martin ratio for FSYD, currently valued at 17.44, compared to the broader market0.0020.0040.0060.0080.00100.0017.4473.54
FSYD
BSJP

The current FSYD Sharpe Ratio is 2.73, which is lower than the BSJP Sharpe Ratio of 4.43. The chart below compares the historical Sharpe Ratios of FSYD and BSJP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.003.004.005.00SeptemberOctoberNovemberDecember2025February
2.73
4.43
FSYD
BSJP

Dividends

FSYD vs. BSJP - Dividend Comparison

FSYD's dividend yield for the trailing twelve months is around 6.43%, more than BSJP's 6.01% yield.


TTM20242023202220212020201920182017
FSYD
Fidelity Sustainable High Yield ETF
6.43%6.47%6.70%5.29%0.00%0.00%0.00%0.00%0.00%
BSJP
Invesco BulletShares 2025 High Yield Corporate Bond ETF
6.01%6.25%7.07%5.37%4.26%4.95%5.50%5.84%1.32%

Drawdowns

FSYD vs. BSJP - Drawdown Comparison

The maximum FSYD drawdown since its inception was -12.11%, smaller than the maximum BSJP drawdown of -23.58%. Use the drawdown chart below to compare losses from any high point for FSYD and BSJP. For additional features, visit the drawdowns tool.


-1.50%-1.00%-0.50%0.00%SeptemberOctoberNovemberDecember2025February00
FSYD
BSJP

Volatility

FSYD vs. BSJP - Volatility Comparison

Fidelity Sustainable High Yield ETF (FSYD) has a higher volatility of 1.00% compared to Invesco BulletShares 2025 High Yield Corporate Bond ETF (BSJP) at 0.24%. This indicates that FSYD's price experiences larger fluctuations and is considered to be riskier than BSJP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%SeptemberOctoberNovemberDecember2025February
1.00%
0.24%
FSYD
BSJP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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