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HYLS vs. BSJQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HYLS vs. BSJQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Tactical High Yield ETF (HYLS) and Invesco BulletShares 2026 High Yield Corp Bond ETF (BSJQ). The values are adjusted to include any dividend payments, if applicable.

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HYLS vs. BSJQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HYLS
First Trust Tactical High Yield ETF
-1.29%8.00%5.85%13.66%-12.83%3.69%5.32%14.66%-4.06%
BSJQ
Invesco BulletShares 2026 High Yield Corp Bond ETF
0.66%6.59%7.49%9.83%-7.35%4.53%2.80%16.74%-4.08%

Returns By Period

In the year-to-date period, HYLS achieves a -1.29% return, which is significantly lower than BSJQ's 0.66% return.


HYLS

1D
0.17%
1M
-0.42%
YTD
-1.29%
6M
-0.27%
1Y
5.37%
3Y*
7.33%
5Y*
2.70%
10Y*
4.39%

BSJQ

1D
0.00%
1M
0.16%
YTD
0.66%
6M
1.78%
1Y
5.91%
3Y*
7.08%
5Y*
3.93%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HYLS vs. BSJQ - Expense Ratio Comparison

HYLS has a 1.01% expense ratio, which is higher than BSJQ's 0.42% expense ratio.


Return for Risk

HYLS vs. BSJQ — Risk / Return Rank

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

HYLS
HYLS Risk / Return Rank: 6363
Overall Rank
HYLS Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
HYLS Sortino Ratio Rank: 6464
Sortino Ratio Rank
HYLS Omega Ratio Rank: 6464
Omega Ratio Rank
HYLS Calmar Ratio Rank: 6363
Calmar Ratio Rank
HYLS Martin Ratio Rank: 6464
Martin Ratio Rank

BSJQ
BSJQ Risk / Return Rank: 9090
Overall Rank
BSJQ Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
BSJQ Sortino Ratio Rank: 9090
Sortino Ratio Rank
BSJQ Omega Ratio Rank: 9797
Omega Ratio Rank
BSJQ Calmar Ratio Rank: 8080
Calmar Ratio Rank
BSJQ Martin Ratio Rank: 9595
Martin Ratio Rank
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.

HYLS vs. BSJQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Tactical High Yield ETF (HYLS) and Invesco BulletShares 2026 High Yield Corp Bond ETF (BSJQ). 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.


HYLSBSJQDifference

Sharpe ratio

Return per unit of total volatility

1.14

1.85

-0.71

Sortino ratio

Return per unit of downside risk

1.69

2.63

-0.94

Omega ratio

Gain probability vs. loss probability

1.25

1.59

-0.35

Calmar ratio

Return relative to maximum drawdown

1.72

2.39

-0.68

Martin ratio

Return relative to average drawdown

7.06

17.12

-10.06

HYLS vs. BSJQ - Sharpe Ratio Comparison

The current HYLS Sharpe Ratio is 1.14, which is lower than the BSJQ Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of HYLS and BSJQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HYLSBSJQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

1.85

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.69

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.54

+0.13

Correlation

The correlation between HYLS and BSJQ is 0.71, 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.


Dividends

HYLS vs. BSJQ - Dividend Comparison

HYLS's dividend yield for the trailing twelve months is around 6.67%, more than BSJQ's 5.95% yield.


TTM20252024202320222021202020192018201720162015
HYLS
First Trust Tactical High Yield ETF
6.67%6.38%6.25%5.98%7.38%5.48%5.09%5.17%5.81%5.53%5.37%6.11%
BSJQ
Invesco BulletShares 2026 High Yield Corp Bond ETF
5.95%6.10%6.58%6.58%5.58%4.27%4.64%4.59%2.39%0.00%0.00%0.00%

Drawdowns

HYLS vs. BSJQ - Drawdown Comparison

The maximum HYLS drawdown since its inception was -22.99%, roughly equal to the maximum BSJQ drawdown of -24.13%. Use the drawdown chart below to compare losses from any high point for HYLS and BSJQ.


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Drawdown Indicators


HYLSBSJQDifference

Max Drawdown

Largest peak-to-trough decline

-22.99%

-24.13%

+1.14%

Max Drawdown (1Y)

Largest decline over 1 year

-3.33%

-2.52%

-0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-15.75%

-11.95%

-3.80%

Max Drawdown (10Y)

Largest decline over 10 years

-22.99%

Current Drawdown

Current decline from peak

-1.76%

0.00%

-1.76%

Average Drawdown

Average peak-to-trough decline

-2.17%

-2.22%

+0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

0.35%

+0.46%

Volatility

HYLS vs. BSJQ - Volatility Comparison

First Trust Tactical High Yield ETF (HYLS) has a higher volatility of 2.10% compared to Invesco BulletShares 2026 High Yield Corp Bond ETF (BSJQ) at 0.59%. This indicates that HYLS's price experiences larger fluctuations and is considered to be riskier than BSJQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYLSBSJQDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.10%

0.59%

+1.51%

Volatility (6M)

Calculated over the trailing 6-month period

2.68%

0.94%

+1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

4.76%

3.21%

+1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.59%

5.74%

+0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.70%

8.54%

-1.84%