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HYSA vs. BSJO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYSA vs. BSJO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) 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


HYSA

1D
0.19%
1M
0.40%
YTD
1.26%
6M
1.49%
1Y
6.36%
3Y*
5Y*
10Y*

BSJO

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

HYSA vs. BSJO - Yearly Performance Comparison


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Return for Risk

HYSA vs. BSJO — Risk / Return Rank

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

HYSA
HYSA Risk / Return Rank: 4242
Overall Rank
HYSA Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
HYSA Sortino Ratio Rank: 4141
Sortino Ratio Rank
HYSA Omega Ratio Rank: 3838
Omega Ratio Rank
HYSA Calmar Ratio Rank: 4242
Calmar Ratio Rank
HYSA Martin Ratio Rank: 4949
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.

HYSA vs. BSJO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) 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.


HYSABSJODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

2.03

Martin ratioReturn relative to average drawdown

8.16

HYSA vs. BSJO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HYSABSJODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

Sharpe Ratio (All Time)

Calculated using the full available price history

1.37

Drawdowns

HYSA vs. BSJO - Drawdown Comparison

The maximum HYSA drawdown since its inception was -4.90%, which is greater than BSJO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for HYSA and BSJO.


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Drawdown Indicators


HYSABSJODifference

Max Drawdown

Largest peak-to-trough decline

-4.90%

0.00%

-4.90%

Max Drawdown (1Y)

Largest decline over 1 year

-3.15%

Current Drawdown

Current decline from peak

-0.27%

0.00%

-0.27%

Average Drawdown

Average peak-to-trough decline

-0.68%

0.00%

-0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

Volatility

HYSA vs. BSJO - Volatility Comparison


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Volatility by Period


HYSABSJODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.28%

Volatility (6M)

Calculated over the trailing 6-month period

3.55%

Volatility (1Y)

Calculated over the trailing 1-year period

4.68%

0.00%

+4.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.08%

0.00%

+6.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.08%

0.00%

+6.08%

HYSA vs. BSJO - Expense Ratio Comparison

HYSA has a 0.55% expense ratio, which is higher than BSJO's 0.42% expense ratio.


Dividends

HYSA vs. BSJO - Dividend Comparison

HYSA's dividend yield for the trailing twelve months is around 6.76%, while BSJO has not paid dividends to shareholders.


PositionTTM202520242023
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%
HYSA
Bondbloxx USD High Yield Bond Sector Rotation ETF
6.76%6.70%6.99%2.65%

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 0.55% for HYSA.

HYSA has the higher dividend yield at 6.76%, compared with 0.00% for BSJO.

They also come from different issuers: BondBloxx and Invesco. Their fees differ too: 0.55% for HYSA and 0.42% for BSJO.

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Find the right allocation for HYSA and BSJO

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