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IHYF vs. BSJU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

IHYF vs. BSJU

Last updated May 13, 2025

Compare and contrast key facts about Invesco High Yield Bond Factor ETF (IHYF) and Invesco Bulletshares 2030 High Yield Corporate Bond ETF (BSJU).

IHYF and BSJU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IHYF is an actively managed fund by Invesco. It was launched on Nov 30, 2020. BSJU is a passively managed fund by Invesco that tracks the performance of the Invesco BulletShares High Yield Corporate Bond 2030 Index. It was launched on Sep 6, 2022.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IHYF or BSJU.

Correlation

The correlation between IHYF and BSJU is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

IHYF vs. BSJU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco High Yield Bond Factor ETF (IHYF) and Invesco Bulletshares 2030 High Yield Corporate Bond ETF (BSJU). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

IHYF:

1.35

BSJU:

1.32

Sortino Ratio

IHYF:

1.85

BSJU:

1.96

Omega Ratio

IHYF:

1.31

BSJU:

1.27

Calmar Ratio

IHYF:

1.41

BSJU:

1.56

Martin Ratio

IHYF:

6.31

BSJU:

7.67

Ulcer Index

IHYF:

1.18%

BSJU:

1.03%

Daily Std Dev

IHYF:

5.61%

BSJU:

6.15%

Max Drawdown

IHYF:

-15.96%

BSJU:

-7.51%

Current Drawdown

IHYF:

-1.25%

BSJU:

0.00%

Returns By Period

In the year-to-date period, IHYF achieves a 1.07% return, which is significantly lower than BSJU's 2.49% return.

IHYF

YTD

1.07%

1M

3.21%

6M

1.79%

1Y

7.52%

5Y*

N/A

10Y*

N/A

BSJU

YTD

2.49%

1M

4.19%

6M

1.62%

1Y

8.08%

5Y*

N/A

10Y*

N/A

*Annualized

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IHYF vs. BSJU - Expense Ratio Comparison

IHYF has a 0.39% expense ratio, which is lower than BSJU's 0.42% expense ratio.

BSJU
Invesco Bulletshares 2030 High Yield Corporate Bond ETF
IHYF
Invesco High Yield Bond Factor ETF

Risk-Adjusted Performance

IHYF vs. BSJU — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IHYF
The Risk-Adjusted Performance Rank of IHYF is 8989
Overall Rank
The Sharpe Ratio Rank of IHYF is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of IHYF is 8888
Sortino Ratio Rank
The Omega Ratio Rank of IHYF is 9191
Omega Ratio Rank
The Calmar Ratio Rank of IHYF is 8888
Calmar Ratio Rank
The Martin Ratio Rank of IHYF is 8888
Martin Ratio Rank
BSJU
The Risk-Adjusted Performance Rank of BSJU is 8989
Overall Rank
The Sharpe Ratio Rank of BSJU is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BSJU is 8989
Sortino Ratio Rank
The Omega Ratio Rank of BSJU is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BSJU is 9090
Calmar Ratio Rank
The Martin Ratio Rank of BSJU is 9090
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.

IHYF vs. BSJU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco High Yield Bond Factor ETF (IHYF) and Invesco Bulletshares 2030 High Yield Corporate Bond ETF (BSJU). 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.

The current IHYF Sharpe Ratio is 1.35, which is comparable to the BSJU Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of IHYF and BSJU, 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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Dividends

IHYF vs. BSJU - Dividend Comparison

Neither IHYF nor BSJU has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

IHYF vs. BSJU - Drawdown Comparison

The maximum IHYF drawdown since its inception was -15.96%, which is greater than BSJU's maximum drawdown of -7.51%. Use the drawdown chart below to compare losses from any high point for IHYF and BSJU. For additional features, visit the drawdowns tool.

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Volatility

IHYF vs. BSJU - Volatility Comparison

The current volatility for Invesco High Yield Bond Factor ETF (IHYF) is 1.69%, while Invesco Bulletshares 2030 High Yield Corporate Bond ETF (BSJU) has a volatility of 1.96%. This indicates that IHYF experiences smaller price fluctuations and is considered to be less risky than BSJU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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