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

Correlation

The correlation between IHYF and BSJU is 0.80, 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.


-0.50.00.51.00.8

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.

0.00%1.00%2.00%3.00%4.00%SeptemberOctoberNovemberDecember2025February
3.89%
2.36%
IHYF
BSJU

Key characteristics

Sharpe Ratio

IHYF:

2.54

BSJU:

1.95

Sortino Ratio

IHYF:

3.78

BSJU:

2.85

Omega Ratio

IHYF:

1.54

BSJU:

1.36

Calmar Ratio

IHYF:

4.86

BSJU:

3.71

Martin Ratio

IHYF:

17.17

BSJU:

12.92

Ulcer Index

IHYF:

0.57%

BSJU:

0.71%

Daily Std Dev

IHYF:

3.85%

BSJU:

4.70%

Max Drawdown

IHYF:

-15.96%

BSJU:

-7.51%

Current Drawdown

IHYF:

-0.03%

BSJU:

-0.23%

Returns By Period

In the year-to-date period, IHYF achieves a 1.39% return, which is significantly lower than BSJU's 1.76% return.


IHYF

YTD

1.39%

1M

0.33%

6M

3.89%

1Y

9.92%

5Y*

N/A

10Y*

N/A

BSJU

YTD

1.76%

1M

0.62%

6M

2.36%

1Y

8.96%

5Y*

N/A

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.


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
Expense ratio chart for BSJU: 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%
Expense ratio chart for IHYF: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

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 9494
Overall Rank
The Sharpe Ratio Rank of IHYF is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of IHYF is 9494
Sortino Ratio Rank
The Omega Ratio Rank of IHYF is 9494
Omega Ratio Rank
The Calmar Ratio Rank of IHYF is 9595
Calmar Ratio Rank
The Martin Ratio Rank of IHYF is 9292
Martin Ratio Rank

BSJU
The Risk-Adjusted Performance Rank of BSJU is 8484
Overall Rank
The Sharpe Ratio Rank of BSJU is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of BSJU is 8484
Sortino Ratio Rank
The Omega Ratio Rank of BSJU is 8181
Omega Ratio Rank
The Calmar Ratio Rank of BSJU is 9090
Calmar Ratio Rank
The Martin Ratio Rank of BSJU is 8686
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.


Sharpe ratio
The chart of Sharpe ratio for IHYF, currently valued at 2.54, compared to the broader market0.002.004.002.541.95
The chart of Sortino ratio for IHYF, currently valued at 3.78, compared to the broader market0.005.0010.003.782.85
The chart of Omega ratio for IHYF, currently valued at 1.54, compared to the broader market0.501.001.502.002.503.001.541.36
The chart of Calmar ratio for IHYF, currently valued at 4.86, compared to the broader market0.005.0010.0015.004.863.71
The chart of Martin ratio for IHYF, currently valued at 17.17, compared to the broader market0.0020.0040.0060.0080.00100.0017.1712.92
IHYF
BSJU

The current IHYF Sharpe Ratio is 2.54, which is higher than the BSJU Sharpe Ratio of 1.95. 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.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
2.54
1.95
IHYF
BSJU

Dividends

IHYF vs. BSJU - Dividend Comparison

IHYF's dividend yield for the trailing twelve months is around 6.57%, more than BSJU's 6.48% yield.


TTM2024202320222021
IHYF
Invesco High Yield Bond Factor ETF
6.57%7.20%6.76%6.16%4.87%
BSJU
Invesco Bulletshares 2030 High Yield Corporate Bond ETF
6.48%7.08%6.74%2.38%0.00%

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.


-2.00%-1.50%-1.00%-0.50%0.00%SeptemberOctoberNovemberDecember2025February
-0.03%
-0.23%
IHYF
BSJU

Volatility

IHYF vs. BSJU - Volatility Comparison

Invesco High Yield Bond Factor ETF (IHYF) has a higher volatility of 1.45% compared to Invesco Bulletshares 2030 High Yield Corporate Bond ETF (BSJU) at 1.02%. This indicates that IHYF's price experiences larger fluctuations and is considered to be riskier than BSJU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%SeptemberOctoberNovemberDecember2025February
1.45%
1.02%
IHYF
BSJU
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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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