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JHCB vs. BSCR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JHCB vs. BSCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Corporate Bond ETF (JHCB) and Invesco BulletShares 2027 Corporate Bond ETF (BSCR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JHCB achieves a 0.37% return, which is significantly lower than BSCR's 1.27% return.


JHCB

1D
-0.19%
1M
0.63%
YTD
0.37%
6M
-0.08%
1Y
5.68%
3Y*
5.68%
5Y*
0.64%
10Y*

BSCR

1D
0.00%
1M
0.36%
YTD
1.27%
6M
1.69%
1Y
4.61%
3Y*
5.18%
5Y*
1.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JHCB vs. BSCR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
JHCB
John Hancock Corporate Bond ETF
0.37%8.02%2.75%8.89%-15.93%3.41%
BSCR
Invesco BulletShares 2027 Corporate Bond ETF
1.27%5.77%4.52%6.41%-9.56%1.29%

Correlation

The correlation between JHCB and BSCR is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.56

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (5Y)
Calculated over the trailing 5-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2021

0.82

Over the past year, the correlation between JHCB and BSCR has dropped to 0.56 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.

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Return for Risk

JHCB vs. BSCR — Risk / Return Rank

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

JHCB
JHCB Risk / Return Rank: 3737
Overall Rank
JHCB Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
JHCB Sortino Ratio Rank: 3737
Sortino Ratio Rank
JHCB Omega Ratio Rank: 3535
Omega Ratio Rank
JHCB Calmar Ratio Rank: 3737
Calmar Ratio Rank
JHCB Martin Ratio Rank: 3838
Martin Ratio Rank

BSCR
BSCR Risk / Return Rank: 9797
Overall Rank
BSCR Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
BSCR Sortino Ratio Rank: 9898
Sortino Ratio Rank
BSCR Omega Ratio Rank: 9898
Omega Ratio Rank
BSCR Calmar Ratio Rank: 9797
Calmar Ratio Rank
BSCR Martin Ratio Rank: 9797
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.

JHCB vs. BSCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Corporate Bond ETF (JHCB) and Invesco BulletShares 2027 Corporate Bond ETF (BSCR). 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.


JHCBBSCRDifference
Sharpe ratioReturn per unit of total volatility

-3.01

Sortino ratioReturn per unit of downside risk

-6.22

Omega ratioGain probability vs. loss probability

1.23

2.14

-0.91

Calmar ratioReturn relative to maximum drawdown

1.81

11.08

-9.27

Martin ratioReturn relative to average drawdown

5.94

46.99

-41.05

JHCB vs. BSCR - Sharpe Ratio Comparison

The current JHCB Sharpe Ratio is 1.30, which is lower than the BSCR Sharpe Ratio of 4.31. The chart below compares the historical Sharpe Ratios of JHCB and BSCR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JHCBBSCRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

4.31

-3.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.35

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.59

-0.44

Drawdowns

JHCB vs. BSCR - Drawdown Comparison

The maximum JHCB drawdown since its inception was -22.61%, which is greater than BSCR's maximum drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for JHCB and BSCR.


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Drawdown Indicators


JHCBBSCRDifference

Max Drawdown

Largest peak-to-trough decline

-22.61%

-17.26%

-5.35%

Max Drawdown (1Y)

Largest decline over 1 year

-3.16%

-0.42%

-2.74%

Max Drawdown (3Y)

Largest decline over 3 years

-6.54%

-2.41%

-4.13%

Max Drawdown (5Y)

Largest decline over 5 years

-22.61%

-14.87%

-7.74%

Current Drawdown

Current decline from peak

-1.04%

0.00%

-1.04%

Average Drawdown

Average peak-to-trough decline

-8.21%

-3.35%

-4.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.10%

+0.86%

Volatility

JHCB vs. BSCR - Volatility Comparison

John Hancock Corporate Bond ETF (JHCB) has a higher volatility of 1.42% compared to Invesco BulletShares 2027 Corporate Bond ETF (BSCR) at 0.19%. This indicates that JHCB's price experiences larger fluctuations and is considered to be riskier than BSCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JHCBBSCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.42%

0.19%

+1.23%

Volatility (6M)

Calculated over the trailing 6-month period

3.25%

0.59%

+2.66%

Volatility (1Y)

Calculated over the trailing 1-year period

4.41%

1.08%

+3.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.95%

4.09%

+2.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.88%

5.35%

+1.53%

JHCB vs. BSCR - Expense Ratio Comparison

JHCB has a 0.29% expense ratio, which is higher than BSCR's 0.10% expense ratio.


Dividends

JHCB vs. BSCR - Dividend Comparison

JHCB's dividend yield for the trailing twelve months is around 4.96%, more than BSCR's 4.29% yield.


PositionTTM202520242023202220212020201920182017
BSCR
Invesco BulletShares 2027 Corporate Bond ETF
4.29%4.26%4.27%3.74%2.65%2.12%2.46%3.11%3.35%0.78%
JHCB
John Hancock Corporate Bond ETF
4.96%4.92%5.02%4.35%3.86%2.41%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JHCB and BSCR have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JHCB has higher volatility (1.42%) compared to BSCR (0.19%). In terms of maximum drawdown, JHCB dropped -22.61% vs BSCR's -17.26%.

On 5-year performance, BSCR leads with 1.41% vs 0.64% for JHCB. On fees, BSCR is cheaper at 0.10% per year. On volatility, BSCR has been the lower-risk option at 0.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BSCR has performed better with a 1.41% return vs 0.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSCR is cheaper with a 0.10% expense ratio, compared with 0.29% for JHCB.

JHCB has the higher dividend yield at 4.96%, compared with 4.29% for BSCR.

They also come from different issuers: John Hancock and Invesco. Their fees differ too: 0.29% for JHCB and 0.10% for BSCR.

BSCR currently has the higher Sharpe Ratio (4.31 vs 1.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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