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KORP vs. BSCR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KORP vs. BSCR - Performance Comparison

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

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KORP vs. BSCR - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
KORP
American Century Diversified Corporate Bond ETF
-0.52%8.14%3.82%7.40%-10.04%-0.55%6.99%10.08%-1.20%
BSCR
Invesco BulletShares 2027 Corporate Bond ETF
0.46%5.77%4.52%6.41%-9.56%-1.72%9.68%14.88%-2.45%

Returns By Period

In the year-to-date period, KORP achieves a -0.52% return, which is significantly lower than BSCR's 0.46% return.


KORP

1D
0.56%
1M
-2.22%
YTD
-0.52%
6M
0.46%
1Y
4.87%
3Y*
5.21%
5Y*
1.80%
10Y*

BSCR

1D
0.10%
1M
-0.19%
YTD
0.46%
6M
1.69%
1Y
4.57%
3Y*
4.84%
5Y*
1.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KORP vs. BSCR - Expense Ratio Comparison

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


Return for Risk

KORP vs. BSCR — Risk / Return Rank

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

KORP
KORP Risk / Return Rank: 5252
Overall Rank
KORP Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
KORP Sortino Ratio Rank: 4747
Sortino Ratio Rank
KORP Omega Ratio Rank: 4545
Omega Ratio Rank
KORP Calmar Ratio Rank: 6363
Calmar Ratio Rank
KORP Martin Ratio Rank: 5353
Martin Ratio Rank

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

KORP vs. BSCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Diversified Corporate Bond ETF (KORP) 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.


KORPBSCRDifference

Sharpe ratio

Return per unit of total volatility

0.91

3.10

-2.20

Sortino ratio

Return per unit of downside risk

1.27

4.90

-3.63

Omega ratio

Gain probability vs. loss probability

1.17

1.79

-0.62

Calmar ratio

Return relative to maximum drawdown

1.58

5.68

-4.10

Martin ratio

Return relative to average drawdown

5.07

29.21

-24.15

KORP vs. BSCR - Sharpe Ratio Comparison

The current KORP Sharpe Ratio is 0.91, which is lower than the BSCR Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of KORP and BSCR, 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


KORPBSCRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

3.10

-2.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.38

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.58

-0.02

Correlation

The correlation between KORP and BSCR is 0.75, 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

KORP vs. BSCR - Dividend Comparison

KORP's dividend yield for the trailing twelve months is around 5.09%, more than BSCR's 4.30% yield.


TTM202520242023202220212020201920182017
KORP
American Century Diversified Corporate Bond ETF
5.09%4.98%5.08%4.42%2.89%1.86%3.22%3.20%2.97%0.00%
BSCR
Invesco BulletShares 2027 Corporate Bond ETF
4.30%4.26%4.27%3.74%2.65%2.12%2.46%3.11%3.35%0.78%

Drawdowns

KORP vs. BSCR - Drawdown Comparison

The maximum KORP drawdown since its inception was -14.90%, smaller than the maximum BSCR drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for KORP and BSCR.


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Drawdown Indicators


KORPBSCRDifference

Max Drawdown

Largest peak-to-trough decline

-14.90%

-17.26%

+2.36%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-0.81%

-2.41%

Max Drawdown (5Y)

Largest decline over 5 years

-14.90%

-14.87%

-0.03%

Current Drawdown

Current decline from peak

-2.26%

-0.19%

-2.07%

Average Drawdown

Average peak-to-trough decline

-3.27%

-3.41%

+0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

0.16%

+0.85%

Volatility

KORP vs. BSCR - Volatility Comparison

American Century Diversified Corporate Bond ETF (KORP) has a higher volatility of 2.22% compared to Invesco BulletShares 2027 Corporate Bond ETF (BSCR) at 0.36%. This indicates that KORP'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


KORPBSCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.22%

0.36%

+1.86%

Volatility (6M)

Calculated over the trailing 6-month period

3.05%

0.62%

+2.43%

Volatility (1Y)

Calculated over the trailing 1-year period

5.40%

1.48%

+3.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.31%

4.12%

+1.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.93%

5.41%

-0.48%