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SIHY vs. BSJO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SIHY vs. BSJO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Scientific Alpha High-Yield ETF (SIHY) 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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SIHY vs. BSJO - Yearly Performance Comparison


Returns By Period


SIHY

1D
0.22%
1M
-0.57%
YTD
-0.73%
6M
0.35%
1Y
6.86%
3Y*
8.45%
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)

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SIHY vs. BSJO - Expense Ratio Comparison

SIHY has a 0.48% expense ratio, which is higher than BSJO's 0.42% expense ratio.


Return for Risk

SIHY vs. BSJO — Risk / Return Rank

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

SIHY
SIHY Risk / Return Rank: 6464
Overall Rank
SIHY Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SIHY Sortino Ratio Rank: 5858
Sortino Ratio Rank
SIHY Omega Ratio Rank: 6464
Omega Ratio Rank
SIHY Calmar Ratio Rank: 6868
Calmar Ratio Rank
SIHY Martin Ratio Rank: 7171
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.

SIHY vs. BSJO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Scientific Alpha High-Yield ETF (SIHY) 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.


SIHYBSJODifference

Sharpe ratio

Return per unit of total volatility

1.11

Sortino ratio

Return per unit of downside risk

1.59

Omega ratio

Gain probability vs. loss probability

1.25

Calmar ratio

Return relative to maximum drawdown

1.90

Martin ratio

Return relative to average drawdown

8.11

SIHY vs. BSJO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SIHYBSJODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

Dividends

SIHY vs. BSJO - Dividend Comparison

SIHY's dividend yield for the trailing twelve months is around 7.54%, while BSJO has not paid dividends to shareholders.


TTM20252024202320222021
SIHY
Harbor Scientific Alpha High-Yield ETF
7.54%7.61%7.54%7.06%6.31%1.30%
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SIHY vs. BSJO - Drawdown Comparison

The maximum SIHY drawdown since its inception was -13.30%, which is greater than BSJO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SIHY and BSJO.


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Drawdown Indicators


SIHYBSJODifference

Max Drawdown

Largest peak-to-trough decline

-13.30%

0.00%

-13.30%

Max Drawdown (1Y)

Largest decline over 1 year

-4.32%

Current Drawdown

Current decline from peak

-1.82%

0.00%

-1.82%

Average Drawdown

Average peak-to-trough decline

-2.87%

0.00%

-2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

Volatility

SIHY vs. BSJO - Volatility Comparison


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Volatility by Period


SIHYBSJODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.22%

Volatility (6M)

Calculated over the trailing 6-month period

3.10%

Volatility (1Y)

Calculated over the trailing 1-year period

6.34%

0.00%

+6.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.67%

0.00%

+7.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.67%

0.00%

+7.67%