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SYFI vs. BSJO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYFI vs. BSJO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Short Duration High Yield ETF (SYFI) 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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Returns By Period


SYFI

1D
0.14%
1M
0.27%
YTD
1.72%
6M
2.33%
1Y
6.81%
3Y*
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)

SYFI vs. BSJO - Yearly Performance Comparison


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Return for Risk

SYFI vs. BSJO — Risk / Return Rank

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

SYFI
SYFI Risk / Return Rank: 7373
Overall Rank
SYFI Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SYFI Sortino Ratio Rank: 7373
Sortino Ratio Rank
SYFI Omega Ratio Rank: 7272
Omega Ratio Rank
SYFI Calmar Ratio Rank: 7171
Calmar Ratio Rank
SYFI Martin Ratio Rank: 8282
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.

SYFI vs. BSJO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Short Duration High Yield ETF (SYFI) 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.


SYFIBSJODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.42

Calmar ratioReturn relative to maximum drawdown

3.52

Martin ratioReturn relative to average drawdown

16.16

SYFI vs. BSJO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SYFIBSJODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

Sharpe Ratio (All Time)

Calculated using the full available price history

1.68

Drawdowns

SYFI vs. BSJO - Drawdown Comparison

The maximum SYFI drawdown since its inception was -4.49%, which is greater than BSJO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SYFI and BSJO.


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Drawdown Indicators


SYFIBSJODifference

Max Drawdown

Largest peak-to-trough decline

-4.49%

0.00%

-4.49%

Max Drawdown (1Y)

Largest decline over 1 year

-1.94%

Current Drawdown

Current decline from peak

-0.12%

0.00%

-0.12%

Average Drawdown

Average peak-to-trough decline

-0.35%

0.00%

-0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.42%

Volatility

SYFI vs. BSJO - Volatility Comparison


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Volatility by Period


SYFIBSJODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

Volatility (6M)

Calculated over the trailing 6-month period

2.42%

Volatility (1Y)

Calculated over the trailing 1-year period

3.19%

0.00%

+3.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.23%

0.00%

+4.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.23%

0.00%

+4.23%

SYFI vs. BSJO - Expense Ratio Comparison

SYFI has a 0.40% expense ratio, which is lower than BSJO's 0.42% expense ratio.


Dividends

SYFI vs. BSJO - Dividend Comparison

SYFI's dividend yield for the trailing twelve months is around 6.12%, while BSJO has not paid dividends to shareholders.


Frequently Asked Questions


On fees, SYFI is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SYFI is cheaper with a 0.40% expense ratio, compared with 0.42% for BSJO.

SYFI has the higher dividend yield at 6.12%, compared with 0.00% for BSJO.

They also come from different issuers: AllianceBernstein and Invesco. Their fees differ too: 0.40% for SYFI and 0.42% for BSJO.

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