THY vs. BSJO

Last updated Apr 1, 2026

Compare and contrast key facts about Agility Shares Dynamic Tactical Income ETF (THY) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO).

THY and BSJO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. THY is an actively managed fund by Toews Corp.. It was launched on Jun 25, 2020. BSJO is a passively managed fund by Invesco that tracks the performance of the NASDAQ BulletShares USD High Yield Corporate Bond 2024 TR Index. It was launched on Sep 14, 2016.

Performance

THY vs. BSJO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Agility Shares Dynamic Tactical Income ETF (THY) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). The values are adjusted to include any dividend payments, if applicable.

THY vs. BSJO - Yearly Performance Comparison

	2026 (YTD)
THY Agility Shares Dynamic Tactical Income ETF	-0.51%
BSJO Invesco BulletShares 2024 High Yield Corporate Bond ETF	0.00%

Returns By Period

THY

• 1D: -0.02%
• 1M: -0.45%
• YTD: 0.26%
• 6M: -0.36%
• 1Y: 5.67%
• 3Y*: 4.80%
• 5Y*: 1.78%
• 10Y*: —

BSJO

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

THY vs. BSJO - Expense Ratio Comparison

THY has a 1.36% expense ratio, which is higher than BSJO's 0.42% expense ratio.

THY

Agility Shares Dynamic Tactical Income ETF

BSJO

Invesco BulletShares 2024 High Yield Corporate Bond ETF

Return for Risk

THY vs. BSJO — Risk / Return Rank

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

THY

THY Risk / Return Rank: 88
THY Sharpe Ratio Rank: 87
THY Sortino Ratio Rank: 93
THY Omega Ratio Rank: 87
THY Calmar Ratio Rank: 93
THY Martin Ratio Rank: 82

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.

THY vs. BSJO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Agility Shares Dynamic Tactical Income ETF (THY) 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.

	THY	BSJO	Difference
Sharpe ratio Return per unit of total volatility	1.79	—	—
Sortino ratio Return per unit of downside risk	2.79	—	—
Omega ratio Gain probability vs. loss probability	1.35	—	—
Calmar ratio Return relative to maximum drawdown	3.57	—	—
Martin ratio Return relative to average drawdown	9.21	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	THY	BSJO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.79	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.40	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	—	—

Dividends

THY vs. BSJO - Dividend Comparison

THY's dividend yield for the trailing twelve months is around 5.48%, while BSJO has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020
THY Agility Shares Dynamic Tactical Income ETF	5.48%	6.00%	5.09%	4.59%	2.56%	3.46%	2.53%
BSJO Invesco BulletShares 2024 High Yield Corporate Bond ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

THY vs. BSJO - Drawdown Comparison

The maximum THY drawdown since its inception was -8.56%, which is greater than BSJO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for THY and BSJO.

Drawdown Indicators

	THY	BSJO	Difference
Max Drawdown Largest peak-to-trough decline	-8.56%	0.00%	-8.56%
Max Drawdown (1Y) Largest decline over 1 year	-1.60%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-8.56%	—	—
Current Drawdown Current decline from peak	-0.83%	0.00%	-0.83%
Average Drawdown Average peak-to-trough decline	-2.68%	0.00%	-2.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.62%	—	—

Volatility

Volatility by Period

	THY	BSJO	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.79%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.96%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	3.18%	0.00%	+3.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.52%	0.00%	+4.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.51%	0.00%	+4.51%