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THY vs. BSJR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

THY vs. BSJR - 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 2027 High Yield Corporate Bond ETF (BSJR). The values are adjusted to include any dividend payments, if applicable.

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THY vs. BSJR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
THY
Agility Shares Dynamic Tactical Income ETF
0.26%4.44%5.38%4.97%-5.62%-0.46%4.04%
BSJR
Invesco BulletShares 2027 High Yield Corporate Bond ETF
0.21%7.41%7.15%11.91%-11.35%3.60%11.85%

Returns By Period

In the year-to-date period, THY achieves a 0.26% return, which is significantly higher than BSJR's 0.21% return.


THY

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

BSJR

1D
0.54%
1M
-0.29%
YTD
0.21%
6M
1.13%
1Y
5.91%
3Y*
7.53%
5Y*
3.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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THY vs. BSJR - Expense Ratio Comparison

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


Return for Risk

THY vs. BSJR — Risk / Return Rank

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

THY
THY Risk / Return Rank: 8888
Overall Rank
THY Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
THY Sortino Ratio Rank: 9393
Sortino Ratio Rank
THY Omega Ratio Rank: 8787
Omega Ratio Rank
THY Calmar Ratio Rank: 9393
Calmar Ratio Rank
THY Martin Ratio Rank: 8282
Martin Ratio Rank

BSJR
BSJR Risk / Return Rank: 8787
Overall Rank
BSJR Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
BSJR Sortino Ratio Rank: 8989
Sortino Ratio Rank
BSJR Omega Ratio Rank: 9292
Omega Ratio Rank
BSJR Calmar Ratio Rank: 7777
Calmar Ratio Rank
BSJR Martin Ratio Rank: 9494
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.

THY vs. BSJR - 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 2027 High Yield Corporate Bond ETF (BSJR). 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.


THYBSJRDifference

Sharpe ratio

Return per unit of total volatility

1.79

1.59

+0.21

Sortino ratio

Return per unit of downside risk

2.79

2.48

+0.31

Omega ratio

Gain probability vs. loss probability

1.35

1.41

-0.06

Calmar ratio

Return relative to maximum drawdown

3.57

2.04

+1.53

Martin ratio

Return relative to average drawdown

9.21

13.96

-4.74

THY vs. BSJR - Sharpe Ratio Comparison

The current THY Sharpe Ratio is 1.79, which is comparable to the BSJR Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of THY and BSJR, 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


THYBSJRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.59

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.51

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.42

+0.06

Correlation

The correlation between THY and BSJR is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

THY vs. BSJR - Dividend Comparison

THY's dividend yield for the trailing twelve months is around 5.48%, less than BSJR's 5.98% yield.


TTM2025202420232022202120202019
THY
Agility Shares Dynamic Tactical Income ETF
5.48%6.00%5.09%4.59%2.56%3.46%2.53%0.00%
BSJR
Invesco BulletShares 2027 High Yield Corporate Bond ETF
5.98%6.19%6.75%6.48%5.37%4.49%4.53%1.20%

Drawdowns

THY vs. BSJR - Drawdown Comparison

The maximum THY drawdown since its inception was -8.56%, smaller than the maximum BSJR drawdown of -22.58%. Use the drawdown chart below to compare losses from any high point for THY and BSJR.


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Drawdown Indicators


THYBSJRDifference

Max Drawdown

Largest peak-to-trough decline

-8.56%

-22.58%

+14.02%

Max Drawdown (1Y)

Largest decline over 1 year

-1.60%

-2.92%

+1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-8.56%

-16.37%

+7.81%

Current Drawdown

Current decline from peak

-0.83%

-0.43%

-0.40%

Average Drawdown

Average peak-to-trough decline

-2.68%

-3.33%

+0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

0.43%

+0.19%

Volatility

THY vs. BSJR - Volatility Comparison

The current volatility for Agility Shares Dynamic Tactical Income ETF (THY) is 0.79%, while Invesco BulletShares 2027 High Yield Corporate Bond ETF (BSJR) has a volatility of 1.04%. This indicates that THY experiences smaller price fluctuations and is considered to be less risky than BSJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


THYBSJRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.79%

1.04%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

1.96%

1.47%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

3.18%

3.74%

-0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.52%

6.74%

-2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.51%

9.49%

-4.98%