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USHY vs. BBCPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USHY vs. BBCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Broad USD High Yield Corporate Bond ETF (USHY) and Bridge Builder Core Plus Bond Fund (BBCPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USHY achieves a 1.75% return, which is significantly higher than BBCPX's 0.03% return.


USHY

1D
0.03%
1M
0.59%
YTD
1.75%
6M
2.37%
1Y
6.90%
3Y*
8.94%
5Y*
4.21%
10Y*

BBCPX

1D
0.57%
1M
0.61%
YTD
0.03%
6M
0.89%
1Y
5.16%
3Y*
4.96%
5Y*
0.69%
10Y*
2.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USHY vs. BBCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USHY
iShares Broad USD High Yield Corporate Bond ETF
1.75%8.81%8.45%12.73%-11.18%5.02%6.17%14.24%-2.41%0.16%
BBCPX
Bridge Builder Core Plus Bond Fund
0.03%8.97%2.28%6.58%-13.24%-0.29%9.27%9.31%0.34%0.76%

Correlation

The correlation between USHY and BBCPX is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2017

0.33

Over the past year, USHY and BBCPX have become more correlated (0.59) than their long-term average of 0.33, meaning their price movements have been converging.

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Return for Risk

USHY vs. BBCPX — Risk / Return Rank

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

USHY
USHY Risk / Return Rank: 7171
Overall Rank
USHY Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
USHY Sortino Ratio Rank: 7373
Sortino Ratio Rank
USHY Omega Ratio Rank: 7171
Omega Ratio Rank
USHY Calmar Ratio Rank: 6565
Calmar Ratio Rank
USHY Martin Ratio Rank: 7777
Martin Ratio Rank

BBCPX
BBCPX Risk / Return Rank: 3131
Overall Rank
BBCPX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
BBCPX Sortino Ratio Rank: 3434
Sortino Ratio Rank
BBCPX Omega Ratio Rank: 3232
Omega Ratio Rank
BBCPX Calmar Ratio Rank: 3030
Calmar Ratio Rank
BBCPX Martin Ratio Rank: 2525
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.

USHY vs. BBCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Broad USD High Yield Corporate Bond ETF (USHY) and Bridge Builder Core Plus Bond Fund (BBCPX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


USHYBBCPXDifference
Sharpe ratioReturn per unit of total volatility

+0.57

Sortino ratioReturn per unit of downside risk

+0.89

Omega ratioGain probability vs. loss probability

1.36

1.24

+0.13

Calmar ratioReturn relative to maximum drawdown

2.85

1.68

+1.18

Martin ratioReturn relative to average drawdown

12.77

4.88

+7.90

USHY vs. BBCPX - Sharpe Ratio Comparison

The current USHY Sharpe Ratio is 1.88, which is higher than the BBCPX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of USHY and BBCPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

USHY vs. BBCPX - Drawdown Comparison

The maximum USHY drawdown since its inception was -22.44%, which is greater than BBCPX's maximum drawdown of -18.25%. Use the drawdown chart below to compare losses from any high point for USHY and BBCPX.


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Drawdown Indicators


USHYBBCPXDifference

Max Drawdown

Largest peak-to-trough decline

-22.44%

-18.25%

-4.19%

Max Drawdown (1Y)

Largest decline over 1 year

-2.43%

-3.41%

+0.98%

Max Drawdown (3Y)

Largest decline over 3 years

-4.66%

-6.19%

+1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-15.56%

-18.25%

+2.69%

Max Drawdown (10Y)

Largest decline over 10 years

-18.25%

Current Drawdown

Current decline from peak

0.00%

-1.55%

+1.55%

Average Drawdown

Average peak-to-trough decline

-2.66%

-3.78%

+1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

1.15%

-0.61%

Volatility

USHY vs. BBCPX - Volatility Comparison

The current volatility for iShares Broad USD High Yield Corporate Bond ETF (USHY) is 1.20%, while Bridge Builder Core Plus Bond Fund (BBCPX) has a volatility of 1.62%. This indicates that USHY experiences smaller price fluctuations and is considered to be less risky than BBCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USHYBBCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

1.62%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

2.96%

3.30%

-0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

3.69%

4.38%

-0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.35%

6.01%

+1.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.24%

4.90%

+3.34%

USHY vs. BBCPX - Expense Ratio Comparison

Both USHY and BBCPX have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

USHY vs. BBCPX - Dividend Comparison

USHY's dividend yield for the trailing twelve months is around 6.90%, more than BBCPX's 4.51% yield.


PositionTTM2025202420232022202120202019201820172016
BBCPX
Bridge Builder Core Plus Bond Fund
4.51%4.79%4.93%4.12%2.96%2.39%4.70%5.00%3.47%2.71%0.64%
USHY
iShares Broad USD High Yield Corporate Bond ETF
6.90%6.79%6.89%6.63%6.08%5.07%5.30%5.92%6.30%0.73%0.00%

Frequently Asked Questions


USHY and BBCPX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBCPX has higher volatility (1.62%) compared to USHY (1.20%). In terms of maximum drawdown, USHY dropped -22.44% vs BBCPX's -18.25%.

USHY currently has the higher Sharpe Ratio (1.88 vs 1.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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