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VSHY vs. BSJO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VSHY vs. BSJO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Newfleet Short Duration High Yield Bond ETF (VSHY) 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


VSHY

1D
0.00%
1M
0.46%
YTD
2.30%
6M
2.13%
1Y
6.03%
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)

VSHY vs. BSJO - Yearly Performance Comparison


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Return for Risk

VSHY vs. BSJO — Risk / Return Rank

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

VSHY
VSHY Risk / Return Rank: 6868
Overall Rank
VSHY Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VSHY Sortino Ratio Rank: 6464
Sortino Ratio Rank
VSHY Omega Ratio Rank: 6363
Omega Ratio Rank
VSHY Calmar Ratio Rank: 7777
Calmar Ratio Rank
VSHY Martin Ratio Rank: 7777
Martin Ratio Rank

BSJO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

VSHY vs. BSJO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Newfleet Short Duration High Yield Bond ETF (VSHY) 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.

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.


VSHYBSJODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

3.49

Martin ratioReturn relative to average drawdown

12.98

VSHY vs. BSJO - Sharpe Ratio Comparison


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Drawdowns

VSHY vs. BSJO - Drawdown Comparison

The maximum VSHY drawdown since its inception was -4.55%, which is greater than BSJO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for VSHY and BSJO.


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Drawdown Indicators


VSHYBSJODifference

Max Drawdown

Largest peak-to-trough decline

-4.55%

0.00%

-4.55%

Max Drawdown (1Y)

Largest decline over 1 year

-1.73%

Current Drawdown

Current decline from peak

-0.39%

0.00%

-0.39%

Average Drawdown

Average peak-to-trough decline

-0.41%

0.00%

-0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.47%

Volatility

VSHY vs. BSJO - Volatility Comparison


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Volatility by Period


VSHYBSJODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

Volatility (6M)

Calculated over the trailing 6-month period

2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

3.48%

0.00%

+3.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.39%

0.00%

+4.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.39%

0.00%

+4.39%

VSHY vs. BSJO - Expense Ratio Comparison

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


Dividends

VSHY vs. BSJO - Dividend Comparison

VSHY's dividend yield for the trailing twelve months is around 6.36%, while BSJO has not paid dividends to shareholders.


PositionTTM202520242023
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%
VSHY
Virtus Newfleet Short Duration High Yield Bond ETF
6.36%6.14%6.81%1.36%

Frequently Asked Questions


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

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

VSHY has the higher dividend yield at 6.36%, compared with 0.00% for BSJO.

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

Portfolio Optimizer

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