BGF Equity

The chart shows the growth of an initial investment of $10,000 in BGF Equity, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

Based on dividend-adjusted daily data since Jul 10, 2017, BGF Equity's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, your investment would double in approximately 5.8 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +16.4%, while the worst month was Mar 2020 at -13.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, BGF Equity closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.9%, while the worst single day was Mar 12, 2020 at -11.6%.

BGF Equity has an annualized alpha of 4.49%, beta of 0.55, and R² of 0.35 versus S&P 500 Index. Calculated based on daily prices since July 10, 2017.

• This portfolio participated in 94.21% of S&P 500 Index downside but only 88.58% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.55 may look defensive, but with R² of 0.35 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R² of 0.35 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

BGF Equity has an expense ratio of 0.31%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

BGF Equity ranks 61 for risk / return — better than 61% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

BGF Equity Sharpe ratios as of Apr 10, 2026 (values are recalculated daily):

• 1-Year: 2.61
• 5-Year: 0.64
• All Time: 0.64

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.88 to 2.90, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of BGF Equity compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

BGF Equity provided a 0.91% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the BGF Equity. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the BGF Equity was 34.24%, occurring on Mar 23, 2020. Recovery took 110 trading sessions.

The current BGF Equity drawdown is 4.05%.

The chart below shows the rolling one-month volatility.