Bahl & Gaynor Small/Mid Cap Income Growth ETF (SMIG) Sharpe Ratio: 1.22

SMIG's Sharpe Ratio of 1.22 indicates that for each unit of volatility, it generates 1.22 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

SMIG Sharpe Ratio Rank

Below Average

SMIG ranks above 36.9% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Returns may not adequately compensate for volatility taken
Consider smaller allocation given below-average risk-adjusted profile
Explore higher-ranked investments with better consistency
Assess whether the volatility profile aligns with your portfolio goals

SMIG Sharpe Ratio Market Positioning

The chart shows SMIG's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.83 or lower
Yellow zone (middle 50%): 0.83 to 2.16
Green zone (top 25%): 2.16 or higher
Top 1%: 6.98+
Median: 1.57 — half of all investments score higher

How it compares to other similar ETFs

The table compares Bahl & Gaynor Small/Mid Cap Income Growth ETF's Sharpe Ratio with other ETFs in the Small Cap Value Equities category across multiple time periods, showing how SMIG's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 24, 2026.

Symbol	Name	1Y Sharpe Ratio
EPSV	Harbor SMID Cap Value ETF	2.50
IWN	iShares Russell 2000 Value ETF	2.36
BSVO	EA Bridgeway Omni Small-Cap Value ETF	2.35
VTWV	Vanguard Russell 2000 Value ETF	2.33
AVSC	Avantis US Small Cap Equity ETF	2.33
USVM	VictoryShares US Small Mid Cap Value Momentum ETF	2.20
AVUV	Avantis US Small Cap Value ETF	2.19
MYLD	Cambria Micro And Smallcap Shareholder Yield ETF	2.13
SVAL	iShares US Small Cap Value Factor ETF	2.10
FYT	First Trust Small Cap Value AlphaDEX Fund	2.06
SMIG	Bahl & Gaynor Small/Mid Cap Income Growth ETF	1.22

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

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Historical Sharpe Ratio

The chart shows SMIG's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when SMIG consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does SMIG fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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