ACVU vs. BGIG

Last updated Jun 4, 2026

ACVU (Hartford Alpha Capture Value ETF) and BGIG (Bahl & Gaynor Income Growth ETF) are both Large Cap Value Equities funds. Both are actively managed. Over the past year, ACVU returned 23.84% vs 19.51% for BGIG. Their correlation of 0.83 suggests significant overlap in exposure. Both charge a 0.45% expense ratio.

Performance

ACVU vs. BGIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Alpha Capture Value ETF (ACVU) and Bahl & Gaynor Income Growth ETF (BGIG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ACVU achieves a 11.06% return, which is significantly higher than BGIG's 9.84% return.

ACVU

• 1D: 0.02%
• 1M: 4.09%
• YTD: 11.06%
• 6M: 12.40%
• 1Y: 23.84%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BGIG

• 1D: -0.23%
• 1M: 1.82%
• YTD: 9.84%
• 6M: 9.56%
• 1Y: 19.51%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ACVU vs. BGIG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ACVU Hartford Alpha Capture Value ETF	11.06%	14.54%	9.83%	8.32%
BGIG Bahl & Gaynor Income Growth ETF	9.84%	12.49%	16.84%	8.50%

Correlation

The correlation between ACVU and BGIG is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (All Time) Calculated using the full available price history since Oct 17, 2023	0.83

The correlation between ACVU and BGIG has been stable across timeframes, ranging from 0.81 to 0.83 - a consistent structural relationship.

ACVU vs. BGIG - Sectors Allocation Comparison

Sectors	ACVU	BGIG
Financial Services	17.9%	14.8%
Technology	16.3%	24.6%
Industrials	11.6%	10.6%
Healthcare	11.4%	14.6%
Communication Services	8.2%	-
Consumer Defensive	7.6%	6.9%
Energy	7.4%	11.2%
Consumer Cyclical	6.7%	5.4%
Utilities	6.1%	7.9%
Real Estate	4.0%	3.5%
Basic Materials	2.4%	0.6%

Return for Risk

ACVU vs. BGIG — Risk / Return Rank

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

ACVU

ACVU Risk / Return Rank: 67
ACVU Sharpe Ratio Rank: 68
ACVU Sortino Ratio Rank: 69
ACVU Omega Ratio Rank: 66
ACVU Calmar Ratio Rank: 65
ACVU Martin Ratio Rank: 67

BGIG

BGIG Risk / Return Rank: 68
BGIG Sharpe Ratio Rank: 66
BGIG Sortino Ratio Rank: 69
BGIG Omega Ratio Rank: 65
BGIG Calmar Ratio Rank: 68
BGIG Martin Ratio Rank: 70

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.

ACVU vs. BGIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Alpha Capture Value ETF (ACVU) and Bahl & Gaynor Income Growth ETF (BGIG). 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.

	ACVU	BGIG	Difference
Sharpe ratio Return per unit of total volatility	2.19	2.18	+0.01
Sortino ratio Return per unit of downside risk	3.12	3.13	-0.01
Omega ratio Gain probability vs. loss probability	1.39	1.39	0.00
Calmar ratio Return relative to maximum drawdown	3.17	3.37	-0.21
Martin ratio Return relative to average drawdown	12.13	12.97	-0.84
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ACVU vs. BGIG - Sharpe Ratio Comparison

The current ACVU Sharpe Ratio is 2.19, which is comparable to the BGIG Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of ACVU and BGIG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ACVU	BGIG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.19	2.18	+0.01
Sharpe Ratio (All Time) Calculated using the full available price history	1.40	1.38	+0.02

Drawdowns

ACVU vs. BGIG - Drawdown Comparison

The maximum ACVU drawdown since its inception was -13.11%, roughly equal to the maximum BGIG drawdown of -13.24%. Use the drawdown chart below to compare losses from any high point for ACVU and BGIG.

Drawdown Indicators

	ACVU	BGIG	Difference
Max Drawdown Largest peak-to-trough decline	-13.11%	-13.24%	+0.13%
Max Drawdown (1Y) Largest decline over 1 year	-7.56%	-5.81%	-1.75%
Current Drawdown Current decline from peak	-0.13%	-0.28%	+0.15%
Average Drawdown Average peak-to-trough decline	-1.97%	-1.70%	-0.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.97%	1.51%	+0.46%

Volatility

ACVU vs. BGIG - Volatility Comparison

Hartford Alpha Capture Value ETF (ACVU) has a higher volatility of 3.28% compared to Bahl & Gaynor Income Growth ETF (BGIG) at 2.57%. This indicates that ACVU's price experiences larger fluctuations and is considered to be riskier than BGIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ACVU	BGIG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.28%	2.57%	+0.71%
Volatility (6M) Calculated over the trailing 6-month period	8.22%	6.72%	+1.50%
Volatility (1Y) Calculated over the trailing 1-year period	10.93%	9.00%	+1.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.30%	11.94%	+0.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.30%	11.94%	+0.36%

ACVU vs. BGIG - Expense Ratio Comparison

Both ACVU and BGIG have an expense ratio of 0.45%.

Dividends

ACVU vs. BGIG - Dividend Comparison

ACVU's dividend yield for the trailing twelve months is around 1.77%, more than BGIG's 1.75% yield.

Position	TTM	2025	2024	2023
ACVU Hartford Alpha Capture Value ETF	1.77%	1.97%	3.91%	2.87%
BGIG Bahl & Gaynor Income Growth ETF	1.75%	1.89%	2.02%	0.78%

Frequently Asked Questions

Can I hold both ACVU and BGIG in my portfolio?

ACVU and BGIG have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ACVU or BGIG?

ACVU has higher volatility (3.28%) compared to BGIG (2.57%). In terms of maximum drawdown, ACVU dropped -13.11% vs BGIG's -13.24%.

Which ETF is better, ACVU or BGIG?

On 1-year performance, ACVU leads with 23.84% vs 19.51% for BGIG. Both ETFs have the same 0.45% expense ratio. On volatility, BGIG has been the lower-risk option at 2.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ACVU or BGIG?

Over the 1-year period, ACVU has performed better with a 23.84% return vs 19.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ACVU or BGIG?

ACVU and BGIG have the same expense ratio: 0.45% per year.

Which ETF pays a higher dividend yield, ACVU or BGIG?

ACVU has the higher dividend yield at 1.77%, compared with 1.75% for BGIG.

What is the main difference between ACVU and BGIG?

They also come from different issuers: Hartford and Bahl & Gaynor.

Which has better risk-adjusted returns?

ACVU currently has the higher Sharpe Ratio (2.19 vs 2.18), 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.