BAMB vs. USFI

Last updated Jul 14, 2026

BAMB (Brookstone Intermediate Bond ETF) and USFI (BrandywineGLOBAL - U.S. Fixed Income ETF) are both exchange-traded funds - BAMB is a Intermediate Core Bond fund actively managed by Brookstone, while USFI is a Actively Managed fund actively managed by BrandywineGLOBAL. Both are actively managed. Over the past year, BAMB returned 1.71% vs 5.25% for USFI. Their correlation of 0.84 suggests significant overlap in exposure. BAMB charges 1.09%/yr vs 0.39%/yr for USFI.

Performance

BAMB vs. USFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookstone Intermediate Bond ETF (BAMB) and BrandywineGLOBAL - U.S. Fixed Income ETF (USFI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BAMB achieves a -1.26% return, which is significantly lower than USFI's 0.95% return.

BAMB

• 1D: -0.31%
• 1M: -0.52%
• 6M: -1.20%
• YTD: -1.26%
• 1Y: 1.71%
• 3Y*: —
• 5Y*: —
• 10Y*: —

USFI

• 1D: -0.10%
• 1M: -0.23%
• 6M: 0.86%
• YTD: 0.95%
• 1Y: 5.25%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BAMB vs. USFI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BAMB Brookstone Intermediate Bond ETF	-1.26%	6.15%	3.01%	2.94%
USFI BrandywineGLOBAL - U.S. Fixed Income ETF	0.95%	6.96%	1.11%	7.82%

Correlation

The correlation between BAMB and USFI is 0.82, 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	0.82
Correlation (All Time) Calculated using the full available price history since Sep 27, 2023	0.84

The correlation between BAMB and USFI has been stable across timeframes, ranging from 0.82 to 0.84 - a consistent structural relationship.

Return for Risk

BAMB vs. USFI — Risk / Return Rank

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

BAMB

BAMB Risk / Return Rank: 16
BAMB Sharpe Ratio Rank: 18
BAMB Sortino Ratio Rank: 16
BAMB Omega Ratio Rank: 15
BAMB Calmar Ratio Rank: 17
BAMB Martin Ratio Rank: 17

USFI

USFI Risk / Return Rank: 74
USFI Sharpe Ratio Rank: 61
USFI Sortino Ratio Rank: 73
USFI Omega Ratio Rank: 64
USFI Calmar Ratio Rank: 93
USFI Martin Ratio Rank: 79

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.

BAMB vs. USFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookstone Intermediate Bond ETF (BAMB) and BrandywineGLOBAL - U.S. Fixed Income ETF (USFI). 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.

	BAMB	USFI	Difference
Sharpe ratio: Return per unit of total volatility	0.45	1.61	-1.16
Sortino ratio: Return per unit of downside risk	0.68	2.61	-1.93
Omega ratio: Gain probability vs. loss probability	1.08	1.31	-0.23
Calmar ratio: Return relative to maximum drawdown	0.51	4.92	-4.41
Martin ratio: Return relative to average drawdown	1.25	11.99	-10.75

BAMB vs. USFI - Sharpe Ratio Comparison

The current BAMB Sharpe Ratio is 0.45, which is lower than the USFI Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of BAMB and USFI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BAMB vs. USFI - Drawdown Comparison

The maximum BAMB drawdown since its inception was -4.48%, smaller than the maximum USFI drawdown of -8.47%. Use the drawdown chart below to compare losses from any high point for BAMB and USFI.

Drawdown Indicators

	BAMB	USFI	Difference
Max Drawdown Largest peak-to-trough decline	-4.48%	-8.47%	+3.99%
Max Drawdown (1Y) Largest decline over 1 year	-3.37%	-1.07%	-2.30%
Current Drawdown Current decline from peak	-2.90%	-0.62%	-2.28%
Average Drawdown Average peak-to-trough decline	-1.06%	-2.09%	+1.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.37%	0.44%	+0.93%

Volatility

BAMB vs. USFI - Volatility Comparison

Brookstone Intermediate Bond ETF (BAMB) has a higher volatility of 1.26% compared to BrandywineGLOBAL - U.S. Fixed Income ETF (USFI) at 0.91%. This indicates that BAMB's price experiences larger fluctuations and is considered to be riskier than USFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BAMB	USFI	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.26%	0.91%	+0.35%
Volatility (6M) Calculated over the trailing 6-month period	2.92%	1.60%	+1.32%
Volatility (1Y) Calculated over the trailing 1-year period	3.85%	3.28%	+0.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.07%	6.90%	-2.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.07%	6.90%	-2.83%

BAMB vs. USFI - Expense Ratio Comparison

BAMB has a 1.09% expense ratio, which is higher than USFI's 0.39% expense ratio.

Dividends

BAMB vs. USFI - Dividend Comparison

BAMB's dividend yield for the trailing twelve months is around 2.96%, less than USFI's 4.44% yield.

Position	TTM	2025	2024	2023
BAMB Brookstone Intermediate Bond ETF	2.96%	2.85%	2.90%	0.73%
USFI BrandywineGLOBAL - U.S. Fixed Income ETF	4.44%	4.42%	4.60%	1.83%

Frequently Asked Questions

Can I hold both BAMB and USFI in my portfolio?

BAMB and USFI have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BAMB or USFI?

BAMB has higher volatility (1.26%) compared to USFI (0.91%). In terms of maximum drawdown, BAMB dropped -4.48% vs USFI's -8.47%.

Which ETF is better, BAMB or USFI?

On 1-year performance, USFI leads with 5.25% vs 1.71% for BAMB. On fees, USFI is cheaper at 0.39% per year. On volatility, USFI has been the lower-risk option at 0.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BAMB or USFI?

Over the 1-year period, USFI has performed better with a 5.25% return vs 1.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BAMB or USFI?

USFI is cheaper with a 0.39% expense ratio, compared with 1.09% for BAMB.

Which ETF pays a higher dividend yield, BAMB or USFI?

USFI has the higher dividend yield at 4.44%, compared with 2.96% for BAMB.

What is the main difference between BAMB and USFI?

BAMB is categorized as Intermediate Core Bond, while USFI is Actively Managed. They also come from different issuers: Brookstone and BrandywineGLOBAL. Their fees differ too: 1.09% for BAMB and 0.39% for USFI.

Which has better risk-adjusted returns?

USFI currently has the higher Sharpe Ratio (1.61 vs 0.45), 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.