BAMD vs. ILCV

Last updated Jun 4, 2026

BAMD (Brookstone Dividend Stock ETF) and ILCV (iShares Morningstar Value ETF) are both Large Cap Value Equities funds. BAMD is actively managed, while ILCV is passively managed. Over the past year, BAMD returned 7.69% vs 26.58% for ILCV. A 0.74 correlation means they provide meaningful diversification when combined. BAMD charges 0.95%/yr vs 0.04%/yr for ILCV.

Performance

BAMD vs. ILCV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookstone Dividend Stock ETF (BAMD) and iShares Morningstar Value ETF (ILCV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with BAMD having a 8.13% return and ILCV slightly lower at 7.75%.

BAMD

• 1D: -0.67%
• 1M: 0.36%
• YTD: 8.13%
• 6M: 8.26%
• 1Y: 7.69%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ILCV

• 1D: -0.44%
• 1M: 2.76%
• YTD: 7.75%
• 6M: 7.41%
• 1Y: 26.58%
• 3Y*: 18.61%
• 5Y*: 11.42%
• 10Y*: 11.68%

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

BAMD vs. ILCV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BAMD Brookstone Dividend Stock ETF	8.13%	-1.33%	19.76%	10.73%
ILCV iShares Morningstar Value ETF	7.75%	18.79%	17.03%	9.22%

Correlation

The correlation between BAMD and ILCV is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (All Time) Calculated using the full available price history since Sep 29, 2023	0.74

The correlation between BAMD and ILCV has been stable across timeframes, ranging from 0.68 to 0.74 - a consistent structural relationship.

BAMD vs. ILCV - Sectors Allocation Comparison

Sectors	BAMD	ILCV
Financial Services	26.8%	16.5%
Energy	15.6%	6.0%
Technology	13.0%	23.8%
Consumer Defensive	12.8%	7.6%
Utilities	12.6%	3.5%
Industrials	4.7%	8.8%
Healthcare	4.2%	11.5%
Communication Services	4.0%	8.0%
Consumer Cyclical	3.2%	9.5%
Basic Materials	2.6%	2.4%
Real Estate	0.6%	2.0%

Return for Risk

BAMD vs. ILCV — Risk / Return Rank

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

BAMD

BAMD Risk / Return Rank: 22
BAMD Sharpe Ratio Rank: 21
BAMD Sortino Ratio Rank: 20
BAMD Omega Ratio Rank: 19
BAMD Calmar Ratio Rank: 24
BAMD Martin Ratio Rank: 23

ILCV

ILCV Risk / Return Rank: 82
ILCV Sharpe Ratio Rank: 82
ILCV Sortino Ratio Rank: 84
ILCV Omega Ratio Rank: 81
ILCV Calmar Ratio Rank: 79
ILCV Martin Ratio Rank: 83

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.

BAMD vs. ILCV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookstone Dividend Stock ETF (BAMD) and iShares Morningstar Value ETF (ILCV). 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.

	BAMD	ILCV	Difference
Sharpe ratio: Return per unit of total volatility	0.72	2.72	-2.00
Sortino ratio: Return per unit of downside risk	1.09	3.85	-2.76
Omega ratio: Gain probability vs. loss probability	1.13	1.50	-0.37
Calmar ratio: Return relative to maximum drawdown	1.11	4.08	-2.97
Martin ratio: Return relative to average drawdown	2.91	16.87	-13.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BAMD vs. ILCV - Sharpe Ratio Comparison

The current BAMD Sharpe Ratio is 0.72, which is lower than the ILCV Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of BAMD and ILCV, 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

	BAMD	ILCV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.72	2.72	-2.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.81	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.70	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.04	0.46	+0.58

Drawdowns

BAMD vs. ILCV - Drawdown Comparison

The maximum BAMD drawdown since its inception was -15.91%, smaller than the maximum ILCV drawdown of -58.63%. Use the drawdown chart below to compare losses from any high point for BAMD and ILCV.

Drawdown Indicators

	BAMD	ILCV	Difference
Max Drawdown Largest peak-to-trough decline	-15.91%	-58.63%	+42.72%
Max Drawdown (1Y) Largest decline over 1 year	-6.99%	-6.55%	-0.44%
Max Drawdown (3Y) Largest decline over 3 years	—	-14.95%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-18.58%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.53%	—
Current Drawdown Current decline from peak	-1.45%	-0.60%	-0.85%
Average Drawdown Average peak-to-trough decline	-4.29%	-9.32%	+5.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.65%	1.58%	+1.07%

Volatility

BAMD vs. ILCV - Volatility Comparison

Brookstone Dividend Stock ETF (BAMD) has a higher volatility of 2.47% compared to iShares Morningstar Value ETF (ILCV) at 2.01%. This indicates that BAMD's price experiences larger fluctuations and is considered to be riskier than ILCV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BAMD	ILCV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.47%	2.01%	+0.46%
Volatility (6M) Calculated over the trailing 6-month period	6.83%	6.97%	-0.14%
Volatility (1Y) Calculated over the trailing 1-year period	10.77%	9.82%	+0.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.35%	14.21%	-0.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.35%	16.66%	-3.31%

BAMD vs. ILCV - Expense Ratio Comparison

BAMD has a 0.95% expense ratio, which is higher than ILCV's 0.04% expense ratio.

Dividends

BAMD vs. ILCV - Dividend Comparison

BAMD's dividend yield for the trailing twelve months is around 3.56%, more than ILCV's 1.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BAMD Brookstone Dividend Stock ETF	3.56%	3.86%	4.21%	0.70%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ILCV iShares Morningstar Value ETF	1.63%	1.77%	1.99%	2.27%	2.32%	2.01%	2.96%	2.70%	2.93%	2.32%	2.76%	3.01%

Frequently Asked Questions

Can I hold both BAMD and ILCV in my portfolio?

BAMD and ILCV have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BAMD or ILCV?

BAMD has higher volatility (2.47%) compared to ILCV (2.01%). In terms of maximum drawdown, BAMD dropped -15.91% vs ILCV's -58.63%.

Which ETF is better, BAMD or ILCV?

On 1-year performance, ILCV leads with 26.58% vs 7.69% for BAMD. On fees, ILCV is cheaper at 0.04% per year. On volatility, ILCV has been the lower-risk option at 2.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BAMD or ILCV?

Over the 1-year period, ILCV has performed better with a 26.58% return vs 7.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BAMD or ILCV?

ILCV is cheaper with a 0.04% expense ratio, compared with 0.95% for BAMD.

Which ETF pays a higher dividend yield, BAMD or ILCV?

BAMD has the higher dividend yield at 3.56%, compared with 1.63% for ILCV.

What is the main difference between BAMD and ILCV?

They also come from different issuers: Brookstone and iShares. Their fees differ too: 0.95% for BAMD and 0.04% for ILCV.

Which has better risk-adjusted returns?

ILCV currently has the higher Sharpe Ratio (2.72 vs 0.72), 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.