BAMU vs. ICSH
BAMU (Brookstone Ultra-Short Bond ETF) and ICSH (iShares Ultra Short Duration Bond Active ETF) are both Ultrashort Bond funds. Both are actively managed. Over the past year, BAMU returned 2.89% vs 4.23% for ICSH. At a 0.15 correlation, their price movements are largely independent. BAMU charges 1.09%/yr vs 0.08%/yr for ICSH.
Performance
BAMU vs. ICSH - Performance Comparison
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Returns By Period
In the year-to-date period, BAMU achieves a 1.20% return, which is significantly lower than ICSH's 1.63% return.
BAMU
- 1D
- 0.02%
- 1M
- 0.18%
- YTD
- 1.20%
- 6M
- 1.27%
- 1Y
- 2.89%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ICSH
- 1D
- 0.08%
- 1M
- 0.32%
- YTD
- 1.63%
- 6M
- 1.74%
- 1Y
- 4.23%
- 3Y*
- 5.13%
- 5Y*
- 3.71%
- 10Y*
- 2.78%
BAMU vs. ICSH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BAMU Brookstone Ultra-Short Bond ETF | 1.20% | 3.21% | 4.14% | 1.20% |
ICSH iShares Ultra Short Duration Bond Active ETF | 1.63% | 4.96% | 5.52% | 1.76% |
Correlation
The correlation between BAMU and ICSH is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2023 | 0.15 |
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Return for Risk
BAMU vs. ICSH — Risk / Return Rank
BAMU
ICSH
BAMU vs. ICSH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookstone Ultra-Short Bond ETF (BAMU) and iShares Ultra Short Duration Bond Active ETF (ICSH). 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.
| BAMU | ICSH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.28 | ||
| Sortino ratioReturn per unit of downside risk | -13.98 | ||
| Omega ratioGain probability vs. loss probability | 2.42 | 5.68 | -3.26 |
| Calmar ratioReturn relative to maximum drawdown | 24.55 | 42.94 | -18.39 |
| Martin ratioReturn relative to average drawdown | 97.21 | 242.60 | -145.38 |
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Drawdowns
BAMU vs. ICSH - Drawdown Comparison
The maximum BAMU drawdown since its inception was -0.36%, smaller than the maximum ICSH drawdown of -3.94%. Use the drawdown chart below to compare losses from any high point for BAMU and ICSH.
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Drawdown Indicators
| BAMU | ICSH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.36% | -3.94% | +3.58% |
Max Drawdown (1Y)Largest decline over 1 year | -0.12% | -0.10% | -0.02% |
Max Drawdown (3Y)Largest decline over 3 years | — | -0.10% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.73% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -3.94% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -0.02% | -0.08% | +0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.03% | 0.02% | +0.01% |
Volatility
BAMU vs. ICSH - Volatility Comparison
The current volatility for Brookstone Ultra-Short Bond ETF (BAMU) is 0.08%, while iShares Ultra Short Duration Bond Active ETF (ICSH) has a volatility of 0.17%. This indicates that BAMU experiences smaller price fluctuations and is considered to be less risky than ICSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BAMU | ICSH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.08% | 0.17% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 0.39% | 0.32% | +0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.58% | 0.41% | +0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.86% | 0.49% | +0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.86% | 1.06% | -0.20% |
BAMU vs. ICSH - Expense Ratio Comparison
BAMU has a 1.09% expense ratio, which is higher than ICSH's 0.08% expense ratio.
Dividends
BAMU vs. ICSH - Dividend Comparison
BAMU's dividend yield for the trailing twelve months is around 3.05%, less than ICSH's 4.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAMU Brookstone Ultra-Short Bond ETF | 3.05% | 3.20% | 3.97% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ICSH iShares Ultra Short Duration Bond Active ETF | 4.33% | 4.55% | 5.24% | 4.78% | 1.66% | 0.42% | 1.21% | 2.61% | 2.20% | 1.36% | 0.88% | 0.54% |
Frequently Asked Questions
BAMU and ICSH have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ICSH has higher volatility (0.17%) compared to BAMU (0.08%). In terms of maximum drawdown, BAMU dropped -0.36% vs ICSH's -3.94%.
On 1-year performance, ICSH leads with 4.23% vs 2.89% for BAMU. On fees, ICSH is cheaper at 0.08% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ICSH has performed better with a 4.23% return vs 2.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ICSH is cheaper with a 0.08% expense ratio, compared with 1.09% for BAMU.
ICSH has the higher dividend yield at 4.33%, compared with 3.05% for BAMU.
They also come from different issuers: Brookstone and iShares. Their fees differ too: 1.09% for BAMU and 0.08% for ICSH.
ICSH currently has the higher Sharpe Ratio (10.26 vs 4.98), 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.
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