BAMV vs. SPLV
BAMV (Brookstone Value Stock ETF) and SPLV (Invesco S&P 500 Low Volatility ETF) are both exchange-traded funds - BAMV is a Large Cap Value Equities fund actively managed by Brookstone, while SPLV is a S&P 500 fund tracking the S&P 500 Low Volatility Index. BAMV is actively managed, while SPLV is passively managed. Over the past year, BAMV returned 19.28% vs 7.70% for SPLV. Their 0.62 correlation means they have sometimes moved together and sometimes differently. BAMV charges 0.95%/yr vs 0.25%/yr for SPLV.
Performance
BAMV vs. SPLV - Performance Comparison
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Returns By Period
In the year-to-date period, BAMV achieves a 14.45% return, which is significantly higher than SPLV's 8.12% return.
BAMV
- 1D
- 0.55%
- 1M
- 3.79%
- 6M
- 11.36%
- YTD
- 14.45%
- 1Y
- 19.28%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 17.23%
SPLV
- 1D
- -0.20%
- 1M
- -0.47%
- 6M
- 4.66%
- YTD
- 8.12%
- 1Y
- 7.70%
- 3Y*
- 8.84%
- 5Y*
- 6.09%
- 10Y*
- 8.23%
- ALL TIME*
- 10.15%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $485.78K | $484.91K | $458.78K | |
| $153.26M | $160.48M | $185.27M |
BAMV vs. SPLV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BAMV Brookstone Value Stock ETF | 14.45% | 7.66% | 12.03% | 13.82% |
SPLV Invesco S&P 500 Low Volatility ETF | 8.12% | 4.10% | 13.93% | 6.21% |
Correlation
The correlation between BAMV and SPLV is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.41 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2023 | 0.62 |
Over the past year, the correlation between BAMV and SPLV has dropped to 0.41 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.
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Return for Risk
BAMV vs. SPLV — Risk / Return Rank
BAMV
SPLV
BAMV vs. SPLV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookstone Value Stock ETF (BAMV) and Invesco S&P 500 Low Volatility ETF (SPLV). 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.
| BAMV | SPLV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.85 | ||
| Sortino ratioReturn per unit of downside risk | +1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.12 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 1.02 | +1.96 |
| Martin ratioReturn relative to average drawdown | 9.28 | 2.33 | +6.95 |
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Drawdowns
BAMV vs. SPLV - Drawdown Comparison
The maximum BAMV drawdown since its inception was -14.56%, smaller than the maximum SPLV drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for BAMV and SPLV.
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Drawdown Indicators
| BAMV | SPLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.56% | -36.26% | +21.70% |
Max Drawdown (1Y)Largest decline over 1 year | -6.23% | -7.41% | +1.18% |
Max Drawdown (3Y)Largest decline over 3 years | — | -9.10% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.26% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.26% | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.23% | +2.23% |
Average DrawdownAverage peak-to-trough decline | -1.94% | -3.54% | +1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 3.22% | -1.23% |
Volatility
BAMV vs. SPLV - Volatility Comparison
The current volatility for Brookstone Value Stock ETF (BAMV) is 3.01%, while Invesco S&P 500 Low Volatility ETF (SPLV) has a volatility of 4.40%. This indicates that BAMV experiences smaller price fluctuations and is considered to be less risky than SPLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BAMV | SPLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.01% | 4.40% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 8.56% | 8.31% | +0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.04% | 10.70% | +1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.59% | 12.61% | +0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.59% | 15.42% | -1.83% |
BAMV vs. SPLV - Expense Ratio Comparison
BAMV has a 0.95% expense ratio, which is higher than SPLV's 0.25% expense ratio.
Dividends
BAMV vs. SPLV - Dividend Comparison
BAMV's dividend yield for the trailing twelve months is around 1.22%, less than SPLV's 2.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAMV Brookstone Value Stock ETF | 1.22% | 1.32% | 3.66% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPLV Invesco S&P 500 Low Volatility ETF | 2.12% | 2.04% | 1.88% | 2.45% | 2.11% | 1.51% | 2.12% | 2.08% | 2.18% | 2.03% | 2.03% | 2.28% |
Frequently Asked Questions
BAMV and SPLV have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPLV has higher volatility (4.40%) compared to BAMV (3.01%). In terms of maximum drawdown, BAMV dropped -14.56% vs SPLV's -36.26%.
On 1-year performance, BAMV leads with 19.28% vs 7.70% for SPLV. On fees, SPLV is cheaper at 0.25% per year. On volatility, BAMV has been the lower-risk option at 3.01%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, BAMV has performed better with a 19.28% return vs 7.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SPLV is cheaper with a 0.25% expense ratio, compared with 0.95% for BAMV.
SPLV has the higher dividend yield at 2.12%, compared with 1.22% for BAMV.
BAMV is categorized as Large Cap Value Equities, while SPLV is S&P 500. They also come from different issuers: Brookstone and Invesco. Their fees differ too: 0.95% for BAMV and 0.25% for SPLV.
BAMV currently has the higher Sharpe Ratio (1.56 vs 0.70), 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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