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BBGLX vs. BBMUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBGLX vs. BBMUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bridge Builder Large Cap Growth Fund (BBGLX) and Bridge Builder Municipal Bond Fund (BBMUX). The values are adjusted to include any dividend payments, if applicable.

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BBGLX vs. BBMUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BBGLX
Bridge Builder Large Cap Growth Fund
-9.61%2.79%21.45%32.21%-26.82%23.34%34.84%33.32%0.10%25.33%
BBMUX
Bridge Builder Municipal Bond Fund
-0.72%5.10%1.50%5.56%-8.23%2.04%4.01%7.15%1.49%4.75%

Returns By Period

In the year-to-date period, BBGLX achieves a -9.61% return, which is significantly lower than BBMUX's -0.72% return. Over the past 10 years, BBGLX has outperformed BBMUX with an annualized return of 12.34%, while BBMUX has yielded a comparatively lower 1.93% annualized return.


BBGLX

1D
3.37%
1M
-5.41%
YTD
-9.61%
6M
-17.04%
1Y
-0.71%
3Y*
10.69%
5Y*
5.26%
10Y*
12.34%

BBMUX

1D
0.20%
1M
-2.27%
YTD
-0.72%
6M
0.82%
1Y
3.86%
3Y*
2.94%
5Y*
0.89%
10Y*
1.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBGLX vs. BBMUX - Expense Ratio Comparison

BBGLX has a 0.19% expense ratio, which is higher than BBMUX's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

BBGLX vs. BBMUX — Risk / Return Rank

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

BBGLX
BBGLX Risk / Return Rank: 55
Overall Rank
BBGLX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BBGLX Sortino Ratio Rank: 55
Sortino Ratio Rank
BBGLX Omega Ratio Rank: 55
Omega Ratio Rank
BBGLX Calmar Ratio Rank: 55
Calmar Ratio Rank
BBGLX Martin Ratio Rank: 44
Martin Ratio Rank

BBMUX
BBMUX Risk / Return Rank: 5151
Overall Rank
BBMUX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BBMUX Sortino Ratio Rank: 5252
Sortino Ratio Rank
BBMUX Omega Ratio Rank: 7878
Omega Ratio Rank
BBMUX Calmar Ratio Rank: 3434
Calmar Ratio Rank
BBMUX Martin Ratio Rank: 3131
Martin Ratio Rank
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.

BBGLX vs. BBMUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bridge Builder Large Cap Growth Fund (BBGLX) and Bridge Builder Municipal Bond Fund (BBMUX). 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.


BBGLXBBMUXDifference

Sharpe ratio

Return per unit of total volatility

-0.01

1.16

-1.17

Sortino ratio

Return per unit of downside risk

0.14

1.55

-1.41

Omega ratio

Gain probability vs. loss probability

1.02

1.32

-0.30

Calmar ratio

Return relative to maximum drawdown

-0.10

1.09

-1.19

Martin ratio

Return relative to average drawdown

-0.29

3.88

-4.17

BBGLX vs. BBMUX - Sharpe Ratio Comparison

The current BBGLX Sharpe Ratio is -0.01, which is lower than the BBMUX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of BBGLX and BBMUX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BBGLXBBMUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

1.16

-1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.28

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.60

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.65

-0.06

Correlation

The correlation between BBGLX and BBMUX is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BBGLX vs. BBMUX - Dividend Comparison

BBGLX has not paid dividends to shareholders, while BBMUX's dividend yield for the trailing twelve months is around 3.06%.


TTM20252024202320222021202020192018201720162015
BBGLX
Bridge Builder Large Cap Growth Fund
0.00%0.00%7.16%0.78%0.71%7.71%3.67%2.05%5.25%0.80%0.92%0.52%
BBMUX
Bridge Builder Municipal Bond Fund
3.06%3.61%2.81%2.21%1.82%1.93%2.10%2.61%2.35%1.95%0.35%0.06%

Drawdowns

BBGLX vs. BBMUX - Drawdown Comparison

The maximum BBGLX drawdown since its inception was -32.31%, which is greater than BBMUX's maximum drawdown of -12.65%. Use the drawdown chart below to compare losses from any high point for BBGLX and BBMUX.


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Drawdown Indicators


BBGLXBBMUXDifference

Max Drawdown

Largest peak-to-trough decline

-32.31%

-12.65%

-19.66%

Max Drawdown (1Y)

Largest decline over 1 year

-22.44%

-3.64%

-18.80%

Max Drawdown (5Y)

Largest decline over 5 years

-32.31%

-12.65%

-19.66%

Max Drawdown (10Y)

Largest decline over 10 years

-32.31%

-12.65%

-19.66%

Current Drawdown

Current decline from peak

-19.82%

-2.56%

-17.26%

Average Drawdown

Average peak-to-trough decline

-6.14%

-2.28%

-3.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.98%

1.02%

+6.96%

Volatility

BBGLX vs. BBMUX - Volatility Comparison

Bridge Builder Large Cap Growth Fund (BBGLX) has a higher volatility of 6.13% compared to Bridge Builder Municipal Bond Fund (BBMUX) at 0.95%. This indicates that BBGLX's price experiences larger fluctuations and is considered to be riskier than BBMUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBGLXBBMUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.13%

0.95%

+5.18%

Volatility (6M)

Calculated over the trailing 6-month period

13.62%

1.55%

+12.07%

Volatility (1Y)

Calculated over the trailing 1-year period

21.76%

3.76%

+18.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.63%

3.21%

+16.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.40%

3.23%

+16.17%