BBHL vs. FITZ

Last updated Jun 5, 2026

BBHL (BBH Select Large Cap ETF) and FITZ (Fitz-Gerald Must Have Portfolio ETF) are both Large Cap Growth Equities funds. BBHL is passively managed, while FITZ is actively managed. A 0.50 correlation means they provide meaningful diversification when combined. BBHL charges 0.71%/yr vs 0.75%/yr for FITZ.

Performance

BBHL vs. FITZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BBH Select Large Cap ETF (BBHL) and Fitz-Gerald Must Have Portfolio ETF (FITZ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BBHL

• 1D: 0.94%
• 1M: 4.01%
• YTD: 6.39%
• 6M: 6.61%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

FITZ

• 1D: -0.20%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BBHL vs. FITZ - Yearly Performance Comparison

	2026 (YTD)
BBHL BBH Select Large Cap ETF	1.00%
FITZ Fitz-Gerald Must Have Portfolio ETF	-1.66%

Correlation

The correlation between BBHL and FITZ is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 29, 2026	0.50

Return for Risk

BBHL vs. FITZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BBH Select Large Cap ETF (BBHL) and Fitz-Gerald Must Have Portfolio ETF (FITZ). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	BBHL	FITZ	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	1.41	-7.29	+8.70

Drawdowns

BBHL vs. FITZ - Drawdown Comparison

The maximum BBHL drawdown since its inception was -11.99%, which is greater than FITZ's maximum drawdown of -1.97%. Use the drawdown chart below to compare losses from any high point for BBHL and FITZ.

Drawdown Indicators

	BBHL	FITZ	Difference
Max Drawdown Largest peak-to-trough decline	-11.99%	-1.97%	-10.02%
Current Drawdown Current decline from peak	0.00%	-1.97%	+1.97%
Average Drawdown Average peak-to-trough decline	-2.98%	-1.08%	-1.90%

Volatility

Volatility by Period

	BBHL	FITZ	Difference
Volatility (1Y) Calculated over the trailing 1-year period	12.71%	8.74%	+3.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.71%	8.74%	+3.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.71%	8.74%	+3.97%

BBHL vs. FITZ - Expense Ratio Comparison

BBHL has a 0.71% expense ratio, which is lower than FITZ's 0.75% expense ratio.

Dividends

BBHL vs. FITZ - Dividend Comparison

Neither BBHL nor FITZ has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both BBHL and FITZ in my portfolio?

BBHL and FITZ have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BBHL or FITZ?

On fees, BBHL is cheaper at 0.71% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BBHL or FITZ?

BBHL is cheaper with a 0.71% expense ratio, compared with 0.75% for FITZ.

Which ETF pays a higher dividend yield, BBHL or FITZ?

BBHL and FITZ have nearly identical dividend yields, around 0.00%.

What is the main difference between BBHL and FITZ?

They also come from different issuers: BBH and Nicholas. Their fees differ too: 0.71% for BBHL and 0.75% for FITZ.