BBHL vs. ILCG

Last updated Jul 11, 2026

BBHL (BBH Select Large Cap ETF) and ILCG (iShares Morningstar Growth ETF) are both Large Cap Growth Equities funds - BBHL tracks the Actively Managed while ILCG tracks the Morningstar US Large-Mid Cap Broad Growth Index Gross. Both are passively managed. Their correlation of 0.82 suggests significant overlap in exposure. BBHL charges 0.71%/yr vs 0.04%/yr for ILCG.

Performance

BBHL vs. ILCG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BBH Select Large Cap ETF (BBHL) and iShares Morningstar Growth ETF (ILCG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BBHL achieves a 7.82% return, which is significantly lower than ILCG's 12.20% return.

BBHL

• 1D: 0.35%
• 1M: 2.24%
• 6M: 4.58%
• YTD: 7.82%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

ILCG

• 1D: 0.40%
• 1M: 2.03%
• 6M: 10.64%
• YTD: 12.20%
• 1Y: 20.33%
• 3Y*: 24.09%
• 5Y*: 12.62%
• 10Y*: 17.74%

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

BBHL vs. ILCG - Yearly Performance Comparison

	2026 (YTD)	2025
BBHL BBH Select Large Cap ETF	7.82%	1.70%
ILCG iShares Morningstar Growth ETF	12.20%	0.49%

Correlation

The correlation between BBHL and ILCG is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 17, 2025	0.82

Return for Risk

BBHL vs. ILCG — Risk / Return Rank

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

BBHL

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

ILCG

ILCG Risk / Return Rank: 35
ILCG Sharpe Ratio Rank: 38
ILCG Sortino Ratio Rank: 36
ILCG Omega Ratio Rank: 37
ILCG Calmar Ratio Rank: 31
ILCG Martin Ratio Rank: 35

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.

BBHL vs. ILCG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BBH Select Large Cap ETF (BBHL) and iShares Morningstar Growth ETF (ILCG). 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.

	BBHL	ILCG	Difference
Sharpe ratio: Return per unit of total volatility	—	1.11	—
Sortino ratio: Return per unit of downside risk	—	1.57	—
Omega ratio: Gain probability vs. loss probability	—	1.20	—
Calmar ratio: Return relative to maximum drawdown	—	1.28	—
Martin ratio: Return relative to average drawdown	—	4.29	—

Drawdowns

BBHL vs. ILCG - Drawdown Comparison

The maximum BBHL drawdown since its inception was -11.99%, smaller than the maximum ILCG drawdown of -52.98%. Use the drawdown chart below to compare losses from any high point for BBHL and ILCG.

Drawdown Indicators

	BBHL	ILCG	Difference
Max Drawdown Largest peak-to-trough decline	-11.99%	-52.98%	+40.99%
Max Drawdown (1Y) Largest decline over 1 year	—	-15.65%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-23.10%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-35.38%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.38%	—
Current Drawdown Current decline from peak	-0.40%	-3.00%	+2.60%
Average Drawdown Average peak-to-trough decline	-2.72%	-8.20%	+5.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.65%	—

Volatility

Volatility by Period

	BBHL	ILCG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.43%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.99%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.03%	17.97%	-4.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.03%	22.27%	-9.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.03%	21.63%	-8.60%

BBHL vs. ILCG - Expense Ratio Comparison

BBHL has a 0.71% expense ratio, which is higher than ILCG's 0.04% expense ratio.

Dividends

BBHL vs. ILCG - Dividend Comparison

BBHL has not paid dividends to shareholders, while ILCG's dividend yield for the trailing twelve months is around 0.41%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BBHL BBH Select Large Cap ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ILCG iShares Morningstar Growth ETF	0.41%	0.47%	0.50%	0.69%	0.75%	0.34%	0.28%	0.54%	0.81%	0.89%	0.95%	0.99%

Frequently Asked Questions

Can I hold both BBHL and ILCG in my portfolio?

BBHL and ILCG have a correlation of 0.82, 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 ILCG?

On fees, ILCG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BBHL or ILCG?

ILCG is cheaper with a 0.04% expense ratio, compared with 0.71% for BBHL.

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

ILCG has the higher dividend yield at 0.41%, compared with 0.00% for BBHL.

What is the main difference between BBHL and ILCG?

BBHL tracks Actively Managed, while ILCG tracks Morningstar US Large-Mid Cap Broad Growth Index Gross. They also come from different issuers: BBH and iShares. Their fees differ too: 0.71% for BBHL and 0.04% for ILCG.