BBLU vs. BRNY

Last updated Jun 5, 2026

BBLU (Ea Bridgeway Blue Chip ETF) and BRNY (Burney U.S. Factor Rotation ETF) are both exchange-traded funds - BBLU is a Large Cap Growth Equities fund actively managed by Alpha Architect, while BRNY is a fund fund actively managed by Alpha Architect. Both are actively managed. Over the past 3 years, BBLU returned 23.37%/yr vs 28.46%/yr for BRNY. Their correlation of 0.80 suggests significant overlap in exposure. BBLU charges 0.15%/yr vs 0.79%/yr for BRNY.

Performance

BBLU vs. BRNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ea Bridgeway Blue Chip ETF (BBLU) and Burney U.S. Factor Rotation ETF (BRNY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BBLU achieves a 10.68% return, which is significantly lower than BRNY's 14.34% return.

BBLU

• 1D: 0.42%
• 1M: 6.08%
• YTD: 10.68%
• 6M: 10.55%
• 1Y: 29.46%
• 3Y*: 23.37%
• 5Y*: —
• 10Y*: —

BRNY

• 1D: 0.74%
• 1M: 5.18%
• YTD: 14.34%
• 6M: 15.95%
• 1Y: 33.88%
• 3Y*: 28.46%
• 5Y*: —
• 10Y*: —

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

BBLU vs. BRNY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
BBLU Ea Bridgeway Blue Chip ETF	10.68%	18.40%	27.47%	31.11%	6.20%
BRNY Burney U.S. Factor Rotation ETF	14.34%	22.02%	28.84%	22.36%	5.86%

Correlation

The correlation between BBLU and BRNY is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (All Time) Calculated using the full available price history since Oct 18, 2022	0.80

The correlation between BBLU and BRNY has been stable across timeframes, ranging from 0.74 to 0.80 - a consistent structural relationship.

BBLU vs. BRNY - Sectors Allocation Comparison

Sectors	BBLU	BRNY
Technology	29.3%	30.6%
Financial Services	15.9%	16.6%
Communication Services	14.6%	10.3%
Healthcare	12.5%	10.0%
Consumer Cyclical	9.8%	10.7%
Consumer Defensive	9.6%	1.4%
Energy	6.1%	1.7%
Industrials	2.1%	7.4%
Basic Materials	-	5.1%
Real Estate	-	1.0%
Utilities	-	5.2%

Return for Risk

BBLU vs. BRNY — Risk / Return Rank

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

BBLU

BBLU Risk / Return Rank: 82
BBLU Sharpe Ratio Rank: 82
BBLU Sortino Ratio Rank: 84
BBLU Omega Ratio Rank: 79
BBLU Calmar Ratio Rank: 80
BBLU Martin Ratio Rank: 82

BRNY

BRNY Risk / Return Rank: 77
BRNY Sharpe Ratio Rank: 79
BRNY Sortino Ratio Rank: 79
BRNY Omega Ratio Rank: 76
BRNY Calmar Ratio Rank: 74
BRNY Martin Ratio Rank: 76

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.

BBLU vs. BRNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ea Bridgeway Blue Chip ETF (BBLU) and Burney U.S. Factor Rotation ETF (BRNY). 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.

	BBLU	BRNY	Difference
Sharpe ratio: Return per unit of total volatility	2.64	2.52	+0.12
Sortino ratio: Return per unit of downside risk	3.73	3.46	+0.28
Omega ratio: Gain probability vs. loss probability	1.47	1.44	+0.02
Calmar ratio: Return relative to maximum drawdown	4.10	3.64	+0.46
Martin ratio: Return relative to average drawdown	16.36	14.33	+2.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BBLU vs. BRNY - Sharpe Ratio Comparison

The current BBLU Sharpe Ratio is 2.64, which is comparable to the BRNY Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of BBLU and BRNY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BBLU	BRNY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.64	2.52	+0.12
Sharpe Ratio (All Time) Calculated using the full available price history	1.81	1.62	+0.20

Drawdowns

BBLU vs. BRNY - Drawdown Comparison

The maximum BBLU drawdown since its inception was -17.20%, smaller than the maximum BRNY drawdown of -19.14%. Use the drawdown chart below to compare losses from any high point for BBLU and BRNY.

Drawdown Indicators

	BBLU	BRNY	Difference
Max Drawdown Largest peak-to-trough decline	-17.20%	-19.14%	+1.94%
Max Drawdown (1Y) Largest decline over 1 year	-7.22%	-9.34%	+2.12%
Max Drawdown (3Y) Largest decline over 3 years	-17.20%	-19.14%	+1.94%
Current Drawdown Current decline from peak	-0.41%	0.00%	-0.41%
Average Drawdown Average peak-to-trough decline	-1.98%	-2.77%	+0.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.81%	2.37%	-0.56%

Volatility

BBLU vs. BRNY - Volatility Comparison

The current volatility for Ea Bridgeway Blue Chip ETF (BBLU) is 2.83%, while Burney U.S. Factor Rotation ETF (BRNY) has a volatility of 3.96%. This indicates that BBLU experiences smaller price fluctuations and is considered to be less risky than BRNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BBLU	BRNY	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.83%	3.96%	-1.13%
Volatility (6M) Calculated over the trailing 6-month period	7.88%	10.27%	-2.39%
Volatility (1Y) Calculated over the trailing 1-year period	11.20%	13.49%	-2.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.53%	16.92%	-2.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.53%	16.92%	-2.39%

BBLU vs. BRNY - Expense Ratio Comparison

BBLU has a 0.15% expense ratio, which is lower than BRNY's 0.79% expense ratio.

Dividends

BBLU vs. BRNY - Dividend Comparison

BBLU's dividend yield for the trailing twelve months is around 1.13%, more than BRNY's 0.33% yield.

Position	TTM	2025	2024	2023	2022
BBLU Ea Bridgeway Blue Chip ETF	1.13%	1.25%	1.39%	1.68%	32.08%
BRNY Burney U.S. Factor Rotation ETF	0.33%	0.30%	0.23%	0.68%	0.22%

Frequently Asked Questions

Can I hold both BBLU and BRNY in my portfolio?

BBLU and BRNY have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BBLU or BRNY?

BRNY has higher volatility (3.96%) compared to BBLU (2.83%). In terms of maximum drawdown, BBLU dropped -17.20% vs BRNY's -19.14%.

Which ETF is better, BBLU or BRNY?

On 3-year performance, BRNY leads with 28.46% vs 23.37% for BBLU. On fees, BBLU is cheaper at 0.15% per year. On volatility, BBLU has been the lower-risk option at 2.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BBLU or BRNY?

Over the 3-year period, BRNY has performed better with a 28.46% return vs 23.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BBLU or BRNY?

BBLU is cheaper with a 0.15% expense ratio, compared with 0.79% for BRNY.

Which ETF pays a higher dividend yield, BBLU or BRNY?

BBLU has the higher dividend yield at 1.13%, compared with 0.33% for BRNY.

What is the main difference between BBLU and BRNY?

Their fees differ too: 0.15% for BBLU and 0.79% for BRNY.

Which has better risk-adjusted returns?

BBLU currently has the higher Sharpe Ratio (2.64 vs 2.52), 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.