BBLU vs. LOMAX

Last updated Jun 4, 2026

BBLU (Ea Bridgeway Blue Chip ETF) and LOMAX (Edgar Lomax Value Fund) are both funds - BBLU is a Large Cap Growth Equities fund actively managed by Alpha Architect, while LOMAX is a Large Cap Value Equities fund managed by Edgar Lomax. Over the past 3 years, BBLU returned 23.09%/yr vs 16.33%/yr for LOMAX. A 0.65 correlation means they provide meaningful diversification when combined. BBLU charges 0.15%/yr vs 0.70%/yr for LOMAX.

Performance

BBLU vs. LOMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ea Bridgeway Blue Chip ETF (BBLU) and Edgar Lomax Value Fund (LOMAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BBLU achieves a 10.22% return, which is significantly higher than LOMAX's 8.88% return.

BBLU

• 1D: -0.83%
• 1M: 5.85%
• YTD: 10.22%
• 6M: 10.38%
• 1Y: 29.32%
• 3Y*: 23.09%
• 5Y*: —
• 10Y*: —

LOMAX

• 1D: 0.11%
• 1M: 0.06%
• YTD: 8.88%
• 6M: 9.94%
• 1Y: 24.13%
• 3Y*: 16.33%
• 5Y*: 9.46%
• 10Y*: 10.56%

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

BBLU vs. LOMAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
BBLU Ea Bridgeway Blue Chip ETF	10.22%	18.40%	27.47%	31.11%	6.20%
LOMAX Edgar Lomax Value Fund	8.88%	18.09%	10.29%	5.19%	10.24%

Correlation

The correlation between BBLU and LOMAX 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 (1Y) Calculated over the trailing 1-year period	0.50
Correlation (3Y) Calculated over the trailing 3-year period	0.60
Correlation (All Time) Calculated using the full available price history since Oct 18, 2022	0.65

The correlation between BBLU and LOMAX shifts across timeframes, from 0.50 (1 year) to 0.65 (all time), reflecting how their relationship changes across market environments.

Return for Risk

BBLU vs. LOMAX — Risk / Return Rank

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

BBLU

BBLU Risk / Return Rank: 79
BBLU Sharpe Ratio Rank: 80
BBLU Sortino Ratio Rank: 82
BBLU Omega Ratio Rank: 77
BBLU Calmar Ratio Rank: 79
BBLU Martin Ratio Rank: 81

LOMAX

LOMAX Risk / Return Rank: 79
LOMAX Sharpe Ratio Rank: 77
LOMAX Sortino Ratio Rank: 79
LOMAX Omega Ratio Rank: 60
LOMAX Calmar Ratio Rank: 93
LOMAX Martin Ratio Rank: 87

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. LOMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ea Bridgeway Blue Chip ETF (BBLU) and Edgar Lomax Value Fund (LOMAX). 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	LOMAX	Difference
Sharpe ratio Return per unit of total volatility	2.63	2.54	+0.09
Sortino ratio Return per unit of downside risk	3.72	3.74	-0.02
Omega ratio Gain probability vs. loss probability	1.46	1.43	+0.03
Calmar ratio Return relative to maximum drawdown	4.08	5.11	-1.03
Martin ratio Return relative to average drawdown	16.28	16.90	-0.62
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. LOMAX - Sharpe Ratio Comparison

The current BBLU Sharpe Ratio is 2.63, which is comparable to the LOMAX Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of BBLU and LOMAX, 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	LOMAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.63	2.54	+0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.72	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.64	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.81	0.40	+1.41

Drawdowns

BBLU vs. LOMAX - Drawdown Comparison

The maximum BBLU drawdown since its inception was -17.20%, smaller than the maximum LOMAX drawdown of -57.82%. Use the drawdown chart below to compare losses from any high point for BBLU and LOMAX.

Drawdown Indicators

	BBLU	LOMAX	Difference
Max Drawdown Largest peak-to-trough decline	-17.20%	-57.82%	+40.62%
Max Drawdown (1Y) Largest decline over 1 year	-7.22%	-4.86%	-2.36%
Max Drawdown (3Y) Largest decline over 3 years	-17.20%	-11.93%	-5.27%
Max Drawdown (5Y) Largest decline over 5 years	—	-17.50%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.81%	—
Current Drawdown Current decline from peak	-0.83%	-1.74%	+0.91%
Average Drawdown Average peak-to-trough decline	-1.98%	-9.40%	+7.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.81%	1.47%	+0.34%

Volatility

BBLU vs. LOMAX - Volatility Comparison

Ea Bridgeway Blue Chip ETF (BBLU) has a higher volatility of 2.82% compared to Edgar Lomax Value Fund (LOMAX) at 2.66%. This indicates that BBLU's price experiences larger fluctuations and is considered to be riskier than LOMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BBLU	LOMAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.82%	2.66%	+0.16%
Volatility (6M) Calculated over the trailing 6-month period	7.88%	6.95%	+0.93%
Volatility (1Y) Calculated over the trailing 1-year period	11.20%	9.76%	+1.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.53%	13.23%	+1.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.53%	16.50%	-1.97%

BBLU vs. LOMAX - Expense Ratio Comparison

BBLU has a 0.15% expense ratio, which is lower than LOMAX's 0.70% expense ratio.

Dividends

BBLU vs. LOMAX - Dividend Comparison

BBLU's dividend yield for the trailing twelve months is around 1.14%, less than LOMAX's 5.82% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BBLU Ea Bridgeway Blue Chip ETF	1.14%	1.25%	1.39%	1.68%	32.08%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LOMAX Edgar Lomax Value Fund	5.82%	6.34%	6.27%	4.66%	7.73%	5.11%	12.52%	2.16%	15.97%	8.80%	2.68%	15.54%

Frequently Asked Questions

Can I hold both BBLU and LOMAX in my portfolio?

BBLU and LOMAX 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 is riskier, BBLU or LOMAX?

BBLU has higher volatility (2.82%) compared to LOMAX (2.66%). In terms of maximum drawdown, BBLU dropped -17.20% vs LOMAX's -57.82%.

Which has better risk-adjusted returns?

BBLU currently has the higher Sharpe Ratio (2.63 vs 2.54), 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.