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BBLU vs. QVAL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBLU vs. QVAL - Performance Comparison

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

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BBLU vs. QVAL - Yearly Performance Comparison


2026 (YTD)2025202420232022
BBLU
Ea Bridgeway Blue Chip ETF
-3.28%18.40%27.47%31.11%6.20%
QVAL
Alpha Architect U.S. Quantitative Value ETF
7.30%10.98%12.21%28.40%2.15%

Returns By Period

In the year-to-date period, BBLU achieves a -3.28% return, which is significantly lower than QVAL's 7.30% return.


BBLU

1D
2.50%
1M
-3.34%
YTD
-3.28%
6M
-0.56%
1Y
17.04%
3Y*
20.21%
5Y*
10Y*

QVAL

1D
2.26%
1M
-2.23%
YTD
7.30%
6M
12.78%
1Y
24.34%
3Y*
17.50%
5Y*
11.66%
10Y*
10.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBLU vs. QVAL - Expense Ratio Comparison

BBLU has a 0.15% expense ratio, which is lower than QVAL's 0.28% expense ratio.


Return for Risk

BBLU vs. QVAL — Risk / Return Rank

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

BBLU
BBLU Risk / Return Rank: 6565
Overall Rank
BBLU Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BBLU Sortino Ratio Rank: 6262
Sortino Ratio Rank
BBLU Omega Ratio Rank: 6464
Omega Ratio Rank
BBLU Calmar Ratio Rank: 6666
Calmar Ratio Rank
BBLU Martin Ratio Rank: 7373
Martin Ratio Rank

QVAL
QVAL Risk / Return Rank: 7272
Overall Rank
QVAL Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
QVAL Sortino Ratio Rank: 7676
Sortino Ratio Rank
QVAL Omega Ratio Rank: 7272
Omega Ratio Rank
QVAL Calmar Ratio Rank: 7070
Calmar Ratio Rank
QVAL Martin Ratio Rank: 7474
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.

BBLU vs. QVAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ea Bridgeway Blue Chip ETF (BBLU) and Alpha Architect U.S. Quantitative Value ETF (QVAL). 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.


BBLUQVALDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.21

-0.21

Sortino ratio

Return per unit of downside risk

1.53

1.85

-0.32

Omega ratio

Gain probability vs. loss probability

1.23

1.26

-0.03

Calmar ratio

Return relative to maximum drawdown

1.59

1.70

-0.11

Martin ratio

Return relative to average drawdown

7.18

7.34

-0.15

BBLU vs. QVAL - Sharpe Ratio Comparison

The current BBLU Sharpe Ratio is 1.00, which is comparable to the QVAL Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of BBLU and QVAL, 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


BBLUQVALDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.21

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

1.56

0.46

+1.10

Correlation

The correlation between BBLU and QVAL is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BBLU vs. QVAL - Dividend Comparison

BBLU's dividend yield for the trailing twelve months is around 1.29%, less than QVAL's 1.56% yield.


TTM2025202420232022202120202019201820172016
BBLU
Ea Bridgeway Blue Chip ETF
1.29%1.25%1.39%1.68%32.08%0.00%0.00%0.00%0.00%0.00%0.00%
QVAL
Alpha Architect U.S. Quantitative Value ETF
1.56%1.44%1.72%1.76%2.00%1.23%1.86%1.99%1.64%1.08%1.30%

Drawdowns

BBLU vs. QVAL - Drawdown Comparison

The maximum BBLU drawdown since its inception was -17.20%, smaller than the maximum QVAL drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for BBLU and QVAL.


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Drawdown Indicators


BBLUQVALDifference

Max Drawdown

Largest peak-to-trough decline

-17.20%

-51.49%

+34.29%

Max Drawdown (1Y)

Largest decline over 1 year

-11.21%

-14.61%

+3.40%

Max Drawdown (5Y)

Largest decline over 5 years

-27.17%

Max Drawdown (10Y)

Largest decline over 10 years

-51.49%

Current Drawdown

Current decline from peak

-4.90%

-2.87%

-2.03%

Average Drawdown

Average peak-to-trough decline

-2.04%

-7.91%

+5.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

3.39%

-0.90%

Volatility

BBLU vs. QVAL - Volatility Comparison

Ea Bridgeway Blue Chip ETF (BBLU) and Alpha Architect U.S. Quantitative Value ETF (QVAL) have volatilities of 4.29% and 4.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBLUQVALDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.29%

4.37%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

8.47%

10.21%

-1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

17.04%

20.19%

-3.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.72%

21.64%

-6.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.72%

22.80%

-8.08%