BBLU vs. QVAL

Last updated Jul 17, 2026

BBLU (Ea Bridgeway Blue Chip ETF) and QVAL (Alpha Architect U.S. Quantitative Value ETF) are both exchange-traded funds - BBLU is a Large Cap Growth Equities fund actively managed by Alpha Architect, while QVAL is a Mid Cap Value Equities fund actively managed by Alpha Architect. Both are actively managed. Over the past 3 years, BBLU returned 20.80%/yr vs 19.91%/yr for QVAL. A 0.61 correlation means they provide meaningful diversification when combined. BBLU charges 0.15%/yr vs 0.28%/yr for QVAL.

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.

Returns By Period

In the year-to-date period, BBLU achieves a 10.22% return, which is significantly lower than QVAL's 18.22% return.

BBLU

• 1D: 0.33%
• 1M: 1.14%
• 6M: 9.88%
• YTD: 10.22%
• 1Y: 22.53%
• 3Y*: 20.80%
• 5Y*: —
• 10Y*: —

QVAL

• 1D: 0.99%
• 1M: 1.96%
• 6M: 11.79%
• YTD: 18.22%
• 1Y: 33.56%
• 3Y*: 19.91%
• 5Y*: 13.45%
• 10Y*: 11.61%

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

BBLU vs. QVAL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
BBLU Ea Bridgeway Blue Chip ETF	10.22%	18.40%	27.47%	31.11%	6.39%
QVAL Alpha Architect U.S. Quantitative Value ETF	18.22%	10.98%	12.21%	28.40%	4.25%

Correlation

The correlation between BBLU and QVAL is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.59
Correlation (All Time) Calculated using the full available price history since Oct 17, 2022	0.61

The correlation between BBLU and QVAL shifts across timeframes, from 0.48 (1 year) to 0.61 (all time), reflecting how their relationship changes across market environments.

BBLU vs. QVAL - Sectors Allocation Comparison

Sectors	BBLU	QVAL
Technology	27.7%	8.3%
Financial Services	16.4%	-
Healthcare	14.5%	13.9%
Communication Services	14.0%	6.0%
Consumer Defensive	10.0%	9.8%
Consumer Cyclical	9.8%	23.8%
Energy	4.9%	16.1%
Industrials	2.6%	14.1%
Basic Materials	-	6.0%
Real Estate	-	2.0%
Utilities	-	2.0%

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: 77
BBLU Sharpe Ratio Rank: 78
BBLU Sortino Ratio Rank: 79
BBLU Omega Ratio Rank: 75
BBLU Calmar Ratio Rank: 77
BBLU Martin Ratio Rank: 77

QVAL

QVAL Risk / Return Rank: 90
QVAL Sharpe Ratio Rank: 89
QVAL Sortino Ratio Rank: 92
QVAL Omega Ratio Rank: 83
QVAL Calmar Ratio Rank: 94
QVAL Martin Ratio Rank: 90

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.

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.

	BBLU	QVAL	Difference
Sharpe ratio: Return per unit of total volatility	1.99	2.34	-0.35
Sortino ratio: Return per unit of downside risk	2.82	3.55	-0.73
Omega ratio: Gain probability vs. loss probability	1.35	1.40	-0.05
Calmar ratio: Return relative to maximum drawdown	3.14	5.59	-2.45
Martin ratio: Return relative to average drawdown	11.36	15.95	-4.59

BBLU vs. QVAL - Sharpe Ratio Comparison

The current BBLU Sharpe Ratio is 1.99, which is comparable to the QVAL Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of BBLU and QVAL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	BBLU	QVAL	Difference
Max Drawdown Largest peak-to-trough decline	-17.20%	-51.49%	+34.29%
Max Drawdown (1Y) Largest decline over 1 year	-7.22%	-6.04%	-1.18%
Max Drawdown (3Y) Largest decline over 3 years	-17.20%	-21.41%	+4.21%
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	-0.83%	0.00%	-0.83%
Average Drawdown Average peak-to-trough decline	-1.98%	-7.72%	+5.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.99%	2.11%	-0.12%

Volatility

BBLU vs. QVAL - Volatility Comparison

The current volatility for Ea Bridgeway Blue Chip ETF (BBLU) is 2.91%, while Alpha Architect U.S. Quantitative Value ETF (QVAL) has a volatility of 3.34%. This indicates that BBLU experiences smaller price fluctuations and is considered to be less risky than QVAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BBLU	QVAL	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.91%	3.34%	-0.43%
Volatility (6M) Calculated over the trailing 6-month period	8.48%	10.06%	-1.58%
Volatility (1Y) Calculated over the trailing 1-year period	11.41%	14.44%	-3.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.45%	21.59%	-7.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.45%	22.69%	-8.24%

BBLU vs. QVAL - Expense Ratio Comparison

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

Dividends

BBLU vs. QVAL - Dividend Comparison

BBLU's dividend yield for the trailing twelve months is around 1.14%, less than QVAL's 1.45% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
QVAL Alpha Architect U.S. Quantitative Value ETF	1.45%	1.44%	1.72%	1.76%	2.00%	1.23%	1.86%	1.99%	1.64%	1.08%	1.30%

Frequently Asked Questions

Can I hold both BBLU and QVAL in my portfolio?

BBLU and QVAL have a correlation of 0.48, 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 QVAL?

QVAL has higher volatility (3.34%) compared to BBLU (2.91%). In terms of maximum drawdown, BBLU dropped -17.20% vs QVAL's -51.49%.

Which ETF is better, BBLU or QVAL?

On 3-year performance, BBLU leads with 20.80% vs 19.91% for QVAL. On fees, BBLU is cheaper at 0.15% per year. On volatility, BBLU has been the lower-risk option at 2.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BBLU or QVAL?

Over the 3-year period, BBLU has performed better with a 20.80% return vs 19.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BBLU or QVAL?

BBLU is cheaper with a 0.15% expense ratio, compared with 0.28% for QVAL.

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

QVAL has the higher dividend yield at 1.45%, compared with 1.14% for BBLU.

What is the main difference between BBLU and QVAL?

BBLU is categorized as Large Cap Growth Equities, while QVAL is Mid Cap Value Equities. Their fees differ too: 0.15% for BBLU and 0.28% for QVAL.

Which has better risk-adjusted returns?

QVAL currently has the higher Sharpe Ratio (2.34 vs 1.99), 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.