BBLU vs. QVAL
Compare and contrast key facts about Ea Bridgeway Blue Chip ETF (BBLU) and Alpha Architect U.S. Quantitative Value ETF (QVAL).
BBLU and QVAL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BBLU is an actively managed fund by Alpha Architect. It was launched on Nov 17, 2022. QVAL is an actively managed fund by Alpha Architect. It was launched on Oct 22, 2014.
Performance
BBLU vs. QVAL - Performance Comparison
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BBLU vs. QVAL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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%
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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
BBLU
QVAL
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.
| BBLU | QVAL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 1.21 | -0.21 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.85 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.26 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.70 | -0.11 |
Martin ratioReturn relative to average drawdown | 7.18 | 7.34 | -0.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BBLU | QVAL | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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
| BBLU | QVAL | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.90% | -2.87% | -2.03% |
Average DrawdownAverage peak-to-trough decline | -2.04% | -7.91% | +5.87% |
Ulcer IndexDepth 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
| BBLU | QVAL | Difference | |
|---|---|---|---|
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% |