BBVLX vs. MGV
Compare and contrast key facts about Bridge Builder Large Cap Value Fund (BBVLX) and Vanguard Mega Cap Value ETF (MGV).
BBVLX is managed by Bridge Builder. It was launched on Apr 27, 2015. MGV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Large Cap Value Index. It was launched on Dec 17, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BBVLX or MGV.
Key characteristics
| BBVLX | MGV | |
|---|---|---|
| YTD Return | 18.91% | 21.66% |
| 1Y Return | 26.32% | 32.33% |
| 3Y Return (Ann) | 3.52% | 10.34% |
| 5Y Return (Ann) | 9.43% | 12.03% |
| Sharpe Ratio | 2.51 | 3.23 |
| Sortino Ratio | 3.43 | 4.57 |
| Omega Ratio | 1.47 | 1.60 |
| Calmar Ratio | 2.11 | 6.28 |
| Martin Ratio | 15.26 | 21.30 |
| Ulcer Index | 1.72% | 1.52% |
| Daily Std Dev | 10.47% | 10.00% |
| Max Drawdown | -38.48% | -56.31% |
| Current Drawdown | -0.63% | -0.80% |
Correlation
The correlation between BBVLX and MGV is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
BBVLX vs. MGV - Performance Comparison
In the year-to-date period, BBVLX achieves a 18.91% return, which is significantly lower than MGV's 21.66% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BBVLX vs. MGV - Expense Ratio Comparison
BBVLX has a 0.23% expense ratio, which is higher than MGV's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
BBVLX vs. MGV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bridge Builder Large Cap Value Fund (BBVLX) and Vanguard Mega Cap Value ETF (MGV). 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.
Dividends
BBVLX vs. MGV - Dividend Comparison
BBVLX's dividend yield for the trailing twelve months is around 1.83%, less than MGV's 2.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBVLX Bridge Builder Large Cap Value Fund | 1.83% | 1.99% | 2.10% | 1.64% | 1.62% | 1.77% | 1.95% | 1.51% | 1.68% | 1.20% | 0.00% | 0.00% |
MGV Vanguard Mega Cap Value ETF | 2.24% | 2.48% | 2.45% | 2.17% | 2.47% | 2.69% | 2.65% | 2.34% | 2.53% | 2.59% | 2.26% | 2.29% |
Drawdowns
BBVLX vs. MGV - Drawdown Comparison
The maximum BBVLX drawdown since its inception was -38.48%, smaller than the maximum MGV drawdown of -56.31%. Use the drawdown chart below to compare losses from any high point for BBVLX and MGV. For additional features, visit the drawdowns tool.
Volatility
BBVLX vs. MGV - Volatility Comparison
The current volatility for Bridge Builder Large Cap Value Fund (BBVLX) is 3.34%, while Vanguard Mega Cap Value ETF (MGV) has a volatility of 3.71%. This indicates that BBVLX experiences smaller price fluctuations and is considered to be less risky than MGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.