BCFN vs. UMI

Last updated Jun 4, 2026

BCFN (Baron Financials ETF) and UMI (USCF Midstream Energy Income Fund ETF) are both exchange-traded funds - BCFN is a Financials Equities fund tracking the Actively Managed, while UMI is a Energy Equities fund actively managed by Wainwright, Inc.. BCFN is passively managed, while UMI is actively managed. At a correlation of -0.12, they often move in opposite directions. BCFN charges 0.80%/yr vs 0.85%/yr for UMI.

Performance

BCFN vs. UMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baron Financials ETF (BCFN) and USCF Midstream Energy Income Fund ETF (UMI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BCFN achieves a -17.02% return, which is significantly lower than UMI's 22.52% return.

BCFN

• 1D: -2.00%
• 1M: -4.60%
• YTD: -17.02%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

UMI

• 1D: 0.02%
• 1M: -1.04%
• YTD: 22.52%
• 6M: 22.06%
• 1Y: 23.91%
• 3Y*: 27.26%
• 5Y*: 20.29%
• 10Y*: —

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

BCFN vs. UMI - Yearly Performance Comparison

	2026 (YTD)	2025
BCFN Baron Financials ETF	-17.02%	0.35%
UMI USCF Midstream Energy Income Fund ETF	22.52%	-0.18%

Correlation

The correlation between BCFN and UMI is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 16, 2025	-0.12

Return for Risk

BCFN vs. UMI — Risk / Return Rank

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

UMI

UMI Risk / Return Rank: 52
UMI Sharpe Ratio Rank: 49
UMI Sortino Ratio Rank: 47
UMI Omega Ratio Rank: 47
UMI Calmar Ratio Rank: 64
UMI Martin Ratio Rank: 52

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.

BCFN vs. UMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baron Financials ETF (BCFN) and USCF Midstream Energy Income Fund ETF (UMI). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	BCFN	UMI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.71	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.04	—
Sharpe Ratio (All Time) Calculated using the full available price history	-1.70	0.62	-2.32

Drawdowns

BCFN vs. UMI - Drawdown Comparison

The maximum BCFN drawdown since its inception was -20.95%, smaller than the maximum UMI drawdown of -48.08%. Use the drawdown chart below to compare losses from any high point for BCFN and UMI.

Drawdown Indicators

	BCFN	UMI	Difference
Max Drawdown Largest peak-to-trough decline	-20.95%	-48.08%	+27.13%
Max Drawdown (1Y) Largest decline over 1 year	—	-7.50%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-17.08%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-20.05%	—
Current Drawdown Current decline from peak	-19.09%	-4.76%	-14.33%
Average Drawdown Average peak-to-trough decline	-12.17%	-6.60%	-5.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.70%	—

Volatility

Volatility by Period

	BCFN	UMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.94%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.98%	—
Volatility (1Y) Calculated over the trailing 1-year period	19.41%	14.04%	+5.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.41%	19.55%	-0.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.41%	23.20%	-3.79%

BCFN vs. UMI - Expense Ratio Comparison

BCFN has a 0.80% expense ratio, which is lower than UMI's 0.85% expense ratio.

Dividends

BCFN vs. UMI - Dividend Comparison

BCFN has not paid dividends to shareholders, while UMI's dividend yield for the trailing twelve months is around 5.98%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
BCFN Baron Financials ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
UMI USCF Midstream Energy Income Fund ETF	5.98%	6.23%	4.39%	4.67%	4.36%	3.00%	2.18%	2.47%	2.48%	0.15%

Frequently Asked Questions

Can I hold both BCFN and UMI in my portfolio?

BCFN and UMI have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BCFN or UMI?

On fees, BCFN is cheaper at 0.80% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BCFN or UMI?

BCFN is cheaper with a 0.80% expense ratio, compared with 0.85% for UMI.

Which ETF pays a higher dividend yield, BCFN or UMI?

UMI has the higher dividend yield at 5.98%, compared with 0.00% for BCFN.

What is the main difference between BCFN and UMI?

BCFN is categorized as Financials Equities, while UMI is Energy Equities. They also come from different issuers: Baron Capital and Wainwright, Inc.. Their fees differ too: 0.80% for BCFN and 0.85% for UMI.