BCHP vs. HYP

Last updated Jun 23, 2026

BCHP (Principal Focused Blue Chip ETF) and HYP (Golden Eagle Dynamic Hypergrowth ETF) are both Large Cap Growth Equities funds. Both are actively managed. A 0.50 correlation means they provide meaningful diversification when combined. BCHP charges 0.58%/yr vs 0.85%/yr for HYP.

Performance

BCHP vs. HYP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Focused Blue Chip ETF (BCHP) and Golden Eagle Dynamic Hypergrowth ETF (HYP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BCHP achieves a -4.08% return, which is significantly lower than HYP's 36.25% return.

BCHP

• 1D: -2.07%
• 1M: -3.85%
• YTD: -4.08%
• 6M: -4.11%
• 1Y: 2.55%
• 3Y*: —
• 5Y*: —
• 10Y*: —

HYP

• 1D: 2.01%
• 1M: 6.37%
• YTD: 36.25%
• 6M: 30.21%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BCHP vs. HYP - Yearly Performance Comparison

	2026 (YTD)	2025
BCHP Principal Focused Blue Chip ETF	-4.08%	-2.17%
HYP Golden Eagle Dynamic Hypergrowth ETF	36.25%	-6.61%

Correlation

The correlation between BCHP and HYP is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 23, 2025	0.50

Return for Risk

BCHP vs. HYP — Risk / Return Rank

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

BCHP

BCHP Risk / Return Rank: 10
BCHP Sharpe Ratio Rank: 11
BCHP Sortino Ratio Rank: 10
BCHP Omega Ratio Rank: 10
BCHP Calmar Ratio Rank: 10
BCHP Martin Ratio Rank: 10

HYP

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

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.

BCHP vs. HYP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Focused Blue Chip ETF (BCHP) and Golden Eagle Dynamic Hypergrowth ETF (HYP). 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.

	BCHP	HYP	Difference
Sharpe ratio: Return per unit of total volatility	0.15	—	—
Sortino ratio: Return per unit of downside risk	0.32	—	—
Omega ratio: Gain probability vs. loss probability	1.04	—	—
Calmar ratio: Return relative to maximum drawdown	0.14	—	—
Martin ratio: Return relative to average drawdown	0.45	—	—

Drawdowns

BCHP vs. HYP - Drawdown Comparison

The maximum BCHP drawdown since its inception was -18.56%, smaller than the maximum HYP drawdown of -19.58%. Use the drawdown chart below to compare losses from any high point for BCHP and HYP.

Drawdown Indicators

	BCHP	HYP	Difference
Max Drawdown Largest peak-to-trough decline	-18.56%	-19.58%	+1.02%
Max Drawdown (1Y) Largest decline over 1 year	-18.12%	—	—
Current Drawdown Current decline from peak	-6.82%	0.00%	-6.82%
Average Drawdown Average peak-to-trough decline	-3.00%	-6.44%	+3.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.74%	—	—

Volatility

Volatility by Period

	BCHP	HYP	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.09%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.76%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.59%	42.95%	-26.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.00%	42.95%	-25.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.00%	42.95%	-25.95%

BCHP vs. HYP - Expense Ratio Comparison

BCHP has a 0.58% expense ratio, which is lower than HYP's 0.85% expense ratio.

Dividends

BCHP vs. HYP - Dividend Comparison

BCHP has not paid dividends to shareholders, while HYP's dividend yield for the trailing twelve months is around 0.10%.

Position	TTM	2025	2024	2023
BCHP Principal Focused Blue Chip ETF	0.00%	0.00%	1.02%	0.19%
HYP Golden Eagle Dynamic Hypergrowth ETF	0.10%	0.14%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BCHP and HYP in my portfolio?

BCHP and HYP have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BCHP or HYP?

On fees, BCHP is cheaper at 0.58% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BCHP or HYP?

BCHP is cheaper with a 0.58% expense ratio, compared with 0.85% for HYP.

Which ETF pays a higher dividend yield, BCHP or HYP?

HYP has the higher dividend yield at 0.10%, compared with 0.00% for BCHP.

What is the main difference between BCHP and HYP?

They also come from different issuers: Principal and Golden Eagle. Their fees differ too: 0.58% for BCHP and 0.85% for HYP.