BDIV vs. BEDY

Last updated Jun 3, 2026

BDIV (AAM Brentview Dividend Growth ETF) and BEDY (BNY Mellon Enhanced Dividend Income ETF) are both Large Cap Value Equities funds. Both are actively managed. A 0.74 correlation means they provide meaningful diversification when combined. BDIV charges 0.49%/yr vs 0.50%/yr for BEDY.

Performance

BDIV vs. BEDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AAM Brentview Dividend Growth ETF (BDIV) and BNY Mellon Enhanced Dividend Income ETF (BEDY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BDIV achieves a 7.23% return, which is significantly lower than BEDY's 10.77% return.

BDIV

• 1D: 0.54%
• 1M: 0.72%
• YTD: 7.23%
• 6M: 7.01%
• 1Y: 21.13%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BEDY

• 1D: 1.13%
• 1M: 2.86%
• YTD: 10.77%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BDIV vs. BEDY - Yearly Performance Comparison

	2026 (YTD)	2025
BDIV AAM Brentview Dividend Growth ETF	7.23%	0.20%
BEDY BNY Mellon Enhanced Dividend Income ETF	10.77%	1.62%

Correlation

The correlation between BDIV and BEDY is 0.74, 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 Dec 9, 2025	0.74

Return for Risk

BDIV vs. BEDY — Risk / Return Rank

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

BDIV

BDIV Risk / Return Rank: 64
BDIV Sharpe Ratio Rank: 64
BDIV Sortino Ratio Rank: 68
BDIV Omega Ratio Rank: 63
BDIV Calmar Ratio Rank: 61
BDIV Martin Ratio Rank: 66

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.

BDIV vs. BEDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AAM Brentview Dividend Growth ETF (BDIV) and BNY Mellon Enhanced Dividend Income ETF (BEDY). 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.

	BDIV	BEDY	Difference
Sharpe ratio Return per unit of total volatility	2.19	—	—
Sortino ratio Return per unit of downside risk	3.19	—	—
Omega ratio Gain probability vs. loss probability	1.39	—	—
Calmar ratio Return relative to maximum drawdown	3.07	—	—
Martin ratio Return relative to average drawdown	12.23	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BDIV	BEDY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.19	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.19	2.36	-1.16

Drawdowns

BDIV vs. BEDY - Drawdown Comparison

The maximum BDIV drawdown since its inception was -14.98%, which is greater than BEDY's maximum drawdown of -6.25%. Use the drawdown chart below to compare losses from any high point for BDIV and BEDY.

Drawdown Indicators

	BDIV	BEDY	Difference
Max Drawdown Largest peak-to-trough decline	-14.98%	-6.25%	-8.73%
Max Drawdown (1Y) Largest decline over 1 year	-7.01%	—	—
Current Drawdown Current decline from peak	-0.57%	0.00%	-0.57%
Average Drawdown Average peak-to-trough decline	-1.99%	-1.37%	-0.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.76%	—	—

Volatility

Volatility by Period

	BDIV	BEDY	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.48%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.28%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.69%	12.02%	-2.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.42%	12.02%	+1.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.42%	12.02%	+1.40%

BDIV vs. BEDY - Expense Ratio Comparison

BDIV has a 0.49% expense ratio, which is lower than BEDY's 0.50% expense ratio.

Dividends

BDIV vs. BEDY - Dividend Comparison

BDIV's dividend yield for the trailing twelve months is around 1.59%, less than BEDY's 3.34% yield.

Position	TTM	2025	2024
BDIV AAM Brentview Dividend Growth ETF	1.59%	1.14%	0.62%
BEDY BNY Mellon Enhanced Dividend Income ETF	3.34%	0.09%	0.00%

Frequently Asked Questions

Can I hold both BDIV and BEDY in my portfolio?

BDIV and BEDY have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BDIV or BEDY?

On fees, BDIV is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BDIV or BEDY?

BDIV is cheaper with a 0.49% expense ratio, compared with 0.50% for BEDY.

Which ETF pays a higher dividend yield, BDIV or BEDY?

BEDY has the higher dividend yield at 3.34%, compared with 1.59% for BDIV.

What is the main difference between BDIV and BEDY?

They also come from different issuers: AAM and BNY Mellon. Their fees differ too: 0.49% for BDIV and 0.50% for BEDY.