BDIV vs. CSTK

Last updated Apr 1, 2026

Compare and contrast key facts about AAM Brentview Dividend Growth ETF (BDIV) and Invesco Comstock Contrarian Equity ETF (CSTK).

BDIV and CSTK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BDIV is an actively managed fund by AAM. It was launched on Jul 30, 2024. CSTK is an actively managed fund by Invesco. It was launched on May 5, 2025.

Performance

BDIV vs. CSTK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AAM Brentview Dividend Growth ETF (BDIV) and Invesco Comstock Contrarian Equity ETF (CSTK). The values are adjusted to include any dividend payments, if applicable.

BDIV vs. CSTK - Yearly Performance Comparison

	2026 (YTD)	2025
BDIV AAM Brentview Dividend Growth ETF	-0.19%	16.83%
CSTK Invesco Comstock Contrarian Equity ETF	0.02%	18.33%

Returns By Period

In the year-to-date period, BDIV achieves a -0.19% return, which is significantly lower than CSTK's 0.02% return.

BDIV

• 1D: 1.54%
• 1M: -5.31%
• YTD: -0.19%
• 6M: 1.34%
• 1Y: 17.29%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CSTK

• 1D: 2.30%
• 1M: -5.52%
• YTD: 0.02%
• 6M: 4.52%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BDIV vs. CSTK - Expense Ratio Comparison

BDIV has a 0.49% expense ratio, which is higher than CSTK's 0.35% expense ratio.

BDIV

AAM Brentview Dividend Growth ETF

CSTK

Invesco Comstock Contrarian Equity ETF

Return for Risk

BDIV vs. CSTK — Risk / Return Rank

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

BDIV

BDIV Risk / Return Rank: 70
BDIV Sharpe Ratio Rank: 66
BDIV Sortino Ratio Rank: 69
BDIV Omega Ratio Rank: 70
BDIV Calmar Ratio Rank: 69
BDIV Martin Ratio Rank: 76

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. CSTK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AAM Brentview Dividend Growth ETF (BDIV) and Invesco Comstock Contrarian Equity ETF (CSTK). 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	CSTK	Difference
Sharpe ratio Return per unit of total volatility	1.18	—	—
Sortino ratio Return per unit of downside risk	1.77	—	—
Omega ratio Gain probability vs. loss probability	1.26	—	—
Calmar ratio Return relative to maximum drawdown	1.79	—	—
Martin ratio Return relative to average drawdown	8.35	—	—
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	CSTK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.18	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.94	1.78	-0.84

Correlation

The correlation between BDIV and CSTK is 0.80, 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.

Dividends

BDIV vs. CSTK - Dividend Comparison

BDIV's dividend yield for the trailing twelve months is around 1.14%, less than CSTK's 1.97% yield.

	TTM	2025	2024
BDIV AAM Brentview Dividend Growth ETF	1.14%	1.14%	0.62%
CSTK Invesco Comstock Contrarian Equity ETF	1.97%	1.44%	0.00%

Drawdowns

BDIV vs. CSTK - Drawdown Comparison

The maximum BDIV drawdown since its inception was -14.98%, which is greater than CSTK's maximum drawdown of -8.87%. Use the drawdown chart below to compare losses from any high point for BDIV and CSTK.

Drawdown Indicators

	BDIV	CSTK	Difference
Max Drawdown Largest peak-to-trough decline	-14.98%	-8.87%	-6.11%
Max Drawdown (1Y) Largest decline over 1 year	-10.26%	—	—
Current Drawdown Current decline from peak	-5.58%	-6.78%	+1.20%
Average Drawdown Average peak-to-trough decline	-2.08%	-1.26%	-0.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.20%	—	—

Volatility

Volatility by Period

	BDIV	CSTK	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.86%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.29%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.71%	11.70%	+3.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.71%	11.70%	+2.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.71%	11.70%	+2.01%