BDIV vs. FUNL

Last updated Jun 4, 2026

BDIV (AAM Brentview Dividend Growth ETF) and FUNL (CornerCap Fundametrics Large-Cap ETF FUNL) are both Large Cap Value Equities funds. Both are actively managed. Over the past year, BDIV returned 20.21% vs 18.97% for FUNL. A 0.79 correlation means they provide meaningful diversification when combined. BDIV charges 0.49%/yr vs 0.50%/yr for FUNL.

Performance

BDIV vs. FUNL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AAM Brentview Dividend Growth ETF (BDIV) and CornerCap Fundametrics Large-Cap ETF FUNL (FUNL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BDIV achieves a 7.27% return, which is significantly higher than FUNL's 5.66% return.

BDIV

• 1D: 0.04%
• 1M: 1.48%
• YTD: 7.27%
• 6M: 6.86%
• 1Y: 20.21%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FUNL

• 1D: 0.00%
• 1M: 0.00%
• YTD: 5.66%
• 6M: 7.22%
• 1Y: 18.97%
• 3Y*: 16.53%
• 5Y*: 9.42%
• 10Y*: —

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

BDIV vs. FUNL - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BDIV AAM Brentview Dividend Growth ETF	7.27%	18.59%	3.14%
FUNL CornerCap Fundametrics Large-Cap ETF FUNL	5.66%	14.62%	5.44%

Correlation

The correlation between BDIV and FUNL is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.66
Correlation (All Time) Calculated using the full available price history since Aug 1, 2024	0.79

The correlation between BDIV and FUNL shifts across timeframes, from 0.66 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

BDIV vs. FUNL - Sectors Allocation Comparison

Sectors	BDIV	FUNL
Technology	19.8%	14.6%
Financial Services	14.8%	19.3%
Industrials	14.0%	11.5%
Healthcare	10.2%	15.3%
Consumer Defensive	7.8%	7.0%
Utilities	7.5%	5.0%
Communication Services	6.7%	5.8%
Energy	6.2%	7.6%
Consumer Cyclical	4.9%	6.5%
Basic Materials	4.6%	2.2%
Real Estate	3.5%	4.5%

Return for Risk

BDIV vs. FUNL — Risk / Return Rank

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

BDIV

BDIV Risk / Return Rank: 63
BDIV Sharpe Ratio Rank: 63
BDIV Sortino Ratio Rank: 68
BDIV Omega Ratio Rank: 63
BDIV Calmar Ratio Rank: 59
BDIV Martin Ratio Rank: 64

FUNL

FUNL Risk / Return Rank: 80
FUNL Sharpe Ratio Rank: 67
FUNL Sortino Ratio Rank: 72
FUNL Omega Ratio Rank: 79
FUNL Calmar Ratio Rank: 87
FUNL Martin Ratio Rank: 92

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. FUNL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AAM Brentview Dividend Growth ETF (BDIV) and CornerCap Fundametrics Large-Cap ETF FUNL (FUNL). 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	FUNL	Difference
Sharpe ratio Return per unit of total volatility	2.10	2.19	-0.09
Sortino ratio Return per unit of downside risk	3.07	3.26	-0.19
Omega ratio Gain probability vs. loss probability	1.38	1.47	-0.10
Calmar ratio Return relative to maximum drawdown	2.89	5.01	-2.12
Martin ratio Return relative to average drawdown	11.51	23.31	-11.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BDIV vs. FUNL - Sharpe Ratio Comparison

The current BDIV Sharpe Ratio is 2.10, which is comparable to the FUNL Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of BDIV and FUNL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BDIV	FUNL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.10	2.19	-0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.63	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.20	0.95	+0.25

Drawdowns

BDIV vs. FUNL - Drawdown Comparison

The maximum BDIV drawdown since its inception was -14.98%, smaller than the maximum FUNL drawdown of -19.35%. Use the drawdown chart below to compare losses from any high point for BDIV and FUNL.

Drawdown Indicators

	BDIV	FUNL	Difference
Max Drawdown Largest peak-to-trough decline	-14.98%	-19.35%	+4.37%
Max Drawdown (1Y) Largest decline over 1 year	-7.01%	-3.83%	-3.18%
Max Drawdown (3Y) Largest decline over 3 years	—	-17.37%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-19.35%	—
Current Drawdown Current decline from peak	-0.53%	-0.12%	-0.41%
Average Drawdown Average peak-to-trough decline	-1.99%	-3.54%	+1.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.76%	0.82%	+0.94%

Volatility

BDIV vs. FUNL - Volatility Comparison

AAM Brentview Dividend Growth ETF (BDIV) has a higher volatility of 2.35% compared to CornerCap Fundametrics Large-Cap ETF FUNL (FUNL) at 0.00%. This indicates that BDIV's price experiences larger fluctuations and is considered to be riskier than FUNL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BDIV	FUNL	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.35%	0.00%	+2.35%
Volatility (6M) Calculated over the trailing 6-month period	7.22%	5.24%	+1.98%
Volatility (1Y) Calculated over the trailing 1-year period	9.69%	8.82%	+0.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.41%	15.16%	-1.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.41%	15.29%	-1.88%

BDIV vs. FUNL - Expense Ratio Comparison

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

Dividends

BDIV vs. FUNL - Dividend Comparison

BDIV's dividend yield for the trailing twelve months is around 1.59%, less than FUNL's 2.25% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
BDIV AAM Brentview Dividend Growth ETF	1.59%	1.14%	0.62%	0.00%	0.00%	0.00%	0.00%
FUNL CornerCap Fundametrics Large-Cap ETF FUNL	2.25%	2.10%	1.78%	1.69%	1.84%	1.55%	0.45%

Frequently Asked Questions

Can I hold both BDIV and FUNL in my portfolio?

BDIV and FUNL have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BDIV or FUNL?

BDIV has higher volatility (2.35%) compared to FUNL (0.00%). In terms of maximum drawdown, BDIV dropped -14.98% vs FUNL's -19.35%.

Which ETF is better, BDIV or FUNL?

On 1-year performance, BDIV leads with 20.21% vs 18.97% for FUNL. On fees, BDIV is cheaper at 0.49% per year. On volatility, FUNL has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BDIV or FUNL?

Over the 1-year period, BDIV has performed better with a 20.21% return vs 18.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BDIV or FUNL?

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

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

FUNL has the higher dividend yield at 2.25%, compared with 1.59% for BDIV.

What is the main difference between BDIV and FUNL?

They also come from different issuers: AAM and CornerCap. Their fees differ too: 0.49% for BDIV and 0.50% for FUNL.

Which has better risk-adjusted returns?

FUNL currently has the higher Sharpe Ratio (2.19 vs 2.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.