BGDV vs. BGIG

Last updated Jun 5, 2026

BGDV (Bahl & Gaynor Dividend ETF) and BGIG (Bahl & Gaynor Income Growth ETF) are both exchange-traded funds - BGDV is a Large Cap Blend Equities fund actively managed by Bahl & Gaynor, while BGIG is a Large Cap Value Equities fund actively managed by Bahl & Gaynor. Both are actively managed. Over the past year, BGDV returned 25.16% vs 20.42% for BGIG. Their correlation of 0.89 suggests significant overlap in exposure. Both charge a 0.45% expense ratio.

Performance

BGDV vs. BGIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bahl & Gaynor Dividend ETF (BGDV) and Bahl & Gaynor Income Growth ETF (BGIG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BGDV achieves a 11.97% return, which is significantly higher than BGIG's 10.33% return.

BGDV

• 1D: 0.29%
• 1M: 1.68%
• YTD: 11.97%
• 6M: 12.04%
• 1Y: 25.16%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BGIG

• 1D: 0.45%
• 1M: 2.02%
• YTD: 10.33%
• 6M: 10.33%
• 1Y: 20.42%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BGDV vs. BGIG - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BGDV Bahl & Gaynor Dividend ETF	11.97%	13.74%	-1.86%
BGIG Bahl & Gaynor Income Growth ETF	10.33%	12.49%	-0.74%

Correlation

The correlation between BGDV and BGIG is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (All Time) Calculated using the full available price history since Dec 13, 2024	0.89

The correlation between BGDV and BGIG has been stable across timeframes, ranging from 0.85 to 0.89 - a consistent structural relationship.

Return for Risk

BGDV vs. BGIG — Risk / Return Rank

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

BGDV

BGDV Risk / Return Rank: 70
BGDV Sharpe Ratio Rank: 70
BGDV Sortino Ratio Rank: 72
BGDV Omega Ratio Rank: 70
BGDV Calmar Ratio Rank: 62
BGDV Martin Ratio Rank: 73

BGIG

BGIG Risk / Return Rank: 72
BGIG Sharpe Ratio Rank: 71
BGIG Sortino Ratio Rank: 74
BGIG Omega Ratio Rank: 70
BGIG Calmar Ratio Rank: 72
BGIG Martin Ratio Rank: 73

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.

BGDV vs. BGIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bahl & Gaynor Dividend ETF (BGDV) and Bahl & Gaynor Income Growth ETF (BGIG). 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.

	BGDV	BGIG	Difference
Sharpe ratio: Return per unit of total volatility	2.27	2.28	-0.01
Sortino ratio: Return per unit of downside risk	3.22	3.27	-0.05
Omega ratio: Gain probability vs. loss probability	1.41	1.41	0.00
Calmar ratio: Return relative to maximum drawdown	3.01	3.53	-0.53
Martin ratio: Return relative to average drawdown	13.62	13.58	+0.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BGDV vs. BGIG - Sharpe Ratio Comparison

The current BGDV Sharpe Ratio is 2.27, which is comparable to the BGIG Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of BGDV and BGIG, 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

	BGDV	BGIG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.27	2.28	-0.01
Sharpe Ratio (All Time) Calculated using the full available price history	1.09	1.40	-0.30

Drawdowns

BGDV vs. BGIG - Drawdown Comparison

The maximum BGDV drawdown since its inception was -14.80%, which is greater than BGIG's maximum drawdown of -13.24%. Use the drawdown chart below to compare losses from any high point for BGDV and BGIG.

Drawdown Indicators

	BGDV	BGIG	Difference
Max Drawdown Largest peak-to-trough decline	-14.80%	-13.24%	-1.56%
Max Drawdown (1Y) Largest decline over 1 year	-8.41%	-5.81%	-2.60%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-2.15%	-1.70%	-0.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.85%	1.51%	+0.34%

Volatility

BGDV vs. BGIG - Volatility Comparison

Bahl & Gaynor Dividend ETF (BGDV) and Bahl & Gaynor Income Growth ETF (BGIG) have volatilities of 2.55% and 2.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BGDV	BGIG	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.55%	2.59%	-0.04%
Volatility (6M) Calculated over the trailing 6-month period	8.42%	6.72%	+1.70%
Volatility (1Y) Calculated over the trailing 1-year period	11.12%	8.99%	+2.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.11%	11.94%	+3.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.11%	11.94%	+3.17%

BGDV vs. BGIG - Expense Ratio Comparison

Both BGDV and BGIG have an expense ratio of 0.45%.

Dividends

BGDV vs. BGIG - Dividend Comparison

BGDV's dividend yield for the trailing twelve months is around 0.99%, less than BGIG's 1.74% yield.

Position	TTM	2025	2024	2023
BGDV Bahl & Gaynor Dividend ETF	0.99%	1.13%	0.09%	0.00%
BGIG Bahl & Gaynor Income Growth ETF	1.74%	1.89%	2.02%	0.78%

Frequently Asked Questions

Can I hold both BGDV and BGIG in my portfolio?

BGDV and BGIG have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BGDV or BGIG?

BGIG has higher volatility (2.59%) compared to BGDV (2.55%). In terms of maximum drawdown, BGDV dropped -14.80% vs BGIG's -13.24%.

Which ETF is better, BGDV or BGIG?

On 1-year performance, BGDV leads with 25.16% vs 20.42% for BGIG. Both ETFs have the same 0.45% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BGDV or BGIG?

Over the 1-year period, BGDV has performed better with a 25.16% return vs 20.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BGDV or BGIG?

BGDV and BGIG have the same expense ratio: 0.45% per year.

Which ETF pays a higher dividend yield, BGDV or BGIG?

BGIG has the higher dividend yield at 1.74%, compared with 0.99% for BGDV.

What is the main difference between BGDV and BGIG?

BGDV is categorized as Large Cap Blend Equities, while BGIG is Large Cap Value Equities.

Which has better risk-adjusted returns?

BGIG currently has the higher Sharpe Ratio (2.28 vs 2.27), 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.