BGDV vs. ITOT
BGDV (Bahl & Gaynor Dividend ETF) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both Large Cap Blend Equities funds. BGDV is actively managed, while ITOT is passively managed. Over the past year, BGDV returned 25.16% vs 28.81% for ITOT. Their correlation of 0.83 suggests significant overlap in exposure. BGDV charges 0.45%/yr vs 0.03%/yr for ITOT.
Performance
BGDV vs. ITOT - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with BGDV having a 11.97% return and ITOT slightly lower at 11.78%.
BGDV
- 1D
- 0.29%
- 1M
- 1.68%
- YTD
- 11.97%
- 6M
- 12.04%
- 1Y
- 25.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ITOT
- 1D
- 0.48%
- 1M
- 4.64%
- YTD
- 11.78%
- 6M
- 11.52%
- 1Y
- 28.81%
- 3Y*
- 22.39%
- 5Y*
- 12.80%
- 10Y*
- 15.01%
BGDV vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BGDV Bahl & Gaynor Dividend ETF | 11.97% | 13.74% | -1.86% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 11.78% | 17.00% | -3.11% |
Correlation
The correlation between BGDV and ITOT is 0.81, 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 | 0.81 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2024 | 0.83 |
The correlation between BGDV and ITOT has been stable across timeframes, ranging from 0.81 to 0.83 - a consistent structural relationship.
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Return for Risk
BGDV vs. ITOT — Risk / Return Rank
BGDV
ITOT
BGDV vs. ITOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bahl & Gaynor Dividend ETF (BGDV) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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 | ITOT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.43 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.01 | 3.25 | -0.25 |
| Martin ratioReturn relative to average drawdown | 13.62 | 14.92 | -1.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BGDV | ITOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.27 | 2.37 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.74 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.09 | 0.57 | +0.52 |
Drawdowns
BGDV vs. ITOT - Drawdown Comparison
The maximum BGDV drawdown since its inception was -14.80%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for BGDV and ITOT.
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Drawdown Indicators
| BGDV | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.80% | -55.20% | +40.40% |
Max Drawdown (1Y)Largest decline over 1 year | -8.41% | -8.90% | +0.49% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.44% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.36% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.00% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.25% | +0.25% |
Average DrawdownAverage peak-to-trough decline | -2.15% | -6.97% | +4.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 1.94% | -0.09% |
Volatility
BGDV vs. ITOT - Volatility Comparison
The current volatility for Bahl & Gaynor Dividend ETF (BGDV) is 2.55%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 2.94%. This indicates that BGDV experiences smaller price fluctuations and is considered to be less risky than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGDV | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.55% | 2.94% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 8.42% | 9.14% | -0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.12% | 12.19% | -1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.11% | 17.35% | -2.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.11% | 18.26% | -3.15% |
BGDV vs. ITOT - Expense Ratio Comparison
BGDV has a 0.45% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Dividends
BGDV vs. ITOT - Dividend Comparison
BGDV's dividend yield for the trailing twelve months is around 0.99%, more than ITOT's 0.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGDV Bahl & Gaynor Dividend ETF | 0.99% | 1.13% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 0.97% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
Frequently Asked Questions
BGDV and ITOT have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ITOT has higher volatility (2.94%) compared to BGDV (2.55%). In terms of maximum drawdown, BGDV dropped -14.80% vs ITOT's -55.20%.
On 1-year performance, ITOT leads with 28.81% vs 25.16% for BGDV. On fees, ITOT is cheaper at 0.03% per year. On volatility, BGDV has been the lower-risk option at 2.55%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ITOT has performed better with a 28.81% return vs 25.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ITOT is cheaper with a 0.03% expense ratio, compared with 0.45% for BGDV.
BGDV has the higher dividend yield at 0.99%, compared with 0.97% for ITOT.
They also come from different issuers: Bahl & Gaynor and iShares. Their fees differ too: 0.45% for BGDV and 0.03% for ITOT.
ITOT currently has the higher Sharpe Ratio (2.37 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.
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