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BGDV vs. TEXN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BGDV vs. TEXN - Performance Comparison

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

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Returns By Period

In the year-to-date period, BGDV achieves a 12.25% return, which is significantly lower than TEXN's 20.05% return.


BGDV

1D
-1.14%
1M
1.40%
YTD
12.25%
6M
11.70%
1Y
25.43%
3Y*
5Y*
10Y*

TEXN

1D
-1.33%
1M
-2.29%
YTD
20.05%
6M
18.60%
1Y
30.05%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BGDV vs. TEXN - Yearly Performance Comparison


2026 (YTD)2025
BGDV
Bahl & Gaynor Dividend ETF
12.25%11.74%
TEXN
iShares Texas Equity ETF
20.05%8.33%

Correlation

The correlation between BGDV and TEXN is 0.57, 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 Jun 24, 2025

0.57

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Return for Risk

BGDV vs. TEXN — Risk / Return Rank

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

BGDV
BGDV Risk / Return Rank: 7575
Overall Rank
BGDV Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
BGDV Sortino Ratio Rank: 7979
Sortino Ratio Rank
BGDV Omega Ratio Rank: 7575
Omega Ratio Rank
BGDV Calmar Ratio Rank: 6666
Calmar Ratio Rank
BGDV Martin Ratio Rank: 7878
Martin Ratio Rank

TEXN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. TEXN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bahl & Gaynor Dividend ETF (BGDV) and iShares Texas Equity ETF (TEXN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BGDVTEXNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

3.04

Martin ratioReturn relative to average drawdown

13.77

BGDV vs. TEXN - Sharpe Ratio Comparison


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Drawdowns

BGDV vs. TEXN - Drawdown Comparison

The maximum BGDV drawdown since its inception was -14.80%, which is greater than TEXN's maximum drawdown of -6.34%. Use the drawdown chart below to compare losses from any high point for BGDV and TEXN.


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Drawdown Indicators


BGDVTEXNDifference

Max Drawdown

Largest peak-to-trough decline

-14.80%

-6.34%

-8.46%

Max Drawdown (1Y)

Largest decline over 1 year

-8.41%

-6.34%

-2.07%

Current Drawdown

Current decline from peak

-1.36%

-4.90%

+3.54%

Average Drawdown

Average peak-to-trough decline

-2.09%

-1.24%

-0.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

Volatility

BGDV vs. TEXN - Volatility Comparison


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Volatility by Period


BGDVTEXNDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

Volatility (6M)

Calculated over the trailing 6-month period

8.68%

Volatility (1Y)

Calculated over the trailing 1-year period

11.42%

14.50%

-3.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.08%

14.50%

+0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.08%

14.50%

+0.58%

BGDV vs. TEXN - Expense Ratio Comparison

BGDV has a 0.45% expense ratio, which is higher than TEXN's 0.20% expense ratio.


Dividends

BGDV vs. TEXN - Dividend Comparison

BGDV's dividend yield for the trailing twelve months is around 0.99%, less than TEXN's 1.40% yield.


PositionTTM20252024
BGDV
Bahl & Gaynor Dividend ETF
0.99%1.13%0.09%
TEXN
iShares Texas Equity ETF
1.40%0.86%0.00%

Frequently Asked Questions


BGDV and TEXN have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On 1-year performance, TEXN leads with 30.05% vs 25.43% for BGDV. On fees, TEXN is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TEXN has performed better with a 30.05% return vs 25.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TEXN is cheaper with a 0.20% expense ratio, compared with 0.45% for BGDV.

TEXN has the higher dividend yield at 1.40%, compared with 0.99% for BGDV.

They also come from different issuers: Bahl & Gaynor and iShares. Their fees differ too: 0.45% for BGDV and 0.20% for TEXN.

Portfolio Optimizer

Find the right allocation for BGDV and TEXN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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