BGIG vs. CSTK

Last updated Apr 2, 2026

Compare and contrast key facts about Bahl & Gaynor Income Growth ETF (BGIG) and Invesco Comstock Contrarian Equity ETF (CSTK).

BGIG and CSTK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BGIG is an actively managed fund by Bahl & Gaynor. It was launched on Sep 14, 2023. CSTK is an actively managed fund by Invesco. It was launched on May 5, 2025.

Performance

BGIG vs. CSTK - Performance Comparison

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

BGIG vs. CSTK - Yearly Performance Comparison

	2026 (YTD)	2025
BGIG Bahl & Gaynor Income Growth ETF	3.24%	13.15%
CSTK Invesco Comstock Contrarian Equity ETF	0.39%	18.33%

Returns By Period

In the year-to-date period, BGIG achieves a 3.24% return, which is significantly higher than CSTK's 0.39% return.

BGIG

• 1D: -0.03%
• 1M: -4.28%
• YTD: 3.24%
• 6M: 3.58%
• 1Y: 14.99%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CSTK

• 1D: 0.37%
• 1M: -5.13%
• YTD: 0.39%
• 6M: 4.93%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BGIG vs. CSTK - Expense Ratio Comparison

BGIG has a 0.45% expense ratio, which is higher than CSTK's 0.35% expense ratio.

BGIG

Bahl & Gaynor Income Growth ETF

CSTK

Invesco Comstock Contrarian Equity ETF

Return for Risk

BGIG vs. CSTK — Risk / Return Rank

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

BGIG

BGIG Risk / Return Rank: 56
BGIG Sharpe Ratio Rank: 58
BGIG Sortino Ratio Rank: 56
BGIG Omega Ratio Rank: 61
BGIG Calmar Ratio Rank: 46
BGIG Martin Ratio Rank: 60

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.

BGIG vs. CSTK - Risk-Adjusted Trends Comparison

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

	BGIG	CSTK	Difference
Sharpe ratio Return per unit of total volatility	1.09	—	—
Sortino ratio Return per unit of downside risk	1.55	—	—
Omega ratio Gain probability vs. loss probability	1.24	—	—
Calmar ratio Return relative to maximum drawdown	1.35	—	—
Martin ratio Return relative to average drawdown	6.59	—	—
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

	BGIG	CSTK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.09	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.23	1.82	-0.59

Correlation

The correlation between BGIG 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

BGIG vs. CSTK - Dividend Comparison

BGIG's dividend yield for the trailing twelve months is around 1.85%, less than CSTK's 1.96% yield.

	TTM	2025	2024	2023
BGIG Bahl & Gaynor Income Growth ETF	1.85%	1.89%	2.02%	0.78%
CSTK Invesco Comstock Contrarian Equity ETF	1.96%	1.44%	0.00%	0.00%

Drawdowns

BGIG vs. CSTK - Drawdown Comparison

The maximum BGIG drawdown since its inception was -13.24%, which is greater than CSTK's maximum drawdown of -8.87%. Use the drawdown chart below to compare losses from any high point for BGIG and CSTK.

Drawdown Indicators

	BGIG	CSTK	Difference
Max Drawdown Largest peak-to-trough decline	-13.24%	-8.87%	-4.37%
Max Drawdown (1Y) Largest decline over 1 year	-10.70%	—	—
Current Drawdown Current decline from peak	-4.28%	-6.43%	+2.15%
Average Drawdown Average peak-to-trough decline	-1.74%	-1.28%	-0.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.19%	—	—

Volatility

Volatility by Period

	BGIG	CSTK	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.50%	—	—
Volatility (6M) Calculated over the trailing 6-month period	6.84%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.78%	11.68%	+2.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.09%	11.68%	+0.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.09%	11.68%	+0.41%