BGIG vs. ILCV
Compare and contrast key facts about Bahl & Gaynor Income Growth ETF (BGIG) and iShares Morningstar Value ETF (ILCV).
BGIG and ILCV 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. ILCV is a passively managed fund by iShares that tracks the performance of the Morningstar US Large-Mid Cap Broad Value Index. It was launched on Jun 28, 2004.
Performance
BGIG vs. ILCV - Performance Comparison
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BGIG vs. ILCV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BGIG Bahl & Gaynor Income Growth ETF | 3.24% | 12.49% | 16.84% | 4.55% |
ILCV iShares Morningstar Value ETF | -0.70% | 18.79% | 17.03% | 6.25% |
Returns By Period
In the year-to-date period, BGIG achieves a 3.24% return, which is significantly higher than ILCV's -0.70% return.
BGIG
- 1D
- -0.03%
- 1M
- -4.28%
- YTD
- 3.24%
- 6M
- 3.58%
- 1Y
- 14.99%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ILCV
- 1D
- 0.22%
- 1M
- -4.04%
- YTD
- -0.70%
- 6M
- 4.21%
- 1Y
- 16.83%
- 3Y*
- 15.82%
- 5Y*
- 10.89%
- 10Y*
- 11.02%
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BGIG vs. ILCV - Expense Ratio Comparison
BGIG has a 0.45% expense ratio, which is higher than ILCV's 0.04% expense ratio.
Return for Risk
BGIG vs. ILCV — Risk / Return Rank
BGIG
ILCV
BGIG vs. ILCV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bahl & Gaynor Income Growth ETF (BGIG) and iShares Morningstar Value ETF (ILCV). 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 | ILCV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.11 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.60 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.25 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 1.42 | -0.07 |
Martin ratioReturn relative to average drawdown | 6.59 | 6.69 | -0.10 |
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
| BGIG | ILCV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.11 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.77 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.23 | 0.44 | +0.79 |
Correlation
The correlation between BGIG and ILCV is 0.87, 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. ILCV - Dividend Comparison
BGIG's dividend yield for the trailing twelve months is around 1.85%, more than ILCV's 1.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGIG Bahl & Gaynor Income Growth ETF | 1.85% | 1.89% | 2.02% | 0.78% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ILCV iShares Morningstar Value ETF | 1.76% | 1.77% | 1.99% | 2.27% | 2.32% | 2.01% | 2.96% | 2.70% | 2.93% | 2.32% | 2.76% | 3.01% |
Drawdowns
BGIG vs. ILCV - Drawdown Comparison
The maximum BGIG drawdown since its inception was -13.24%, smaller than the maximum ILCV drawdown of -58.63%. Use the drawdown chart below to compare losses from any high point for BGIG and ILCV.
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Drawdown Indicators
| BGIG | ILCV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.24% | -58.63% | +45.39% |
Max Drawdown (1Y)Largest decline over 1 year | -10.70% | -11.82% | +1.12% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.58% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.53% | — |
Current DrawdownCurrent decline from peak | -4.28% | -4.51% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -1.74% | -9.39% | +7.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 2.50% | -0.31% |
Volatility
BGIG vs. ILCV - Volatility Comparison
The current volatility for Bahl & Gaynor Income Growth ETF (BGIG) is 3.50%, while iShares Morningstar Value ETF (ILCV) has a volatility of 3.78%. This indicates that BGIG experiences smaller price fluctuations and is considered to be less risky than ILCV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGIG | ILCV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.50% | 3.78% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 6.84% | 7.65% | -0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.78% | 15.28% | -1.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.09% | 14.25% | -2.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.09% | 16.68% | -4.59% |