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BGIG vs. ILCV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BGIG vs. ILCV - Performance Comparison

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

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BGIG vs. ILCV - Yearly Performance Comparison


2026 (YTD)202520242023
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

BGIG
BGIG Risk / Return Rank: 5656
Overall Rank
BGIG Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
BGIG Sortino Ratio Rank: 5656
Sortino Ratio Rank
BGIG Omega Ratio Rank: 6161
Omega Ratio Rank
BGIG Calmar Ratio Rank: 4646
Calmar Ratio Rank
BGIG Martin Ratio Rank: 6060
Martin Ratio Rank

ILCV
ILCV Risk / Return Rank: 6060
Overall Rank
ILCV Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ILCV Sortino Ratio Rank: 6060
Sortino Ratio Rank
ILCV Omega Ratio Rank: 6464
Omega Ratio Rank
ILCV Calmar Ratio Rank: 5252
Calmar Ratio Rank
ILCV Martin Ratio Rank: 6363
Martin Ratio Rank
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. 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.


BGIGILCVDifference

Sharpe ratio

Return per unit of total volatility

1.09

1.11

-0.01

Sortino ratio

Return per unit of downside risk

1.55

1.60

-0.05

Omega ratio

Gain probability vs. loss probability

1.24

1.25

-0.01

Calmar ratio

Return relative to maximum drawdown

1.35

1.42

-0.07

Martin ratio

Return relative to average drawdown

6.59

6.69

-0.10

BGIG vs. ILCV - Sharpe Ratio Comparison

The current BGIG Sharpe Ratio is 1.09, which is comparable to the ILCV Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of BGIG and ILCV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BGIGILCVDifference

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.


TTM20252024202320222021202020192018201720162015
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


BGIGILCVDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.28%

-4.51%

+0.23%

Average Drawdown

Average peak-to-trough decline

-1.74%

-9.39%

+7.65%

Ulcer Index

Depth 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


BGIGILCVDifference

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%