BGIG vs. OAKM

Last updated Jun 5, 2026

BGIG (Bahl & Gaynor Income Growth ETF) and OAKM (Oakmark U.S. Large Cap ETF) are both Large Cap Value Equities funds. Both are actively managed. Over the past year, BGIG returned 20.42% vs 16.15% for OAKM. A 0.68 correlation means they provide meaningful diversification when combined. BGIG charges 0.45%/yr vs 0.59%/yr for OAKM.

Performance

BGIG vs. OAKM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bahl & Gaynor Income Growth ETF (BGIG) and Oakmark U.S. Large Cap ETF (OAKM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BGIG achieves a 10.33% return, which is significantly higher than OAKM's -0.14% return.

BGIG

• 1D: 0.45%
• 1M: 2.02%
• YTD: 10.33%
• 6M: 10.33%
• 1Y: 20.42%
• 3Y*: —
• 5Y*: —
• 10Y*: —

OAKM

• 1D: 1.91%
• 1M: 0.18%
• YTD: -0.14%
• 6M: 2.57%
• 1Y: 16.15%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BGIG vs. OAKM - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BGIG Bahl & Gaynor Income Growth ETF	10.33%	12.49%	-3.02%
OAKM Oakmark U.S. Large Cap ETF	-0.14%	21.46%	-4.83%

Correlation

The correlation between BGIG and OAKM is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.61
Correlation (All Time) Calculated using the full available price history since Dec 4, 2024	0.68

The correlation between BGIG and OAKM has been stable across timeframes, ranging from 0.61 to 0.68 - a consistent structural relationship.

Return for Risk

BGIG vs. OAKM — Risk / Return Rank

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

BGIG

BGIG Risk / Return Rank: 72
BGIG Sharpe Ratio Rank: 71
BGIG Sortino Ratio Rank: 74
BGIG Omega Ratio Rank: 70
BGIG Calmar Ratio Rank: 72
BGIG Martin Ratio Rank: 73

OAKM

OAKM Risk / Return Rank: 38
OAKM Sharpe Ratio Rank: 35
OAKM Sortino Ratio Rank: 36
OAKM Omega Ratio Rank: 34
OAKM Calmar Ratio Rank: 47
OAKM Martin Ratio Rank: 38

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. OAKM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bahl & Gaynor Income Growth ETF (BGIG) and Oakmark U.S. Large Cap ETF (OAKM). 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	OAKM	Difference
Sharpe ratio: Return per unit of total volatility	2.28	1.24	+1.04
Sortino ratio: Return per unit of downside risk	3.27	1.84	+1.43
Omega ratio: Gain probability vs. loss probability	1.41	1.22	+0.19
Calmar ratio: Return relative to maximum drawdown	3.53	2.26	+1.28
Martin ratio: Return relative to average drawdown	13.58	5.85	+7.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BGIG vs. OAKM - Sharpe Ratio Comparison

The current BGIG Sharpe Ratio is 2.28, which is higher than the OAKM Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of BGIG and OAKM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BGIG	OAKM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	1.24	+1.04
Sharpe Ratio (All Time) Calculated using the full available price history	1.40	0.61	+0.78

Drawdowns

BGIG vs. OAKM - Drawdown Comparison

The maximum BGIG drawdown since its inception was -13.24%, smaller than the maximum OAKM drawdown of -15.24%. Use the drawdown chart below to compare losses from any high point for BGIG and OAKM.

Drawdown Indicators

	BGIG	OAKM	Difference
Max Drawdown Largest peak-to-trough decline	-13.24%	-15.24%	+2.00%
Max Drawdown (1Y) Largest decline over 1 year	-5.81%	-7.19%	+1.38%
Current Drawdown Current decline from peak	0.00%	-2.61%	+2.61%
Average Drawdown Average peak-to-trough decline	-1.70%	-2.77%	+1.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.51%	2.77%	-1.26%

Volatility

BGIG vs. OAKM - Volatility Comparison

The current volatility for Bahl & Gaynor Income Growth ETF (BGIG) is 2.59%, while Oakmark U.S. Large Cap ETF (OAKM) has a volatility of 3.63%. This indicates that BGIG experiences smaller price fluctuations and is considered to be less risky than OAKM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BGIG	OAKM	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.59%	3.63%	-1.04%
Volatility (6M) Calculated over the trailing 6-month period	6.72%	9.56%	-2.84%
Volatility (1Y) Calculated over the trailing 1-year period	8.99%	13.10%	-4.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.94%	16.55%	-4.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.94%	16.55%	-4.61%

BGIG vs. OAKM - Expense Ratio Comparison

BGIG has a 0.45% expense ratio, which is lower than OAKM's 0.59% expense ratio.

Dividends

BGIG vs. OAKM - Dividend Comparison

BGIG's dividend yield for the trailing twelve months is around 1.74%, more than OAKM's 0.67% yield.

Position	TTM	2025	2024	2023
BGIG Bahl & Gaynor Income Growth ETF	1.74%	1.89%	2.02%	0.78%
OAKM Oakmark U.S. Large Cap ETF	0.67%	0.67%	0.04%	0.00%

Frequently Asked Questions

Can I hold both BGIG and OAKM in my portfolio?

BGIG and OAKM have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BGIG or OAKM?

OAKM has higher volatility (3.63%) compared to BGIG (2.59%). In terms of maximum drawdown, BGIG dropped -13.24% vs OAKM's -15.24%.

Which ETF is better, BGIG or OAKM?

On 1-year performance, BGIG leads with 20.42% vs 16.15% for OAKM. On fees, BGIG is cheaper at 0.45% per year. On volatility, BGIG has been the lower-risk option at 2.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BGIG or OAKM?

Over the 1-year period, BGIG has performed better with a 20.42% return vs 16.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BGIG or OAKM?

BGIG is cheaper with a 0.45% expense ratio, compared with 0.59% for OAKM.

Which ETF pays a higher dividend yield, BGIG or OAKM?

BGIG has the higher dividend yield at 1.74%, compared with 0.67% for OAKM.

What is the main difference between BGIG and OAKM?

They also come from different issuers: Bahl & Gaynor and Oakmark. Their fees differ too: 0.45% for BGIG and 0.59% for OAKM.

Which has better risk-adjusted returns?

BGIG currently has the higher Sharpe Ratio (2.28 vs 1.24), 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.