BGIG vs. SCDV

Last updated Jun 4, 2026

BGIG (Bahl & Gaynor Income Growth ETF) and SCDV (Bahl & Gaynor Small Cap Dividend ETF) are both exchange-traded funds - BGIG is a Large Cap Value Equities fund actively managed by Bahl & Gaynor, while SCDV is a Small Cap Blend Equities fund actively managed by Bahl & Gaynor. Both are actively managed. Over the past year, BGIG returned 19.51% vs 14.53% for SCDV. A 0.71 correlation means they provide meaningful diversification when combined. BGIG charges 0.45%/yr vs 0.70%/yr for SCDV.

Performance

BGIG vs. SCDV - Performance Comparison

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

Returns By Period

In the year-to-date period, BGIG achieves a 9.84% return, which is significantly lower than SCDV's 10.50% return.

BGIG

• 1D: -0.23%
• 1M: 1.82%
• YTD: 9.84%
• 6M: 9.56%
• 1Y: 19.51%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCDV

• 1D: 0.31%
• 1M: 0.18%
• YTD: 10.50%
• 6M: 10.22%
• 1Y: 14.53%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BGIG vs. SCDV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BGIG Bahl & Gaynor Income Growth ETF	9.84%	12.49%	-0.74%
SCDV Bahl & Gaynor Small Cap Dividend ETF	10.50%	3.09%	-6.38%

Correlation

The correlation between BGIG and SCDV is 0.66, 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	0.66
Correlation (All Time) Calculated using the full available price history since Dec 13, 2024	0.71

The correlation between BGIG and SCDV has been stable across timeframes, ranging from 0.66 to 0.71 - a consistent structural relationship.

Return for Risk

BGIG vs. SCDV — Risk / Return Rank

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

BGIG

BGIG Risk / Return Rank: 68
BGIG Sharpe Ratio Rank: 66
BGIG Sortino Ratio Rank: 69
BGIG Omega Ratio Rank: 65
BGIG Calmar Ratio Rank: 68
BGIG Martin Ratio Rank: 70

SCDV

SCDV Risk / Return Rank: 27
SCDV Sharpe Ratio Rank: 27
SCDV Sortino Ratio Rank: 27
SCDV Omega Ratio Rank: 26
SCDV Calmar Ratio Rank: 27
SCDV Martin Ratio Rank: 28

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. SCDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bahl & Gaynor Income Growth ETF (BGIG) and Bahl & Gaynor Small Cap Dividend ETF (SCDV). 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	SCDV	Difference
Sharpe ratio: Return per unit of total volatility	2.18	0.94	+1.24
Sortino ratio: Return per unit of downside risk	3.13	1.46	+1.67
Omega ratio: Gain probability vs. loss probability	1.39	1.17	+0.22
Calmar ratio: Return relative to maximum drawdown	3.37	1.28	+2.09
Martin ratio: Return relative to average drawdown	12.97	3.92	+9.05
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. SCDV - Sharpe Ratio Comparison

The current BGIG Sharpe Ratio is 2.18, which is higher than the SCDV Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of BGIG and SCDV, 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	SCDV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.18	0.94	+1.24
Sharpe Ratio (All Time) Calculated using the full available price history	1.38	0.24	+1.15

Drawdowns

BGIG vs. SCDV - Drawdown Comparison

The maximum BGIG drawdown since its inception was -13.24%, smaller than the maximum SCDV drawdown of -22.84%. Use the drawdown chart below to compare losses from any high point for BGIG and SCDV.

Drawdown Indicators

	BGIG	SCDV	Difference
Max Drawdown Largest peak-to-trough decline	-13.24%	-22.84%	+9.60%
Max Drawdown (1Y) Largest decline over 1 year	-5.81%	-11.38%	+5.57%
Current Drawdown Current decline from peak	-0.28%	-3.88%	+3.60%
Average Drawdown Average peak-to-trough decline	-1.70%	-5.55%	+3.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.51%	3.71%	-2.20%

Volatility

BGIG vs. SCDV - Volatility Comparison

The current volatility for Bahl & Gaynor Income Growth ETF (BGIG) is 2.57%, while Bahl & Gaynor Small Cap Dividend ETF (SCDV) has a volatility of 5.16%. This indicates that BGIG experiences smaller price fluctuations and is considered to be less risky than SCDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BGIG	SCDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.57%	5.16%	-2.59%
Volatility (6M) Calculated over the trailing 6-month period	6.72%	11.71%	-4.99%
Volatility (1Y) Calculated over the trailing 1-year period	9.00%	15.59%	-6.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.94%	19.19%	-7.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.94%	19.19%	-7.25%

BGIG vs. SCDV - Expense Ratio Comparison

BGIG has a 0.45% expense ratio, which is lower than SCDV's 0.70% expense ratio.

Dividends

BGIG vs. SCDV - Dividend Comparison

BGIG's dividend yield for the trailing twelve months is around 1.75%, more than SCDV's 0.52% yield.

Position	TTM	2025	2024	2023
BGIG Bahl & Gaynor Income Growth ETF	1.75%	1.89%	2.02%	0.78%
SCDV Bahl & Gaynor Small Cap Dividend ETF	0.52%	0.61%	0.05%	0.00%

Frequently Asked Questions

Can I hold both BGIG and SCDV in my portfolio?

BGIG and SCDV have a correlation of 0.66, 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 SCDV?

SCDV has higher volatility (5.16%) compared to BGIG (2.57%). In terms of maximum drawdown, BGIG dropped -13.24% vs SCDV's -22.84%.

Which ETF is better, BGIG or SCDV?

On 1-year performance, BGIG leads with 19.51% vs 14.53% for SCDV. On fees, BGIG is cheaper at 0.45% per year. On volatility, BGIG has been the lower-risk option at 2.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BGIG or SCDV?

Over the 1-year period, BGIG has performed better with a 19.51% return vs 14.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BGIG or SCDV?

BGIG is cheaper with a 0.45% expense ratio, compared with 0.70% for SCDV.

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

BGIG has the higher dividend yield at 1.75%, compared with 0.52% for SCDV.

What is the main difference between BGIG and SCDV?

BGIG is categorized as Large Cap Value Equities, while SCDV is Small Cap Blend Equities. Their fees differ too: 0.45% for BGIG and 0.70% for SCDV.

Which has better risk-adjusted returns?

BGIG currently has the higher Sharpe Ratio (2.18 vs 0.94), 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.