BGIG vs. VLUE
Compare and contrast key facts about Bahl & Gaynor Income Growth ETF (BGIG) and iShares Edge MSCI USA Value Factor ETF (VLUE).
BGIG and VLUE 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. VLUE is a passively managed fund by iShares that tracks the performance of the MSCI USA Value Weighted Index. It was launched on Apr 16, 2013.
Performance
BGIG vs. VLUE - Performance Comparison
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BGIG vs. VLUE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BGIG Bahl & Gaynor Income Growth ETF | 3.27% | 12.49% | 16.84% | 4.55% |
VLUE iShares Edge MSCI USA Value Factor ETF | 4.44% | 32.67% | 7.25% | 9.02% |
Returns By Period
In the year-to-date period, BGIG achieves a 3.27% return, which is significantly lower than VLUE's 4.44% return.
BGIG
- 1D
- 1.65%
- 1M
- -4.14%
- YTD
- 3.27%
- 6M
- 4.23%
- 1Y
- 14.45%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VLUE
- 1D
- 2.68%
- 1M
- -5.29%
- YTD
- 4.44%
- 6M
- 14.88%
- 1Y
- 36.35%
- 3Y*
- 18.33%
- 5Y*
- 9.45%
- 10Y*
- 11.61%
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BGIG vs. VLUE - Expense Ratio Comparison
BGIG has a 0.45% expense ratio, which is higher than VLUE's 0.15% expense ratio.
Return for Risk
BGIG vs. VLUE — Risk / Return Rank
BGIG
VLUE
BGIG vs. VLUE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bahl & Gaynor Income Growth ETF (BGIG) and iShares Edge MSCI USA Value Factor ETF (VLUE). 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 | VLUE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 1.87 | -0.82 |
Sortino ratioReturn per unit of downside risk | 1.50 | 2.52 | -1.03 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.36 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 2.92 | -1.47 |
Martin ratioReturn relative to average drawdown | 7.17 | 12.74 | -5.57 |
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 | VLUE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 1.87 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.55 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.23 | 0.61 | +0.62 |
Correlation
The correlation between BGIG and VLUE is 0.79, 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. VLUE - Dividend Comparison
BGIG's dividend yield for the trailing twelve months is around 1.85%, less than VLUE's 2.00% 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% |
VLUE iShares Edge MSCI USA Value Factor ETF | 2.00% | 2.11% | 2.73% | 2.66% | 3.18% | 2.22% | 2.42% | 2.61% | 2.70% | 2.14% | 2.07% | 2.39% |
Drawdowns
BGIG vs. VLUE - Drawdown Comparison
The maximum BGIG drawdown since its inception was -13.24%, smaller than the maximum VLUE drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for BGIG and VLUE.
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Drawdown Indicators
| BGIG | VLUE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.24% | -39.47% | +26.23% |
Max Drawdown (1Y)Largest decline over 1 year | -10.70% | -12.81% | +2.11% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.47% | — |
Current DrawdownCurrent decline from peak | -4.25% | -6.60% | +2.35% |
Average DrawdownAverage peak-to-trough decline | -1.74% | -6.08% | +4.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 2.94% | -0.77% |
Volatility
BGIG vs. VLUE - Volatility Comparison
The current volatility for Bahl & Gaynor Income Growth ETF (BGIG) is 3.63%, while iShares Edge MSCI USA Value Factor ETF (VLUE) has a volatility of 6.26%. This indicates that BGIG experiences smaller price fluctuations and is considered to be less risky than VLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGIG | VLUE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 6.26% | -2.63% |
Volatility (6M)Calculated over the trailing 6-month period | 6.87% | 12.28% | -5.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.81% | 19.55% | -5.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.10% | 17.35% | -5.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.10% | 19.61% | -7.51% |