BIGY.TO vs. FLUS.TO
BIGY.TO (Evolve US Equity UltraYield ETF) and FLUS.TO (Franklin U.S. Large Cap Multifactor Index ETF) are both Large Cap Blend Equities funds. BIGY.TO is actively managed, while FLUS.TO is passively managed. At a 0.48 correlation, their price movements are largely independent. BIGY.TO charges 0.40%/yr vs 0.29%/yr for FLUS.TO.
Performance
BIGY.TO vs. FLUS.TO - Performance Comparison
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Returns By Period
In the year-to-date period, BIGY.TO achieves a -8.43% return, which is significantly lower than FLUS.TO's 15.57% return.
BIGY.TO
- 1D
- 1.30%
- 1M
- -8.27%
- YTD
- -8.43%
- 6M
- -9.26%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FLUS.TO
- 1D
- 1.71%
- 1M
- 4.51%
- YTD
- 15.57%
- 6M
- 12.04%
- 1Y
- 30.11%
- 3Y*
- 23.35%
- 5Y*
- 16.88%
- 10Y*
- —
BIGY.TO vs. FLUS.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BIGY.TO Evolve US Equity UltraYield ETF | -8.43% | -1.05% |
FLUS.TO Franklin U.S. Large Cap Multifactor Index ETF | 15.57% | 0.40% |
Correlation
The correlation between BIGY.TO and FLUS.TO is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 10, 2025 | 0.48 |
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Return for Risk
BIGY.TO vs. FLUS.TO — Risk / Return Rank
BIGY.TO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FLUS.TO
BIGY.TO vs. FLUS.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Evolve US Equity UltraYield ETF (BIGY.TO) and Franklin U.S. Large Cap Multifactor Index ETF (FLUS.TO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BIGY.TO | FLUS.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.42 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.07 | — |
| Martin ratioReturn relative to average drawdown | — | 10.72 | — |
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Drawdowns
BIGY.TO vs. FLUS.TO - Drawdown Comparison
The maximum BIGY.TO drawdown since its inception was -27.81%, roughly equal to the maximum FLUS.TO drawdown of -28.24%. Use the drawdown chart below to compare losses from any high point for BIGY.TO and FLUS.TO.
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Drawdown Indicators
| BIGY.TO | FLUS.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.81% | -28.24% | +0.43% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.85% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.82% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.11% | — |
Current DrawdownCurrent decline from peak | -17.86% | 0.00% | -17.86% |
Average DrawdownAverage peak-to-trough decline | -11.51% | -3.71% | -7.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.81% | — |
Volatility
BIGY.TO vs. FLUS.TO - Volatility Comparison
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Volatility by Period
| BIGY.TO | FLUS.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.04% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 12.41% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 29.01% | 14.51% | +14.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.01% | 14.90% | +14.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.01% | 15.95% | +13.06% |
BIGY.TO vs. FLUS.TO - Expense Ratio Comparison
BIGY.TO has a 0.40% expense ratio, which is higher than FLUS.TO's 0.29% expense ratio.
Dividends
BIGY.TO vs. FLUS.TO - Dividend Comparison
BIGY.TO's dividend yield for the trailing twelve months is around 29.66%, more than FLUS.TO's 0.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BIGY.TO Evolve US Equity UltraYield ETF | 29.66% | 9.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FLUS.TO Franklin U.S. Large Cap Multifactor Index ETF | 0.62% | 0.74% | 0.94% | 1.24% | 1.77% | 1.80% | 1.67% | 1.89% | 1.72% | 0.60% |
Frequently Asked Questions
BIGY.TO and FLUS.TO have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FLUS.TO is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FLUS.TO is cheaper with a 0.29% expense ratio, compared with 0.40% for BIGY.TO.
They also come from different issuers: Evolve and Franklin. Their fees differ too: 0.40% for BIGY.TO and 0.29% for FLUS.TO.
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