BLGR vs. BLUC

Last updated Aug 2, 2026

BLGR (Bluemonte Large Cap Growth ETF) and BLUC (Bluemonte Large Cap Core ETF) are both exchange-traded funds - BLGR is a Large Cap Growth Equities fund actively managed by Bluemonte, while BLUC is a Large Cap Blend Equities fund actively managed by Bluemonte. Both are actively managed. Over the past year, BLGR returned 18.47% vs 19.38% for BLUC. Their 0.97 correlation means they have historically moved very closely together. BLGR charges 0.24%/yr vs 0.23%/yr for BLUC.

Performance

BLGR vs. BLUC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bluemonte Large Cap Growth ETF (BLGR) and Bluemonte Large Cap Core ETF (BLUC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BLGR achieves a 7.40% return, which is significantly lower than BLUC's 8.57% return.

BLGR

• 1D: 1.41%
• 1M: -0.14%
• 6M: 7.88%
• YTD: 7.40%
• 1Y: 18.47%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 22.61%

BLUC

• 1D: 0.98%
• 1M: 0.16%
• 6M: 8.09%
• YTD: 8.57%
• 1Y: 19.38%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 21.99%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BLGR Bluemonte Large Cap Growth ETF	$641.31K	$571.37K	$992.96K
BLUC Bluemonte Large Cap Core ETF	$707.60K	$691.78K	$1.11M

BLGR vs. BLUC - Yearly Performance Comparison

	2026 (YTD)	2025
BLGR Bluemonte Large Cap Growth ETF	7.40%	16.59%
BLUC Bluemonte Large Cap Core ETF	8.57%	14.69%

Correlation

The correlation between BLGR and BLUC is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.97
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025	0.97

The correlation between BLGR and BLUC has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.

BLGR vs. BLUC - Sectors Allocation Comparison

Sectors	BLGR	BLUC
Technology	48.8%	43.1%
Communication Services	14.3%	11.8%
Consumer Cyclical	9.9%	10.0%
Financial Services	8.3%	9.5%
Healthcare	7.6%	7.8%
Industrials	6.7%	7.3%
Consumer Defensive	1.8%	3.7%
Basic Materials	0.8%	1.4%
Real Estate	0.7%	1.6%
Utilities	0.6%	1.6%
Energy	0.5%	2.3%

Return for Risk

BLGR vs. BLUC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BLGR

BLGR Risk / Return Rank: 37
BLGR Sharpe Ratio Rank: 39
BLGR Sortino Ratio Rank: 38
BLGR Omega Ratio Rank: 36
BLGR Calmar Ratio Rank: 34
BLGR Martin Ratio Rank: 39

BLUC

BLUC Risk / Return Rank: 48
BLUC Sharpe Ratio Rank: 50
BLUC Sortino Ratio Rank: 48
BLUC Omega Ratio Rank: 48
BLUC Calmar Ratio Rank: 45
BLUC Martin Ratio Rank: 52

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BLGR vs. BLUC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bluemonte Large Cap Growth ETF (BLGR) and Bluemonte Large Cap Core ETF (BLUC). 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.

	BLGR	BLUC	Difference
Sharpe ratio: Return per unit of total volatility	0.98	1.24	-0.26
Sortino ratio: Return per unit of downside risk	1.43	1.75	-0.32
Omega ratio: Gain probability vs. loss probability	1.17	1.22	-0.05
Calmar ratio: Return relative to maximum drawdown	1.16	1.63	-0.47
Martin ratio: Return relative to average drawdown	4.03	6.15	-2.12

BLGR vs. BLUC - Sharpe Ratio Comparison

The current BLGR Sharpe Ratio is 0.98, which is comparable to the BLUC Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of BLGR and BLUC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BLGR vs. BLUC - Drawdown Comparison

The maximum BLGR drawdown since its inception was -14.08%, which is greater than BLUC's maximum drawdown of -10.69%. Use the drawdown chart below to compare losses from any high point for BLGR and BLUC.

Drawdown Indicators

	BLGR	BLUC	Difference
Max Drawdown Largest peak-to-trough decline	-14.08%	-10.69%	-3.39%
Max Drawdown (1Y) Largest decline over 1 year	-14.08%	-10.69%	-3.39%
Current Drawdown Current decline from peak	-4.01%	-2.94%	-1.07%
Average Drawdown Average peak-to-trough decline	-2.67%	-1.78%	-0.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.05%	2.83%	+1.22%

Volatility

BLGR vs. BLUC - Volatility Comparison

Bluemonte Large Cap Growth ETF (BLGR) has a higher volatility of 5.18% compared to Bluemonte Large Cap Core ETF (BLUC) at 4.09%. This indicates that BLGR's price experiences larger fluctuations and is considered to be riskier than BLUC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BLGR	BLUC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.18%	4.09%	+1.09%
Volatility (6M) Calculated over the trailing 6-month period	13.35%	11.24%	+2.11%
Volatility (1Y) Calculated over the trailing 1-year period	16.76%	14.09%	+2.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.18%	13.56%	+2.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.18%	13.56%	+2.62%

BLGR vs. BLUC - Expense Ratio Comparison

BLGR has a 0.24% expense ratio, which is higher than BLUC's 0.23% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

BLGR vs. BLUC - Dividend Comparison

BLGR's dividend yield for the trailing twelve months is around 0.33%, less than BLUC's 0.63% yield.

Position	TTM	2025
BLGR Bluemonte Large Cap Growth ETF	0.33%	0.17%
BLUC Bluemonte Large Cap Core ETF	0.63%	0.46%

Frequently Asked Questions

Can I hold both BLGR and BLUC in my portfolio?

With a correlation of 0.97, BLGR and BLUC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, BLGR or BLUC?

BLGR has higher volatility (5.18%) compared to BLUC (4.09%). In terms of maximum drawdown, BLGR dropped -14.08% vs BLUC's -10.69%.

Which ETF is better, BLGR or BLUC?

On 1-year performance, BLUC leads with 19.38% vs 18.47% for BLGR. On fees, BLUC is cheaper at 0.23% per year. On volatility, BLUC has been the lower-risk option at 4.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BLGR or BLUC?

Over the 1-year period, BLUC has performed better with a 19.38% return vs 18.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BLGR or BLUC?

BLUC is cheaper with a 0.23% expense ratio, compared with 0.24% for BLGR.

Which ETF pays a higher dividend yield, BLGR or BLUC?

BLUC has the higher dividend yield at 0.63%, compared with 0.33% for BLGR.

What is the main difference between BLGR and BLUC?

BLGR is categorized as Large Cap Growth Equities, while BLUC is Large Cap Blend Equities. Their fees differ too: 0.24% for BLGR and 0.23% for BLUC.

Which has better risk-adjusted returns?

BLUC currently has the higher Sharpe Ratio (1.24 vs 0.98), 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.