BLUC vs. BVAL

Last updated Aug 4, 2026

BLUC (Bluemonte Large Cap Core ETF) and BVAL (Bluemonte Large Cap Value ETF) are both exchange-traded funds - BLUC is a Large Cap Blend Equities fund actively managed by Bluemonte, while BVAL is a Large Cap Value Equities fund actively managed by Bluemonte. Both are actively managed. Over the past year, BLUC returned 21.07% vs 25.50% for BVAL. Their 0.75 correlation means they have sometimes moved together and sometimes differently. BLUC charges 0.23%/yr vs 0.24%/yr for BVAL.

Performance

BLUC vs. BVAL - Performance Comparison

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

Returns By Period

In the year-to-date period, BLUC achieves a 10.10% return, which is significantly lower than BVAL's 14.62% return.

BLUC

• 1D: 1.41%
• 1M: 1.57%
• 6M: 9.03%
• YTD: 10.10%
• 1Y: 21.07%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 23.35%

BVAL

• 1D: 0.76%
• 1M: 1.22%
• 6M: 10.01%
• YTD: 14.62%
• 1Y: 25.50%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 25.29%

*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)
BLUC Bluemonte Large Cap Core ETF	$620.44K	$688.65K	$1.12M
BVAL Bluemonte Large Cap Value ETF	$658.39K	$641.04K	$1.02M

BLUC vs. BVAL - Yearly Performance Comparison

	2026 (YTD)	2025
BLUC Bluemonte Large Cap Core ETF	10.10%	14.69%
BVAL Bluemonte Large Cap Value ETF	14.62%	12.09%

Correlation

The correlation between BLUC and BVAL is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.76
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025	0.75

The correlation between BLUC and BVAL has been stable across timeframes, ranging from 0.75 to 0.76 - a consistent structural relationship.

BLUC vs. BVAL - Sectors Allocation Comparison

Sectors	BLUC	BVAL
Technology	43.1%	23.6%
Communication Services	11.8%	4.9%
Consumer Cyclical	10.0%	8.5%
Financial Services	9.5%	16.3%
Healthcare	7.8%	11.2%
Industrials	7.3%	11.8%
Consumer Defensive	3.7%	7.6%
Energy	2.3%	5.8%
Utilities	1.6%	4.0%
Real Estate	1.6%	3.5%
Basic Materials	1.4%	2.9%

Return for Risk

BLUC vs. BVAL — Risk / Return Rank

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

BLUC

BLUC Risk / Return Rank: 55
BLUC Sharpe Ratio Rank: 57
BLUC Sortino Ratio Rank: 56
BLUC Omega Ratio Rank: 54
BLUC Calmar Ratio Rank: 51
BLUC Martin Ratio Rank: 58

BVAL

BVAL Risk / Return Rank: 90
BVAL Sharpe Ratio Rank: 91
BVAL Sortino Ratio Rank: 91
BVAL Omega Ratio Rank: 90
BVAL Calmar Ratio Rank: 88
BVAL Martin Ratio Rank: 91

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.

BLUC vs. BVAL - Risk-Adjusted Trends Comparison

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

	BLUC	BVAL	Difference
Sharpe ratio: Return per unit of total volatility	1.51	2.48	-0.98
Sortino ratio: Return per unit of downside risk	2.11	3.46	-1.36
Omega ratio: Gain probability vs. loss probability	1.27	1.45	-0.18
Calmar ratio: Return relative to maximum drawdown	1.98	3.83	-1.85
Martin ratio: Return relative to average drawdown	7.47	16.14	-8.68

BLUC vs. BVAL - Sharpe Ratio Comparison

The current BLUC Sharpe Ratio is 1.51, which is lower than the BVAL Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of BLUC and BVAL, 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

BLUC vs. BVAL - Drawdown Comparison

The maximum BLUC drawdown since its inception was -10.69%, which is greater than BVAL's maximum drawdown of -6.69%. Use the drawdown chart below to compare losses from any high point for BLUC and BVAL.

Drawdown Indicators

	BLUC	BVAL	Difference
Max Drawdown Largest peak-to-trough decline	-10.69%	-6.69%	-4.00%
Max Drawdown (1Y) Largest decline over 1 year	-10.69%	-6.69%	-4.00%
Current Drawdown Current decline from peak	-1.57%	0.00%	-1.57%
Average Drawdown Average peak-to-trough decline	-1.78%	-0.86%	-0.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.83%	1.58%	+1.25%

Volatility

BLUC vs. BVAL - Volatility Comparison

Bluemonte Large Cap Core ETF (BLUC) has a higher volatility of 4.31% compared to Bluemonte Large Cap Value ETF (BVAL) at 2.59%. This indicates that BLUC's price experiences larger fluctuations and is considered to be riskier than BVAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BLUC	BVAL	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.31%	2.59%	+1.72%
Volatility (6M) Calculated over the trailing 6-month period	11.30%	7.90%	+3.40%
Volatility (1Y) Calculated over the trailing 1-year period	14.06%	10.33%	+3.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.60%	10.18%	+3.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.60%	10.18%	+3.42%

BLUC vs. BVAL - Expense Ratio Comparison

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

Dividends

BLUC vs. BVAL - Dividend Comparison

BLUC's dividend yield for the trailing twelve months is around 0.62%, less than BVAL's 1.30% yield.

Position	TTM	2025
BLUC Bluemonte Large Cap Core ETF	0.62%	0.46%
BVAL Bluemonte Large Cap Value ETF	1.30%	0.73%

Frequently Asked Questions

Can I hold both BLUC and BVAL in my portfolio?

BLUC and BVAL have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BLUC or BVAL?

BLUC has higher volatility (4.31%) compared to BVAL (2.59%). In terms of maximum drawdown, BLUC dropped -10.69% vs BVAL's -6.69%.

Which ETF is better, BLUC or BVAL?

On 1-year performance, BVAL leads with 25.50% vs 21.07% for BLUC. On fees, BLUC is cheaper at 0.23% per year. On volatility, BVAL 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, BLUC or BVAL?

Over the 1-year period, BVAL has performed better with a 25.50% return vs 21.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BLUC or BVAL?

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

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

BVAL has the higher dividend yield at 1.30%, compared with 0.62% for BLUC.

What is the main difference between BLUC and BVAL?

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

Which has better risk-adjusted returns?

BVAL currently has the higher Sharpe Ratio (2.48 vs 1.51), 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.