BLUX vs. BDBT

Last updated Jul 12, 2026

BLUX (Bluemonte Dynamic Total Market ETF) and BDBT (Bluemonte Core Bond ETF) are both exchange-traded funds - BLUX is a Large Cap Blend Equities fund managed by Bluemonte, while BDBT is a Intermediate Core Bond fund managed by Bluemonte. Over the past year, BLUX returned 23.56% vs 3.77% for BDBT. At a 0.36 correlation, their price movements are largely independent. BLUX charges 0.25%/yr vs 0.23%/yr for BDBT.

Performance

BLUX vs. BDBT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bluemonte Dynamic Total Market ETF (BLUX) and Bluemonte Core Bond ETF (BDBT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BLUX

• 1D: 0.00%
• 1M: 2.32%
• 6M: 11.12%
• YTD: 15.05%
• 1Y: 23.56%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BDBT

• 1D: -0.10%
• 1M: -0.49%
• 6M: -0.28%
• YTD: -0.00%
• 1Y: 3.77%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BLUX vs. BDBT - Yearly Performance Comparison

	2026 (YTD)	2025
BLUX Bluemonte Dynamic Total Market ETF	15.05%	12.62%
BDBT Bluemonte Core Bond ETF	-0.00%	3.70%

Correlation

The correlation between BLUX and BDBT is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.35
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025	0.36

Return for Risk

BLUX vs. BDBT — Risk / Return Rank

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

BLUX

BLUX Risk / Return Rank: 64
BLUX Sharpe Ratio Rank: 61
BLUX Sortino Ratio Rank: 62
BLUX Omega Ratio Rank: 59
BLUX Calmar Ratio Rank: 64
BLUX Martin Ratio Rank: 72

BDBT

BDBT Risk / Return Rank: 28
BDBT Sharpe Ratio Rank: 29
BDBT Sortino Ratio Rank: 28
BDBT Omega Ratio Rank: 26
BDBT Calmar Ratio Rank: 29
BDBT Martin Ratio Rank: 29

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.

BLUX vs. BDBT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bluemonte Dynamic Total Market ETF (BLUX) and Bluemonte Core Bond ETF (BDBT). 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.

	BLUX	BDBT	Difference
Sharpe ratio: Return per unit of total volatility	1.62	0.87	+0.76
Sortino ratio: Return per unit of downside risk	2.31	1.28	+1.03
Omega ratio: Gain probability vs. loss probability	1.29	1.15	+0.14
Calmar ratio: Return relative to maximum drawdown	2.55	1.16	+1.39
Martin ratio: Return relative to average drawdown	10.56	3.19	+7.37

BLUX vs. BDBT - Sharpe Ratio Comparison

The current BLUX Sharpe Ratio is 1.62, which is higher than the BDBT Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of BLUX and BDBT, 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

BLUX vs. BDBT - Drawdown Comparison

The maximum BLUX drawdown since its inception was -9.03%, which is greater than BDBT's maximum drawdown of -2.88%. Use the drawdown chart below to compare losses from any high point for BLUX and BDBT.

Drawdown Indicators

	BLUX	BDBT	Difference
Max Drawdown Largest peak-to-trough decline	-9.03%	-2.88%	-6.15%
Max Drawdown (1Y) Largest decline over 1 year	-9.03%	-2.88%	-6.15%
Current Drawdown Current decline from peak	-0.24%	-1.80%	+1.56%
Average Drawdown Average peak-to-trough decline	-1.27%	-0.77%	-0.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.17%	1.05%	+1.12%

Volatility

BLUX vs. BDBT - Volatility Comparison

Bluemonte Dynamic Total Market ETF (BLUX) has a higher volatility of 3.88% compared to Bluemonte Core Bond ETF (BDBT) at 1.25%. This indicates that BLUX's price experiences larger fluctuations and is considered to be riskier than BDBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BLUX	BDBT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.88%	1.25%	+2.63%
Volatility (6M) Calculated over the trailing 6-month period	10.88%	2.96%	+7.92%
Volatility (1Y) Calculated over the trailing 1-year period	14.18%	3.86%	+10.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.03%	3.87%	+10.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.03%	3.87%	+10.16%

BLUX vs. BDBT - Expense Ratio Comparison

BLUX has a 0.25% expense ratio, which is higher than BDBT'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

BLUX vs. BDBT - Dividend Comparison

BLUX's dividend yield for the trailing twelve months is around 1.07%, less than BDBT's 3.87% yield.

Position	TTM	2025
BDBT Bluemonte Core Bond ETF	3.87%	2.21%
BLUX Bluemonte Dynamic Total Market ETF	1.07%	0.73%

Frequently Asked Questions

Can I hold both BLUX and BDBT in my portfolio?

BLUX and BDBT have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BLUX or BDBT?

BLUX has higher volatility (3.88%) compared to BDBT (1.25%). In terms of maximum drawdown, BLUX dropped -9.03% vs BDBT's -2.88%.

Which ETF is better, BLUX or BDBT?

On 1-year performance, BLUX leads with 23.56% vs 3.77% for BDBT. On fees, BDBT is cheaper at 0.23% per year. On volatility, BDBT has been the lower-risk option at 1.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BLUX or BDBT?

Over the 1-year period, BLUX has performed better with a 23.56% return vs 3.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BLUX or BDBT?

BDBT is cheaper with a 0.23% expense ratio, compared with 0.25% for BLUX.

Which ETF pays a higher dividend yield, BLUX or BDBT?

BDBT has the higher dividend yield at 3.87%, compared with 1.07% for BLUX.

What is the main difference between BLUX and BDBT?

BLUX is categorized as Large Cap Blend Equities, while BDBT is Intermediate Core Bond. Their fees differ too: 0.25% for BLUX and 0.23% for BDBT.

Which has better risk-adjusted returns?

BLUX currently has the higher Sharpe Ratio (1.62 vs 0.86), 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.