BLUX vs. BVAL

Last updated Jun 24, 2026

BLUX (Bluemonte Dynamic Total Market ETF) and BVAL (Bluemonte Large Cap Value ETF) are both exchange-traded funds - BLUX is a Large Cap Blend Equities fund managed by Bluemonte, while BVAL is a Large Cap Value Equities fund managed by Bluemonte. Over the past year, BLUX returned 26.50% vs 24.54% for BVAL. Their correlation of 0.91 suggests significant overlap in exposure. BLUX charges 0.25%/yr vs 0.24%/yr for BVAL.

Performance

BLUX vs. BVAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bluemonte Dynamic Total Market ETF (BLUX) 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, BLUX achieves a 13.12% return, which is significantly higher than BVAL's 11.82% return.

BLUX

• 1D: -0.95%
• 1M: 1.21%
• YTD: 13.12%
• 6M: 11.59%
• 1Y: 26.50%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BVAL

• 1D: -0.78%
• 1M: 1.16%
• YTD: 11.82%
• 6M: 11.16%
• 1Y: 24.54%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BLUX vs. BVAL - Yearly Performance Comparison

	2026 (YTD)	2025
BLUX Bluemonte Dynamic Total Market ETF	13.12%	12.62%
BVAL Bluemonte Large Cap Value ETF	11.82%	12.09%

Correlation

The correlation between BLUX and BVAL is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025	0.91

The correlation between BLUX and BVAL has been stable across timeframes, ranging from 0.91 to 0.91 - a consistent structural relationship.

BLUX vs. BVAL - Sectors Allocation Comparison

Sectors	BLUX	BVAL
Technology	26.7%	23.2%
Financial Services	14.1%	16.0%
Industrials	12.0%	11.5%
Healthcare	11.6%	10.8%
Consumer Cyclical	10.0%	8.8%
Communication Services	6.6%	5.2%
Real Estate	4.8%	3.5%
Energy	4.6%	6.3%
Consumer Defensive	3.7%	7.8%
Basic Materials	3.4%	3.0%
Utilities	2.6%	4.0%

Return for Risk

BLUX vs. BVAL — 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: 62
BLUX Sortino Ratio Rank: 62
BLUX Omega Ratio Rank: 59
BLUX Calmar Ratio Rank: 65
BLUX Martin Ratio Rank: 72

BVAL

BVAL Risk / Return Rank: 81
BVAL Sharpe Ratio Rank: 82
BVAL Sortino Ratio Rank: 83
BVAL Omega Ratio Rank: 80
BVAL Calmar Ratio Rank: 78
BVAL Martin Ratio Rank: 83

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. BVAL - Risk-Adjusted Trends Comparison

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

	BLUX	BVAL	Difference
Sharpe ratio: Return per unit of total volatility	1.87	2.38	-0.51
Sortino ratio: Return per unit of downside risk	2.62	3.32	-0.70
Omega ratio: Gain probability vs. loss probability	1.33	1.43	-0.10
Calmar ratio: Return relative to maximum drawdown	2.95	3.68	-0.73
Martin ratio: Return relative to average drawdown	12.23	15.25	-3.02

BLUX vs. BVAL - Sharpe Ratio Comparison

The current BLUX Sharpe Ratio is 1.87, which is comparable to the BVAL Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of BLUX 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

BLUX vs. BVAL - Drawdown Comparison

The maximum BLUX drawdown since its inception was -9.03%, which is greater than BVAL's maximum drawdown of -6.69%. Use the drawdown chart below to compare losses from any high point for BLUX and BVAL.

Drawdown Indicators

	BLUX	BVAL	Difference
Max Drawdown Largest peak-to-trough decline	-9.03%	-6.69%	-2.34%
Max Drawdown (1Y) Largest decline over 1 year	-9.03%	-6.69%	-2.34%
Current Drawdown Current decline from peak	-1.12%	-1.09%	-0.03%
Average Drawdown Average peak-to-trough decline	-1.31%	-0.91%	-0.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.17%	1.61%	+0.56%

Volatility

BLUX vs. BVAL - Volatility Comparison

Bluemonte Dynamic Total Market ETF (BLUX) has a higher volatility of 4.84% compared to Bluemonte Large Cap Value ETF (BVAL) at 3.51%. This indicates that BLUX'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

	BLUX	BVAL	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.84%	3.51%	+1.33%
Volatility (6M) Calculated over the trailing 6-month period	10.93%	8.05%	+2.88%
Volatility (1Y) Calculated over the trailing 1-year period	14.24%	10.38%	+3.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.24%	10.38%	+3.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.24%	10.38%	+3.86%

BLUX vs. BVAL - Expense Ratio Comparison

BLUX has a 0.25% expense ratio, which is higher than BVAL's 0.24% 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. BVAL - Dividend Comparison

BLUX's dividend yield for the trailing twelve months is around 0.84%, less than BVAL's 0.97% yield.

Position	TTM	2025
BLUX Bluemonte Dynamic Total Market ETF	0.84%	0.73%
BVAL Bluemonte Large Cap Value ETF	0.97%	0.73%

Frequently Asked Questions

Can I hold both BLUX and BVAL in my portfolio?

With a correlation of 0.91, BLUX and BVAL 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, BLUX or BVAL?

BLUX has higher volatility (4.84%) compared to BVAL (3.51%). In terms of maximum drawdown, BLUX dropped -9.03% vs BVAL's -6.69%.

Which ETF is better, BLUX or BVAL?

On 1-year performance, BLUX leads with 26.50% vs 24.54% for BVAL. On fees, BVAL is cheaper at 0.24% per year. On volatility, BVAL has been the lower-risk option at 3.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BLUX or BVAL?

Over the 1-year period, BLUX has performed better with a 26.50% return vs 24.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BLUX or BVAL?

BVAL is cheaper with a 0.24% expense ratio, compared with 0.25% for BLUX.

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

BVAL has the higher dividend yield at 0.97%, compared with 0.84% for BLUX.

What is the main difference between BLUX and BVAL?

BLUX is categorized as Large Cap Blend Equities, while BVAL is Large Cap Value Equities. Their fees differ too: 0.25% for BLUX and 0.24% for BVAL.

Which has better risk-adjusted returns?

BVAL currently has the higher Sharpe Ratio (2.38 vs 1.87), 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.