BLUX vs. BVAL

Last updated Aug 2, 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 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, BLUX returned 24.15% vs 24.55% for BVAL. Their correlation of 0.90 means they have usually moved in the same direction. 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

The year-to-date returns for both stocks are quite close, with BLUX having a 14.07% return and BVAL slightly lower at 13.76%.

BLUX

• 1D: 0.16%
• 1M: -0.46%
• 6M: 10.53%
• YTD: 14.07%
• 1Y: 24.15%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 25.49%

BVAL

• 1D: 0.03%
• 1M: 0.45%
• 6M: 10.08%
• YTD: 13.76%
• 1Y: 24.55%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 24.63%

*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)
BLUX Bluemonte Dynamic Total Market ETF	$1.14M	$1.09M	$1.83M
BVAL Bluemonte Large Cap Value ETF	$744.55K	$643.98K	$1.01M

BLUX vs. BVAL - Yearly Performance Comparison

	2026 (YTD)	2025
BLUX Bluemonte Dynamic Total Market ETF	14.07%	12.62%
BVAL Bluemonte Large Cap Value ETF	13.76%	12.09%

Correlation

The correlation between BLUX and BVAL is 0.89, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.89
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025	0.90

The correlation between BLUX and BVAL has been stable across timeframes, ranging from 0.89 to 0.90 - a consistent structural relationship.

BLUX vs. BVAL - Sectors Allocation Comparison

Sectors	BLUX	BVAL
Technology	26.7%	23.6%
Financial Services	14.7%	16.3%
Industrials	12.4%	11.8%
Healthcare	12.0%	11.2%
Consumer Cyclical	9.8%	8.5%
Communication Services	6.1%	4.9%
Real Estate	4.8%	3.5%
Energy	4.1%	5.8%
Consumer Defensive	3.8%	7.6%
Basic Materials	3.0%	2.9%
Utilities	2.7%	4.0%

Return for Risk

BLUX vs. BVAL — Risk / Return Rank

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

BLUX

BLUX Risk / Return Rank: 70
BLUX Sharpe Ratio Rank: 67
BLUX Sortino Ratio Rank: 67
BLUX Omega Ratio Rank: 65
BLUX Calmar Ratio Rank: 70
BLUX Martin Ratio Rank: 80

BVAL

BVAL Risk / Return Rank: 89
BVAL Sharpe Ratio Rank: 90
BVAL Sortino Ratio Rank: 90
BVAL Omega Ratio Rank: 88
BVAL Calmar Ratio Rank: 87
BVAL Martin Ratio Rank: 90

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.

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	1.57	2.25	-0.68
Sortino ratio: Return per unit of downside risk	2.23	3.15	-0.92
Omega ratio: Gain probability vs. loss probability	1.28	1.41	-0.13
Calmar ratio: Return relative to maximum drawdown	2.48	3.48	-1.00
Martin ratio: Return relative to average drawdown	10.34	14.68	-4.34

BLUX vs. BVAL - Sharpe Ratio Comparison

The current BLUX Sharpe Ratio is 1.57, which is lower than the BVAL Sharpe Ratio of 2.25. 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	-1.08%	-0.46%	-0.62%
Average Drawdown Average peak-to-trough decline	-1.26%	-0.87%	-0.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.17%	1.59%	+0.58%

Volatility

BLUX vs. BVAL - Volatility Comparison

Bluemonte Dynamic Total Market ETF (BLUX) has a higher volatility of 3.33% compared to Bluemonte Large Cap Value ETF (BVAL) at 2.53%. 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	3.33%	2.53%	+0.80%
Volatility (6M) Calculated over the trailing 6-month period	10.90%	7.88%	+3.02%
Volatility (1Y) Calculated over the trailing 1-year period	14.35%	10.40%	+3.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.92%	10.17%	+3.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.92%	10.17%	+3.75%

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 1.08%, less than BVAL's 1.31% yield.

Position	TTM	2025
BLUX Bluemonte Dynamic Total Market ETF	1.08%	0.73%
BVAL Bluemonte Large Cap Value ETF	1.31%	0.73%

Frequently Asked Questions

Can I hold both BLUX and BVAL in my portfolio?

BLUX and BVAL have a correlation of 0.89, 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 BVAL?

BLUX has higher volatility (3.33%) compared to BVAL (2.53%). 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, BVAL leads with 24.55% vs 24.15% for BLUX. On fees, BVAL is cheaper at 0.24% per year. On volatility, BVAL has been the lower-risk option at 2.53%. 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, BVAL has performed better with a 24.55% return vs 24.15%. 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 1.31%, compared with 1.08% 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 (2.25 vs 1.57), 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.