BSR vs. ASGM
BSR (Beacon Selective Risk ETF) and ASGM (Virtus AlphaSimplex Global Macro ETF) are both Tactical Allocation funds. BSR is passively managed, while ASGM is actively managed. Their 0.72 correlation means they have sometimes moved together and sometimes differently. BSR charges 1.10%/yr vs 0.86%/yr for ASGM.
Performance
BSR vs. ASGM - Performance Comparison
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Returns By Period
In the year-to-date period, BSR achieves a 2.28% return, which is significantly lower than ASGM's 16.91% return.
BSR
- 1D
- 0.46%
- 1M
- -0.59%
- 6M
- -1.03%
- YTD
- 2.28%
- 1Y
- 7.86%
- 3Y*
- 5.83%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 7.14%
ASGM
- 1D
- 0.98%
- 1M
- 0.87%
- 6M
- 11.31%
- YTD
- 16.91%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $8.08K | $15.18K | $25.79K | |
| $62.80K | $47.57K | $82.93K |
BSR vs. ASGM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BSR Beacon Selective Risk ETF | 2.28% | 4.37% |
ASGM Virtus AlphaSimplex Global Macro ETF | 16.91% | 11.08% |
Correlation
The correlation between BSR and ASGM is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 5, 2025 | 0.72 |
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Return for Risk
BSR vs. ASGM — Risk / Return Rank
BSR
ASGM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
BSR vs. ASGM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Beacon Selective Risk ETF (BSR) and Virtus AlphaSimplex Global Macro ETF (ASGM). 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.
| BSR | ASGM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.14 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.16 | — | — |
| Martin ratioReturn relative to average drawdown | 2.78 | — | — |
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Drawdowns
BSR vs. ASGM - Drawdown Comparison
The maximum BSR drawdown since its inception was -15.68%, which is greater than ASGM's maximum drawdown of -7.37%. Use the drawdown chart below to compare losses from any high point for BSR and ASGM.
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Drawdown Indicators
| BSR | ASGM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.68% | -7.37% | -8.31% |
Max Drawdown (1Y)Largest decline over 1 year | -6.15% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -15.68% | — | — |
Current DrawdownCurrent decline from peak | -5.45% | -5.09% | -0.36% |
Average DrawdownAverage peak-to-trough decline | -4.60% | -1.77% | -2.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | — | — |
Volatility
BSR vs. ASGM - Volatility Comparison
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Volatility by Period
| BSR | ASGM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.97% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 6.64% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.08% | 16.76% | -7.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.99% | 16.76% | -0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 16.76% | -0.77% |
BSR vs. ASGM - Expense Ratio Comparison
BSR has a 1.10% expense ratio, which is higher than ASGM's 0.86% expense ratio.
Dividends
BSR vs. ASGM - Dividend Comparison
BSR's dividend yield for the trailing twelve months is around 2.83%, less than ASGM's 3.86% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
ASGM Virtus AlphaSimplex Global Macro ETF | 3.86% | 4.52% | 0.00% | 0.00% |
BSR Beacon Selective Risk ETF | 2.83% | 2.89% | 0.89% | 1.08% |
Frequently Asked Questions
BSR and ASGM have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ASGM is cheaper at 0.86% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ASGM is cheaper with a 0.86% expense ratio, compared with 1.10% for BSR.
ASGM has the higher dividend yield at 3.86%, compared with 2.83% for BSR.
They also come from different issuers: American Beacon and Virtus. Their fees differ too: 1.10% for BSR and 0.86% for ASGM.
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