BVAL vs. BDBT

Last updated Jun 24, 2026

BVAL (Bluemonte Large Cap Value ETF) and BDBT (Bluemonte Core Bond ETF) are both exchange-traded funds - BVAL is a Large Cap Value Equities fund managed by Bluemonte, while BDBT is a Intermediate Core Bond fund managed by Bluemonte. Over the past year, BVAL returned 24.54% vs 3.98% for BDBT. At a 0.34 correlation, their price movements are largely independent. BVAL charges 0.24%/yr vs 0.23%/yr for BDBT.

Performance

BVAL vs. BDBT - Performance Comparison

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

Returns By Period

In the year-to-date period, BVAL achieves a 11.82% return, which is significantly higher than BDBT's 0.29% return.

BVAL

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

BDBT

• 1D: 0.08%
• 1M: 0.60%
• YTD: 0.29%
• 6M: 0.44%
• 1Y: 3.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BVAL vs. BDBT - Yearly Performance Comparison

	2026 (YTD)	2025
BVAL Bluemonte Large Cap Value ETF	11.82%	12.09%
BDBT Bluemonte Core Bond ETF	0.29%	3.70%

Correlation

The correlation between BVAL and BDBT is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025	0.34

Return for Risk

BVAL vs. BDBT — Risk / Return Rank

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

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

BDBT

BDBT Risk / Return Rank: 30
BDBT Sharpe Ratio Rank: 31
BDBT Sortino Ratio Rank: 31
BDBT Omega Ratio Rank: 28
BDBT Calmar Ratio Rank: 30
BDBT Martin Ratio Rank: 30

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.

BVAL vs. BDBT - Risk-Adjusted Trends Comparison

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

	BVAL	BDBT	Difference
Sharpe ratio: Return per unit of total volatility	2.38	1.03	+1.34
Sortino ratio: Return per unit of downside risk	3.32	1.54	+1.78
Omega ratio: Gain probability vs. loss probability	1.43	1.18	+0.25
Calmar ratio: Return relative to maximum drawdown	3.68	1.39	+2.30
Martin ratio: Return relative to average drawdown	15.25	3.94	+11.31

BVAL vs. BDBT - Sharpe Ratio Comparison

The current BVAL Sharpe Ratio is 2.38, which is higher than the BDBT Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of BVAL 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

BVAL vs. BDBT - Drawdown Comparison

The maximum BVAL drawdown since its inception was -6.69%, which is greater than BDBT's maximum drawdown of -2.88%. Use the drawdown chart below to compare losses from any high point for BVAL and BDBT.

Drawdown Indicators

	BVAL	BDBT	Difference
Max Drawdown Largest peak-to-trough decline	-6.69%	-2.88%	-3.81%
Max Drawdown (1Y) Largest decline over 1 year	-6.69%	-2.88%	-3.81%
Current Drawdown Current decline from peak	-1.09%	-1.51%	+0.42%
Average Drawdown Average peak-to-trough decline	-0.91%	-0.75%	-0.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.61%	1.01%	+0.60%

Volatility

BVAL vs. BDBT - Volatility Comparison

Bluemonte Large Cap Value ETF (BVAL) has a higher volatility of 3.51% compared to Bluemonte Core Bond ETF (BDBT) at 1.13%. This indicates that BVAL'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

	BVAL	BDBT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.51%	1.13%	+2.38%
Volatility (6M) Calculated over the trailing 6-month period	8.05%	2.89%	+5.16%
Volatility (1Y) Calculated over the trailing 1-year period	10.38%	3.86%	+6.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.38%	3.86%	+6.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.38%	3.86%	+6.52%

BVAL vs. BDBT - Expense Ratio Comparison

BVAL has a 0.24% 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

BVAL vs. BDBT - Dividend Comparison

BVAL's dividend yield for the trailing twelve months is around 0.97%, less than BDBT's 3.52% yield.

Position	TTM	2025
BDBT Bluemonte Core Bond ETF	3.52%	2.21%
BVAL Bluemonte Large Cap Value ETF	0.97%	0.73%

Frequently Asked Questions

Can I hold both BVAL and BDBT in my portfolio?

BVAL and BDBT have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BVAL or BDBT?

BVAL has higher volatility (3.51%) compared to BDBT (1.13%). In terms of maximum drawdown, BVAL dropped -6.69% vs BDBT's -2.88%.

Which ETF is better, BVAL or BDBT?

On 1-year performance, BVAL leads with 24.54% vs 3.98% for BDBT. On fees, BDBT is cheaper at 0.23% per year. On volatility, BDBT has been the lower-risk option at 1.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BVAL or BDBT?

Over the 1-year period, BVAL has performed better with a 24.54% return vs 3.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BVAL or BDBT?

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

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

BDBT has the higher dividend yield at 3.52%, compared with 0.97% for BVAL.

What is the main difference between BVAL and BDBT?

BVAL is categorized as Large Cap Value Equities, while BDBT is Intermediate Core Bond. Their fees differ too: 0.24% for BVAL and 0.23% for BDBT.

Which has better risk-adjusted returns?

BVAL currently has the higher Sharpe Ratio (2.38 vs 1.03), 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.