BVAL vs. BLUI

Last updated Aug 2, 2026

BVAL (Bluemonte Large Cap Value ETF) and BLUI (Bluemonte Diversified Income ETF) are both exchange-traded funds - BVAL is a Large Cap Value Equities fund actively managed by Bluemonte, while BLUI is a Multisector Bonds fund actively managed by Bluemonte. Both are actively managed. Over the past year, BVAL returned 24.55% vs 7.13% for BLUI. Their 0.60 correlation means they have sometimes moved together and sometimes differently. BVAL charges 0.24%/yr vs 0.75%/yr for BLUI.

Performance

BVAL vs. BLUI - Performance Comparison

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

Returns By Period

In the year-to-date period, BVAL achieves a 13.76% return, which is significantly higher than BLUI's 4.27% return.

BVAL

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

BLUI

• 1D: -0.08%
• 1M: 0.25%
• 6M: 2.95%
• YTD: 4.27%
• 1Y: 7.13%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 7.24%

*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)
BLUI Bluemonte Diversified Income ETF	$274.13K	$213.50K	$247.19K
BVAL Bluemonte Large Cap Value ETF	$744.55K	$643.98K	$1.01M

BVAL vs. BLUI - Yearly Performance Comparison

	2026 (YTD)	2025
BVAL Bluemonte Large Cap Value ETF	13.76%	12.09%
BLUI Bluemonte Diversified Income ETF	4.27%	3.60%

Correlation

The correlation between BVAL and BLUI is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.60
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025	0.60

The correlation between BVAL and BLUI has been stable across timeframes, ranging from 0.60 to 0.60 - a consistent structural relationship.

Return for Risk

BVAL vs. BLUI — Risk / Return Rank

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

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

BLUI

BLUI Risk / Return Rank: 84
BLUI Sharpe Ratio Rank: 82
BLUI Sortino Ratio Rank: 85
BLUI Omega Ratio Rank: 86
BLUI Calmar Ratio Rank: 81
BLUI Martin Ratio Rank: 88

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.

BVAL vs. BLUI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bluemonte Large Cap Value ETF (BVAL) and Bluemonte Diversified Income ETF (BLUI). 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	BLUI	Difference
Sharpe ratio: Return per unit of total volatility	2.25	1.92	+0.33
Sortino ratio: Return per unit of downside risk	3.15	2.86	+0.29
Omega ratio: Gain probability vs. loss probability	1.41	1.38	+0.03
Calmar ratio: Return relative to maximum drawdown	3.48	3.01	+0.47
Martin ratio: Return relative to average drawdown	14.68	13.18	+1.50

BVAL vs. BLUI - Sharpe Ratio Comparison

The current BVAL Sharpe Ratio is 2.25, which is comparable to the BLUI Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of BVAL and BLUI, 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. BLUI - Drawdown Comparison

The maximum BVAL drawdown since its inception was -6.69%, which is greater than BLUI's maximum drawdown of -2.43%. Use the drawdown chart below to compare losses from any high point for BVAL and BLUI.

Drawdown Indicators

	BVAL	BLUI	Difference
Max Drawdown Largest peak-to-trough decline	-6.69%	-2.43%	-4.26%
Max Drawdown (1Y) Largest decline over 1 year	-6.69%	-2.43%	-4.26%
Current Drawdown Current decline from peak	-0.46%	-0.21%	-0.25%
Average Drawdown Average peak-to-trough decline	-0.87%	-0.34%	-0.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.59%	0.55%	+1.04%

Volatility

BVAL vs. BLUI - Volatility Comparison

Bluemonte Large Cap Value ETF (BVAL) has a higher volatility of 2.53% compared to Bluemonte Diversified Income ETF (BLUI) at 0.97%. This indicates that BVAL's price experiences larger fluctuations and is considered to be riskier than BLUI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BVAL	BLUI	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.53%	0.97%	+1.56%
Volatility (6M) Calculated over the trailing 6-month period	7.88%	3.15%	+4.73%
Volatility (1Y) Calculated over the trailing 1-year period	10.40%	3.81%	+6.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.17%	3.84%	+6.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.17%	3.84%	+6.33%

BVAL vs. BLUI - Expense Ratio Comparison

BVAL has a 0.24% expense ratio, which is lower than BLUI's 0.75% expense ratio.

Dividends

BVAL vs. BLUI - Dividend Comparison

BVAL's dividend yield for the trailing twelve months is around 1.31%, less than BLUI's 5.12% yield.

Position	TTM	2025
BLUI Bluemonte Diversified Income ETF	5.12%	2.91%
BVAL Bluemonte Large Cap Value ETF	1.31%	0.73%

Frequently Asked Questions

Can I hold both BVAL and BLUI in my portfolio?

BVAL and BLUI have a correlation of 0.60, 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 BLUI?

BVAL has higher volatility (2.53%) compared to BLUI (0.97%). In terms of maximum drawdown, BVAL dropped -6.69% vs BLUI's -2.43%.

Which ETF is better, BVAL or BLUI?

On 1-year performance, BVAL leads with 24.55% vs 7.13% for BLUI. On fees, BVAL is cheaper at 0.24% per year. On volatility, BLUI has been the lower-risk option at 0.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BVAL or BLUI?

Over the 1-year period, BVAL has performed better with a 24.55% return vs 7.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BVAL or BLUI?

BVAL is cheaper with a 0.24% expense ratio, compared with 0.75% for BLUI.

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

BLUI has the higher dividend yield at 5.12%, compared with 1.31% for BVAL.

What is the main difference between BVAL and BLUI?

BVAL is categorized as Large Cap Value Equities, while BLUI is Multisector Bonds. Their fees differ too: 0.24% for BVAL and 0.75% for BLUI.

Which has better risk-adjusted returns?

BVAL currently has the higher Sharpe Ratio (2.25 vs 1.92), 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.