BVAL vs. BLUX

Last updated Aug 2, 2026

BVAL (Bluemonte Large Cap Value ETF) and BLUX (Bluemonte Dynamic Total Market ETF) are both exchange-traded funds - BVAL is a Large Cap Value Equities fund actively managed by Bluemonte, while BLUX is a Large Cap Blend Equities fund actively managed by Bluemonte. Both are actively managed. Over the past year, BVAL returned 24.55% vs 24.15% for BLUX. Their correlation of 0.90 means they have usually moved in the same direction. BVAL charges 0.24%/yr vs 0.25%/yr for BLUX.

Performance

BVAL vs. BLUX - Performance Comparison

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

Returns By Period

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

BVAL

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

BLUX

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

*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

BVAL vs. BLUX - Yearly Performance Comparison

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

Correlation

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

BVAL vs. BLUX - Sectors Allocation Comparison

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

Return for Risk

BVAL vs. BLUX — 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

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

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. BLUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bluemonte Large Cap Value ETF (BVAL) and Bluemonte Dynamic Total Market ETF (BLUX). 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	BLUX	Difference
Sharpe ratio: Return per unit of total volatility	2.25	1.57	+0.68
Sortino ratio: Return per unit of downside risk	3.15	2.23	+0.92
Omega ratio: Gain probability vs. loss probability	1.41	1.28	+0.13
Calmar ratio: Return relative to maximum drawdown	3.48	2.48	+1.00
Martin ratio: Return relative to average drawdown	14.68	10.34	+4.34

BVAL vs. BLUX - Sharpe Ratio Comparison

The current BVAL Sharpe Ratio is 2.25, which is higher than the BLUX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of BVAL and BLUX, 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. BLUX - Drawdown Comparison

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

Drawdown Indicators

	BVAL	BLUX	Difference
Max Drawdown Largest peak-to-trough decline	-6.69%	-9.03%	+2.34%
Max Drawdown (1Y) Largest decline over 1 year	-6.69%	-9.03%	+2.34%
Current Drawdown Current decline from peak	-0.46%	-1.08%	+0.62%
Average Drawdown Average peak-to-trough decline	-0.87%	-1.26%	+0.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.59%	2.17%	-0.58%

Volatility

BVAL vs. BLUX - Volatility Comparison

The current volatility for Bluemonte Large Cap Value ETF (BVAL) is 2.53%, while Bluemonte Dynamic Total Market ETF (BLUX) has a volatility of 3.33%. This indicates that BVAL experiences smaller price fluctuations and is considered to be less risky than BLUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BVAL	BLUX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.53%	3.33%	-0.80%
Volatility (6M) Calculated over the trailing 6-month period	7.88%	10.90%	-3.02%
Volatility (1Y) Calculated over the trailing 1-year period	10.40%	14.35%	-3.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.17%	13.92%	-3.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.17%	13.92%	-3.75%

BVAL vs. BLUX - Expense Ratio Comparison

BVAL has a 0.24% expense ratio, which is lower than BLUX's 0.25% expense ratio. Despite the difference, 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. BLUX - Dividend Comparison

BVAL's dividend yield for the trailing twelve months is around 1.31%, more than BLUX's 1.08% 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 BVAL and BLUX in my portfolio?

BVAL and BLUX 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, BVAL or BLUX?

BLUX has higher volatility (3.33%) compared to BVAL (2.53%). In terms of maximum drawdown, BVAL dropped -6.69% vs BLUX's -9.03%.

Which ETF is better, BVAL or BLUX?

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, BVAL or BLUX?

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, BVAL or BLUX?

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

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

BVAL has the higher dividend yield at 1.31%, compared with 1.08% for BLUX.

What is the main difference between BVAL and BLUX?

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

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.