BVAL vs. TFFI

Last updated Aug 4, 2026

BVAL (Bluemonte Large Cap Value ETF) and TFFI (Chesapeake Trend-Following Fixed Income ETF) are both exchange-traded funds - BVAL is a Large Cap Value Equities fund actively managed by Bluemonte, while TFFI is a Actively Managed fund actively managed by Chesapeake. Both are actively managed. Their -0.19 correlation means they have often moved in opposite directions in the past. BVAL charges 0.24%/yr vs 1.01%/yr for TFFI.

Performance

BVAL vs. TFFI - Performance Comparison

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

Returns By Period

BVAL

• 1D: 0.76%
• 1M: 1.22%
• 6M: 10.01%
• YTD: 14.62%
• 1Y: 25.50%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 25.29%

TFFI

• 1D: -0.48%
• 1M: 2.42%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*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)
BVAL Bluemonte Large Cap Value ETF	$658.39K	$641.04K	$1.02M
TFFI Chesapeake Trend-Following Fixed Income ETF	$142.76K	$122.17K	$135.06K

BVAL vs. TFFI - Yearly Performance Comparison

	2026 (YTD)
BVAL Bluemonte Large Cap Value ETF	9.52%
TFFI Chesapeake Trend-Following Fixed Income ETF	1.01%

Correlation

The correlation between BVAL and TFFI is -0.19, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 24, 2026	-0.19

Return for Risk

BVAL vs. TFFI — Risk / Return Rank

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

BVAL

BVAL Risk / Return Rank: 90
BVAL Sharpe Ratio Rank: 91
BVAL Sortino Ratio Rank: 91
BVAL Omega Ratio Rank: 90
BVAL Calmar Ratio Rank: 88
BVAL Martin Ratio Rank: 91

TFFI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. TFFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bluemonte Large Cap Value ETF (BVAL) and Chesapeake Trend-Following Fixed Income ETF (TFFI). 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	TFFI	Difference
Sharpe ratio: Return per unit of total volatility	2.48	—	—
Sortino ratio: Return per unit of downside risk	3.46	—	—
Omega ratio: Gain probability vs. loss probability	1.45	—	—
Calmar ratio: Return relative to maximum drawdown	3.83	—	—
Martin ratio: Return relative to average drawdown	16.14	—	—

Drawdowns

BVAL vs. TFFI - Drawdown Comparison

The maximum BVAL drawdown since its inception was -6.69%, which is greater than TFFI's maximum drawdown of -4.23%. Use the drawdown chart below to compare losses from any high point for BVAL and TFFI.

Drawdown Indicators

	BVAL	TFFI	Difference
Max Drawdown Largest peak-to-trough decline	-6.69%	-4.23%	-2.46%
Max Drawdown (1Y) Largest decline over 1 year	-6.69%	—	—
Current Drawdown Current decline from peak	0.00%	-1.12%	+1.12%
Average Drawdown Average peak-to-trough decline	-0.86%	-1.60%	+0.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.58%	—	—

Volatility

Volatility by Period

	BVAL	TFFI	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.59%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.90%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.33%	7.78%	+2.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.18%	7.78%	+2.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.18%	7.78%	+2.40%

BVAL vs. TFFI - Expense Ratio Comparison

BVAL has a 0.24% expense ratio, which is lower than TFFI's 1.01% expense ratio.

Dividends

BVAL vs. TFFI - Dividend Comparison

BVAL's dividend yield for the trailing twelve months is around 1.30%, while TFFI has not paid dividends to shareholders.

Position	TTM	2025
BVAL Bluemonte Large Cap Value ETF	1.30%	0.73%
TFFI Chesapeake Trend-Following Fixed Income ETF	0.00%	0.00%

Frequently Asked Questions

Can I hold both BVAL and TFFI in my portfolio?

BVAL and TFFI have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BVAL or TFFI?

On fees, BVAL is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BVAL or TFFI?

BVAL is cheaper with a 0.24% expense ratio, compared with 1.01% for TFFI.

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

BVAL has the higher dividend yield at 1.30%, compared with 0.00% for TFFI.

What is the main difference between BVAL and TFFI?

BVAL is categorized as Large Cap Value Equities, while TFFI is Actively Managed. They also come from different issuers: Bluemonte and Chesapeake. Their fees differ too: 0.24% for BVAL and 1.01% for TFFI.