BVAL vs. VTV

Last updated Aug 4, 2026

BVAL (Bluemonte Large Cap Value ETF) and VTV (Vanguard Value ETF) are both Large Cap Value Equities funds. BVAL is actively managed, while VTV is passively managed. Over the past year, BVAL returned 25.50% vs 28.55% for VTV. Their correlation of 0.93 means they have usually moved in the same direction. BVAL charges 0.24%/yr vs 0.04%/yr for VTV.

Performance

BVAL vs. VTV - Performance Comparison

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

Returns By Period

In the year-to-date period, BVAL achieves a 14.62% return, which is significantly lower than VTV's 16.93% return.

BVAL

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

VTV

• 1D: 0.48%
• 1M: 0.83%
• 6M: 10.86%
• YTD: 16.93%
• 1Y: 28.55%
• 3Y*: 17.83%
• 5Y*: 12.43%
• 10Y*: 12.46%
• ALL TIME*: 9.69%

*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
VTV Vanguard Value ETF	$655.54M	$670.79M	$624.45M

BVAL vs. VTV - Yearly Performance Comparison

	2026 (YTD)	2025
BVAL Bluemonte Large Cap Value ETF	14.62%	12.09%
VTV Vanguard Value ETF	16.93%	11.93%

Correlation

The correlation between BVAL and VTV is 0.92, 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.	0.92
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025	0.93

The correlation between BVAL and VTV has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

BVAL vs. VTV - Sectors Allocation Comparison

Sectors	BVAL	VTV
Technology	23.6%	15.3%
Financial Services	16.3%	22.4%
Industrials	11.8%	14.3%
Healthcare	11.2%	15.2%
Consumer Cyclical	8.5%	3.9%
Consumer Defensive	7.6%	8.7%
Energy	5.8%	6.9%
Communication Services	4.9%	2.9%
Utilities	4.0%	4.8%
Real Estate	3.5%	2.5%
Basic Materials	2.9%	3.0%

Return for Risk

BVAL vs. VTV — 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

VTV

VTV Risk / Return Rank: 94
VTV Sharpe Ratio Rank: 95
VTV Sortino Ratio Rank: 95
VTV Omega Ratio Rank: 94
VTV Calmar Ratio Rank: 93
VTV Martin Ratio Rank: 93

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. VTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bluemonte Large Cap Value ETF (BVAL) and Vanguard Value ETF (VTV). 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	VTV	Difference
Sharpe ratio: Return per unit of total volatility	2.48	2.79	-0.31
Sortino ratio: Return per unit of downside risk	3.46	3.98	-0.52
Omega ratio: Gain probability vs. loss probability	1.45	1.51	-0.06
Calmar ratio: Return relative to maximum drawdown	3.83	4.52	-0.69
Martin ratio: Return relative to average drawdown	16.14	17.46	-1.32

BVAL vs. VTV - Sharpe Ratio Comparison

The current BVAL Sharpe Ratio is 2.48, which is comparable to the VTV Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of BVAL and VTV, 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. VTV - Drawdown Comparison

The maximum BVAL drawdown since its inception was -6.69%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for BVAL and VTV.

Drawdown Indicators

	BVAL	VTV	Difference
Max Drawdown Largest peak-to-trough decline	-6.69%	-59.27%	+52.58%
Max Drawdown (1Y) Largest decline over 1 year	-6.69%	-6.35%	-0.34%
Max Drawdown (3Y) Largest decline over 3 years	—	-14.52%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-17.04%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.78%	—
Current Drawdown Current decline from peak	0.00%	-0.89%	+0.89%
Average Drawdown Average peak-to-trough decline	-0.86%	-7.82%	+6.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.58%	1.64%	-0.06%

Volatility

BVAL vs. VTV - Volatility Comparison

Bluemonte Large Cap Value ETF (BVAL) and Vanguard Value ETF (VTV) have volatilities of 2.59% and 2.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BVAL	VTV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.59%	2.54%	+0.05%
Volatility (6M) Calculated over the trailing 6-month period	7.90%	7.73%	+0.17%
Volatility (1Y) Calculated over the trailing 1-year period	10.33%	10.29%	+0.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.18%	13.82%	-3.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.18%	16.62%	-6.44%

BVAL vs. VTV - Expense Ratio Comparison

BVAL has a 0.24% expense ratio, which is higher than VTV's 0.04% 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. VTV - Dividend Comparison

BVAL's dividend yield for the trailing twelve months is around 1.30%, less than VTV's 1.85% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BVAL Bluemonte Large Cap Value ETF	1.30%	0.73%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTV Vanguard Value ETF	1.85%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%

Frequently Asked Questions

Can I hold both BVAL and VTV in my portfolio?

With a correlation of 0.92, BVAL and VTV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, BVAL or VTV?

BVAL has higher volatility (2.59%) compared to VTV (2.54%). In terms of maximum drawdown, BVAL dropped -6.69% vs VTV's -59.27%.

Which ETF is better, BVAL or VTV?

On 1-year performance, VTV leads with 28.55% vs 25.50% for BVAL. On fees, VTV is cheaper at 0.04% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BVAL or VTV?

Over the 1-year period, VTV has performed better with a 28.55% return vs 25.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BVAL or VTV?

VTV is cheaper with a 0.04% expense ratio, compared with 0.24% for BVAL.

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

VTV has the higher dividend yield at 1.85%, compared with 1.30% for BVAL.

What is the main difference between BVAL and VTV?

They also come from different issuers: Bluemonte and Vanguard. Their fees differ too: 0.24% for BVAL and 0.04% for VTV.

Which has better risk-adjusted returns?

VTV currently has the higher Sharpe Ratio (2.79 vs 2.48), 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.