CFA vs. BDGS
Compare and contrast key facts about VictoryShares US 500 Volatility Wtd ETF (CFA) and Bridges Capital Tactical ETF (BDGS).
CFA and BDGS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CFA is a passively managed fund by Crestview that tracks the performance of the Nasdaq Victory U.S. Large Cap 500 Volatility Weighted Index. It was launched on Jul 2, 2014. BDGS is an actively managed fund by Bridges. It was launched on May 10, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CFA or BDGS.
Performance
CFA vs. BDGS - Performance Comparison
Returns By Period
In the year-to-date period, CFA achieves a 21.22% return, which is significantly higher than BDGS's 17.17% return.
CFA
21.22%
3.33%
13.07%
28.63%
11.89%
11.15%
BDGS
17.17%
2.86%
12.94%
18.25%
N/A
N/A
Key characteristics
| CFA | BDGS | |
|---|---|---|
| Sharpe Ratio | 2.68 | 4.49 |
| Sortino Ratio | 3.76 | 9.13 |
| Omega Ratio | 1.48 | 2.75 |
| Calmar Ratio | 4.18 | 8.02 |
| Martin Ratio | 16.37 | 48.24 |
| Ulcer Index | 1.79% | 0.40% |
| Daily Std Dev | 10.93% | 4.26% |
| Max Drawdown | -37.74% | -5.38% |
| Current Drawdown | -0.13% | -0.58% |
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CFA vs. BDGS - Expense Ratio Comparison
CFA has a 0.35% expense ratio, which is lower than BDGS's 0.85% expense ratio.
Correlation
The correlation between CFA and BDGS is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
CFA vs. BDGS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares US 500 Volatility Wtd ETF (CFA) and Bridges Capital Tactical ETF (BDGS). 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.
Dividends
CFA vs. BDGS - Dividend Comparison
CFA's dividend yield for the trailing twelve months is around 1.25%, more than BDGS's 0.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
CFA VictoryShares US 500 Volatility Wtd ETF | 1.25% | 1.42% | 1.59% | 1.04% | 1.21% | 1.35% | 1.50% | 1.14% | 1.37% | 1.31% | 0.63% |
BDGS Bridges Capital Tactical ETF | 0.72% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CFA vs. BDGS - Drawdown Comparison
The maximum CFA drawdown since its inception was -37.74%, which is greater than BDGS's maximum drawdown of -5.38%. Use the drawdown chart below to compare losses from any high point for CFA and BDGS. For additional features, visit the drawdowns tool.
Volatility
CFA vs. BDGS - Volatility Comparison
VictoryShares US 500 Volatility Wtd ETF (CFA) has a higher volatility of 3.89% compared to Bridges Capital Tactical ETF (BDGS) at 2.46%. This indicates that CFA's price experiences larger fluctuations and is considered to be riskier than BDGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.