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CFCV vs. BDGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CFCV and BDGS is 0.52, 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.


-0.50.00.51.00.5

Performance

CFCV vs. BDGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge Focus Value ESG ETF (CFCV) and Bridges Capital Tactical ETF (BDGS). The values are adjusted to include any dividend payments, if applicable.

15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
28.61%
29.31%
CFCV
BDGS

Key characteristics

Returns By Period


CFCV

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

BDGS

YTD

19.39%

1M

2.07%

6M

14.30%

1Y

19.56%

5Y*

N/A

10Y*

N/A

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CFCV vs. BDGS - Expense Ratio Comparison

CFCV has a 0.49% expense ratio, which is lower than BDGS's 0.85% expense ratio.


BDGS
Bridges Capital Tactical ETF
Expense ratio chart for BDGS: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for CFCV: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Risk-Adjusted Performance

CFCV vs. BDGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Focus Value ESG ETF (CFCV) 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.


Sharpe ratio
The chart of Sharpe ratio for CFCV, currently valued at 1.02, compared to the broader market0.002.004.001.024.50
The chart of Sortino ratio for CFCV, currently valued at 1.42, compared to the broader market-2.000.002.004.006.008.0010.001.428.68
The chart of Omega ratio for CFCV, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.202.63
The chart of Calmar ratio for CFCV, currently valued at 1.47, compared to the broader market0.005.0010.0015.001.478.26
The chart of Martin ratio for CFCV, currently valued at 3.55, compared to the broader market0.0020.0040.0060.0080.00100.003.5548.12
CFCV
BDGS


Rolling 12-month Sharpe Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
1.02
4.50
CFCV
BDGS

Dividends

CFCV vs. BDGS - Dividend Comparison

Neither CFCV nor BDGS has paid dividends to shareholders.


TTM2023202220212020
CFCV
ClearBridge Focus Value ESG ETF
1.65%1.37%2.78%4.94%1.76%
BDGS
Bridges Capital Tactical ETF
0.00%0.84%0.00%0.00%0.00%

Drawdowns

CFCV vs. BDGS - Drawdown Comparison


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.43%
-0.98%
CFCV
BDGS

Volatility

CFCV vs. BDGS - Volatility Comparison

The current volatility for ClearBridge Focus Value ESG ETF (CFCV) is 0.00%, while Bridges Capital Tactical ETF (BDGS) has a volatility of 1.38%. This indicates that CFCV experiences smaller price fluctuations and is considered to be less risky than BDGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember0
1.38%
CFCV
BDGS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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