CSTK vs. BGIG
Compare and contrast key facts about Invesco Comstock Contrarian Equity ETF (CSTK) and Bahl & Gaynor Income Growth ETF (BGIG).
CSTK and BGIG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CSTK is an actively managed fund by Invesco. It was launched on May 5, 2025. BGIG is an actively managed fund by Bahl & Gaynor. It was launched on Sep 14, 2023.
Performance
CSTK vs. BGIG - Performance Comparison
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CSTK vs. BGIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CSTK Invesco Comstock Contrarian Equity ETF | 0.39% | 18.33% |
BGIG Bahl & Gaynor Income Growth ETF | 3.24% | 13.15% |
Returns By Period
In the year-to-date period, CSTK achieves a 0.39% return, which is significantly lower than BGIG's 3.24% return.
CSTK
- 1D
- 0.37%
- 1M
- -5.13%
- YTD
- 0.39%
- 6M
- 4.93%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BGIG
- 1D
- -0.03%
- 1M
- -4.28%
- YTD
- 3.24%
- 6M
- 3.58%
- 1Y
- 14.99%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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CSTK vs. BGIG - Expense Ratio Comparison
CSTK has a 0.35% expense ratio, which is lower than BGIG's 0.45% expense ratio.
Return for Risk
CSTK vs. BGIG — Risk / Return Rank
CSTK
BGIG
CSTK vs. BGIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Comstock Contrarian Equity ETF (CSTK) and Bahl & Gaynor Income Growth ETF (BGIG). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| CSTK | BGIG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.09 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.82 | 1.23 | +0.59 |
Correlation
The correlation between CSTK and BGIG is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CSTK vs. BGIG - Dividend Comparison
CSTK's dividend yield for the trailing twelve months is around 1.96%, more than BGIG's 1.85% yield.
| TTM | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CSTK Invesco Comstock Contrarian Equity ETF | 1.96% | 1.44% | 0.00% | 0.00% |
BGIG Bahl & Gaynor Income Growth ETF | 1.85% | 1.89% | 2.02% | 0.78% |
Drawdowns
CSTK vs. BGIG - Drawdown Comparison
The maximum CSTK drawdown since its inception was -8.87%, smaller than the maximum BGIG drawdown of -13.24%. Use the drawdown chart below to compare losses from any high point for CSTK and BGIG.
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Drawdown Indicators
| CSTK | BGIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.87% | -13.24% | +4.37% |
Max Drawdown (1Y)Largest decline over 1 year | — | -10.70% | — |
Current DrawdownCurrent decline from peak | -6.43% | -4.28% | -2.15% |
Average DrawdownAverage peak-to-trough decline | -1.28% | -1.74% | +0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.19% | — |
Volatility
CSTK vs. BGIG - Volatility Comparison
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Volatility by Period
| CSTK | BGIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.50% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 6.84% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.68% | 13.78% | -2.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.68% | 12.09% | -0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.68% | 12.09% | -0.41% |