CTEF vs. AVGO
CTEF (Castellan Targeted Equity ETF) is Mid Cap Blend Equities fund actively managed by Castellan, while AVGO (Broadcom Inc.) is a stock. Over the past year, CTEF returned 64.32% vs 34.44% for AVGO. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
CTEF vs. AVGO - Performance Comparison
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Returns By Period
In the year-to-date period, CTEF achieves a 33.21% return, which is significantly higher than AVGO's 9.67% return.
CTEF
- 1D
- 0.33%
- 1M
- -4.17%
- 6M
- 28.28%
- YTD
- 33.21%
- 1Y
- 64.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 69.37%
AVGO
- 1D
- 1.98%
- 1M
- -7.92%
- 6M
- 7.92%
- YTD
- 9.67%
- 1Y
- 34.44%
- 3Y*
- 63.51%
- 5Y*
- 54.04%
- 10Y*
- 40.73%
- ALL TIME*
- 40.58%
CTEF vs. AVGO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CTEF Castellan Targeted Equity ETF | 33.21% | 33.10% |
AVGO Broadcom Inc. | 9.67% | 39.62% |
Correlation
The correlation between CTEF and AVGO is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2025 | 0.53 |
The correlation between CTEF and AVGO has been stable across timeframes, ranging from 0.53 to 0.53 - a consistent structural relationship.
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Return for Risk
CTEF vs. AVGO — Risk / Return Rank
CTEF
AVGO
CTEF vs. AVGO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Castellan Targeted Equity ETF (CTEF) and Broadcom Inc. (AVGO). 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.
| CTEF | AVGO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.06 | ||
| Sortino ratioReturn per unit of downside risk | +2.35 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.16 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 4.31 | 1.21 | +3.10 |
| Martin ratioReturn relative to average drawdown | 19.08 | 2.49 | +16.58 |
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Drawdowns
CTEF vs. AVGO - Drawdown Comparison
The maximum CTEF drawdown since its inception was -15.00%, smaller than the maximum AVGO drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for CTEF and AVGO.
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Drawdown Indicators
| CTEF | AVGO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.00% | -48.30% | +33.30% |
Max Drawdown (1Y)Largest decline over 1 year | -15.00% | -28.67% | +13.67% |
Max Drawdown (3Y)Largest decline over 3 years | — | -41.15% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -41.15% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.30% | — |
Current DrawdownCurrent decline from peak | -5.75% | -21.35% | +15.60% |
Average DrawdownAverage peak-to-trough decline | -1.85% | -8.05% | +6.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 13.84% | -10.46% |
Volatility
CTEF vs. AVGO - Volatility Comparison
The current volatility for Castellan Targeted Equity ETF (CTEF) is 6.70%, while Broadcom Inc. (AVGO) has a volatility of 13.79%. This indicates that CTEF experiences smaller price fluctuations and is considered to be less risky than AVGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CTEF | AVGO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.70% | 13.79% | -7.09% |
Volatility (6M)Calculated over the trailing 6-month period | 19.32% | 34.41% | -15.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.21% | 47.31% | -24.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.50% | 43.87% | -21.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.50% | 39.68% | -17.18% |
Dividends
CTEF vs. AVGO - Dividend Comparison
CTEF's dividend yield for the trailing twelve months is around 0.06%, less than AVGO's 0.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVGO Broadcom Inc. | 0.67% | 0.70% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% |
CTEF Castellan Targeted Equity ETF | 0.06% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CTEF and AVGO have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AVGO has higher volatility (13.79%) compared to CTEF (6.70%). In terms of maximum drawdown, CTEF dropped -15.00% vs AVGO's -48.30%.
CTEF currently has the higher Sharpe Ratio (2.79 vs 0.73), 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.
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