DFLV vs. BGIG

Last updated Aug 2, 2026

DFLV (Dimensional US Large Cap Value ETF) and BGIG (Bahl & Gaynor Income Growth ETF) are both Large Cap Value Equities funds. Both are actively managed. Over the past year, DFLV returned 33.99% vs 21.92% for BGIG. Their correlation of 0.81 means they have usually moved in the same direction. DFLV charges 0.22%/yr vs 0.45%/yr for BGIG.

Performance

DFLV vs. BGIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Large Cap Value ETF (DFLV) and Bahl & Gaynor Income Growth ETF (BGIG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFLV achieves a 19.79% return, which is significantly higher than BGIG's 14.06% return.

DFLV

• 1D: 0.32%
• 1M: 2.44%
• 6M: 14.18%
• YTD: 19.79%
• 1Y: 33.99%
• 3Y*: 17.54%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 16.47%

BGIG

• 1D: 0.22%
• 1M: 1.70%
• 6M: 10.58%
• YTD: 14.06%
• 1Y: 21.92%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 16.54%

*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)
BGIG Bahl & Gaynor Income Growth ETF	$4.13M	$3.60M	$4.30M
DFLV Dimensional US Large Cap Value ETF	$27.23M	$28.99M	$30.54M

DFLV vs. BGIG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DFLV Dimensional US Large Cap Value ETF	19.79%	15.90%	12.88%	6.03%
BGIG Bahl & Gaynor Income Growth ETF	14.06%	12.49%	16.84%	3.57%

Correlation

The correlation between DFLV and BGIG is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.78
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023	0.81

The correlation between DFLV and BGIG has been stable across timeframes, ranging from 0.78 to 0.81 - a consistent structural relationship.

DFLV vs. BGIG - Sectors Allocation Comparison

Sectors	DFLV	BGIG
Financial Services	22.2%	14.5%
Healthcare	14.5%	16.8%
Energy	14.4%	10.0%
Industrials	13.5%	10.7%
Technology	11.4%	24.2%
Consumer Cyclical	7.4%	4.9%
Basic Materials	6.8%	0.6%
Communication Services	4.7%	1.2%
Consumer Defensive	4.4%	6.1%
Real Estate	0.4%	3.7%
Utilities	-	7.3%

Return for Risk

DFLV vs. BGIG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DFLV

DFLV Risk / Return Rank: 95
DFLV Sharpe Ratio Rank: 96
DFLV Sortino Ratio Rank: 95
DFLV Omega Ratio Rank: 94
DFLV Calmar Ratio Rank: 96
DFLV Martin Ratio Rank: 95

BGIG

BGIG Risk / Return Rank: 91
BGIG Sharpe Ratio Rank: 92
BGIG Sortino Ratio Rank: 92
BGIG Omega Ratio Rank: 91
BGIG Calmar Ratio Rank: 89
BGIG Martin Ratio Rank: 90

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.

DFLV vs. BGIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Large Cap Value ETF (DFLV) 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.

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.

	DFLV	BGIG	Difference
Sharpe ratio: Return per unit of total volatility	2.87	2.41	+0.46
Sortino ratio: Return per unit of downside risk	3.96	3.45	+0.51
Omega ratio: Gain probability vs. loss probability	1.52	1.43	+0.08
Calmar ratio: Return relative to maximum drawdown	5.88	3.69	+2.19
Martin ratio: Return relative to average drawdown	21.75	14.43	+7.32

DFLV vs. BGIG - Sharpe Ratio Comparison

The current DFLV Sharpe Ratio is 2.87, which is comparable to the BGIG Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of DFLV and BGIG, 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

DFLV vs. BGIG - Drawdown Comparison

The maximum DFLV drawdown since its inception was -16.80%, which is greater than BGIG's maximum drawdown of -13.24%. Use the drawdown chart below to compare losses from any high point for DFLV and BGIG.

Drawdown Indicators

	DFLV	BGIG	Difference
Max Drawdown Largest peak-to-trough decline	-16.80%	-13.24%	-3.56%
Max Drawdown (1Y) Largest decline over 1 year	-5.48%	-5.81%	+0.33%
Max Drawdown (3Y) Largest decline over 3 years	-16.80%	—	—
Current Drawdown Current decline from peak	-0.46%	-0.08%	-0.38%
Average Drawdown Average peak-to-trough decline	-2.96%	-1.69%	-1.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.48%	1.48%	0.00%

Volatility

DFLV vs. BGIG - Volatility Comparison

Dimensional US Large Cap Value ETF (DFLV) has a higher volatility of 2.31% compared to Bahl & Gaynor Income Growth ETF (BGIG) at 2.07%. This indicates that DFLV's price experiences larger fluctuations and is considered to be riskier than BGIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFLV	BGIG	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.31%	2.07%	+0.24%
Volatility (6M) Calculated over the trailing 6-month period	8.00%	6.73%	+1.27%
Volatility (1Y) Calculated over the trailing 1-year period	11.28%	8.95%	+2.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.07%	11.75%	+2.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.07%	11.75%	+2.32%

DFLV vs. BGIG - Expense Ratio Comparison

DFLV has a 0.22% expense ratio, which is lower than BGIG's 0.45% expense ratio.

Dividends

DFLV vs. BGIG - Dividend Comparison

DFLV's dividend yield for the trailing twelve months is around 1.36%, less than BGIG's 1.69% yield.

Position	TTM	2025	2024	2023	2022
BGIG Bahl & Gaynor Income Growth ETF	1.69%	1.89%	2.02%	0.78%	0.00%
DFLV Dimensional US Large Cap Value ETF	1.36%	1.61%	1.65%	1.72%	0.11%

Frequently Asked Questions

Can I hold both DFLV and BGIG in my portfolio?

DFLV and BGIG have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFLV or BGIG?

DFLV has higher volatility (2.31%) compared to BGIG (2.07%). In terms of maximum drawdown, DFLV dropped -16.80% vs BGIG's -13.24%.

Which ETF is better, DFLV or BGIG?

On 1-year performance, DFLV leads with 33.99% vs 21.92% for BGIG. On fees, DFLV is cheaper at 0.22% per year. On volatility, BGIG has been the lower-risk option at 2.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFLV or BGIG?

Over the 1-year period, DFLV has performed better with a 33.99% return vs 21.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFLV or BGIG?

DFLV is cheaper with a 0.22% expense ratio, compared with 0.45% for BGIG.

Which ETF pays a higher dividend yield, DFLV or BGIG?

BGIG has the higher dividend yield at 1.69%, compared with 1.36% for DFLV.

What is the main difference between DFLV and BGIG?

They also come from different issuers: Dimensional and Bahl & Gaynor. Their fees differ too: 0.22% for DFLV and 0.45% for BGIG.

Which has better risk-adjusted returns?

DFLV currently has the higher Sharpe Ratio (2.87 vs 2.40), 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.