DFVX vs. BGIG

Last updated Jun 24, 2026

DFVX (Dimensional US Large Cap Vector ETF) and BGIG (Bahl & Gaynor Income Growth ETF) are both Large Cap Value Equities funds. Both are actively managed. Over the past year, DFVX returned 22.03% vs 19.97% for BGIG. Their correlation of 0.81 suggests significant overlap in exposure. DFVX charges 0.22%/yr vs 0.45%/yr for BGIG.

Performance

DFVX vs. BGIG - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with DFVX having a 9.66% return and BGIG slightly higher at 10.12%.

DFVX

• 1D: -1.12%
• 1M: -0.60%
• YTD: 9.66%
• 6M: 8.81%
• 1Y: 22.03%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BGIG

• 1D: -0.25%
• 1M: -0.02%
• YTD: 10.12%
• 6M: 9.82%
• 1Y: 19.97%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DFVX vs. BGIG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DFVX Dimensional US Large Cap Vector ETF	9.66%	15.35%	17.72%	10.84%
BGIG Bahl & Gaynor Income Growth ETF	10.12%	12.49%	16.84%	11.21%

Correlation

The correlation between DFVX and BGIG is 0.76, 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	0.76
Correlation (All Time) Calculated using the full available price history since Nov 2, 2023	0.81

The correlation between DFVX and BGIG has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.

DFVX vs. BGIG - Sectors Allocation Comparison

Sectors	DFVX	BGIG
Technology	20.8%	25.7%
Communication Services	14.3%	0.8%
Industrials	13.7%	10.3%
Financial Services	11.9%	14.4%
Consumer Cyclical	11.3%	4.8%
Healthcare	10.0%	15.2%
Energy	7.2%	10.2%
Consumer Defensive	7.0%	6.8%
Basic Materials	3.2%	0.6%
Utilities	0.4%	7.2%
Real Estate	0.1%	3.8%

Return for Risk

DFVX vs. BGIG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFVX

DFVX Risk / Return Rank: 66
DFVX Sharpe Ratio Rank: 64
DFVX Sortino Ratio Rank: 63
DFVX Omega Ratio Rank: 62
DFVX Calmar Ratio Rank: 66
DFVX Martin Ratio Rank: 74

BGIG

BGIG Risk / Return Rank: 76
BGIG Sharpe Ratio Rank: 76
BGIG Sortino Ratio Rank: 79
BGIG Omega Ratio Rank: 73
BGIG Calmar Ratio Rank: 74
BGIG Martin Ratio Rank: 76

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFVX vs. BGIG - Risk-Adjusted Trends Comparison

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

	DFVX	BGIG	Difference
Sharpe ratio: Return per unit of total volatility	1.97	2.22	-0.25
Sortino ratio: Return per unit of downside risk	2.74	3.18	-0.44
Omega ratio: Gain probability vs. loss probability	1.36	1.40	-0.04
Calmar ratio: Return relative to maximum drawdown	3.08	3.45	-0.37
Martin ratio: Return relative to average drawdown	13.19	13.32	-0.14

DFVX vs. BGIG - Sharpe Ratio Comparison

The current DFVX Sharpe Ratio is 1.97, which is comparable to the BGIG Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of DFVX 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

DFVX vs. BGIG - Drawdown Comparison

The maximum DFVX drawdown since its inception was -16.71%, which is greater than BGIG's maximum drawdown of -13.24%. Use the drawdown chart below to compare losses from any high point for DFVX and BGIG.

Drawdown Indicators

	DFVX	BGIG	Difference
Max Drawdown Largest peak-to-trough decline	-16.71%	-13.24%	-3.47%
Max Drawdown (1Y) Largest decline over 1 year	-7.17%	-5.81%	-1.36%
Current Drawdown Current decline from peak	-2.29%	-0.65%	-1.64%
Average Drawdown Average peak-to-trough decline	-1.78%	-1.75%	-0.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.67%	1.50%	+0.17%

Volatility

DFVX vs. BGIG - Volatility Comparison

Dimensional US Large Cap Vector ETF (DFVX) has a higher volatility of 3.99% compared to Bahl & Gaynor Income Growth ETF (BGIG) at 2.46%. This indicates that DFVX'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

	DFVX	BGIG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.99%	2.46%	+1.53%
Volatility (6M) Calculated over the trailing 6-month period	8.67%	6.74%	+1.93%
Volatility (1Y) Calculated over the trailing 1-year period	11.23%	9.05%	+2.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.73%	11.90%	+1.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.73%	11.90%	+1.83%

DFVX vs. BGIG - Expense Ratio Comparison

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

Dividends

DFVX vs. BGIG - Dividend Comparison

DFVX's dividend yield for the trailing twelve months is around 1.18%, less than BGIG's 1.74% yield.

Position	TTM	2025	2024	2023
BGIG Bahl & Gaynor Income Growth ETF	1.74%	1.89%	2.02%	0.78%
DFVX Dimensional US Large Cap Vector ETF	1.18%	1.21%	1.22%	0.32%

Frequently Asked Questions

Can I hold both DFVX and BGIG in my portfolio?

DFVX and BGIG have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFVX or BGIG?

DFVX has higher volatility (3.99%) compared to BGIG (2.46%). In terms of maximum drawdown, DFVX dropped -16.71% vs BGIG's -13.24%.

Which ETF is better, DFVX or BGIG?

On 1-year performance, DFVX leads with 22.03% vs 19.97% for BGIG. On fees, DFVX is cheaper at 0.22% per year. On volatility, BGIG has been the lower-risk option at 2.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFVX or BGIG?

Over the 1-year period, DFVX has performed better with a 22.03% return vs 19.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFVX or BGIG?

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

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

BGIG has the higher dividend yield at 1.74%, compared with 1.18% for DFVX.

What is the main difference between DFVX and BGIG?

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

Which has better risk-adjusted returns?

BGIG currently has the higher Sharpe Ratio (2.22 vs 1.97), 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.