DVY vs. BBVLX
DVY (iShares Select Dividend ETF) and BBVLX (Bridge Builder Large Cap Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, DVY returned 10.10%/yr vs 11.84%/yr for BBVLX. Their correlation of 0.87 suggests significant overlap in exposure. DVY charges 0.39%/yr vs 0.23%/yr for BBVLX.
Performance
DVY vs. BBVLX - Performance Comparison
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Returns By Period
In the year-to-date period, DVY achieves a 10.24% return, which is significantly higher than BBVLX's 8.00% return. Over the past 10 years, DVY has underperformed BBVLX with an annualized return of 10.10%, while BBVLX has yielded a comparatively higher 11.84% annualized return.
DVY
- 1D
- -0.64%
- 1M
- 1.40%
- YTD
- 10.24%
- 6M
- 11.57%
- 1Y
- 21.73%
- 3Y*
- 15.00%
- 5Y*
- 8.74%
- 10Y*
- 10.10%
BBVLX
- 1D
- -1.72%
- 1M
- 1.34%
- YTD
- 8.00%
- 6M
- 0.78%
- 1Y
- 9.72%
- 3Y*
- 15.36%
- 5Y*
- 9.29%
- 10Y*
- 11.84%
DVY vs. BBVLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DVY iShares Select Dividend ETF | 10.24% | 11.60% | 16.24% | 1.12% | 1.80% | 31.70% | -4.91% | 22.62% | -6.36% | 14.82% |
BBVLX Bridge Builder Large Cap Value Fund | 8.00% | 4.45% | 22.32% | 13.84% | -5.32% | 26.23% | 9.57% | 28.49% | -8.15% | 17.20% |
Correlation
The correlation between DVY and BBVLX 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 (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2015 | 0.87 |
The correlation between DVY and BBVLX shifts across timeframes, from 0.76 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DVY vs. BBVLX — Risk / Return Rank
DVY
BBVLX
DVY vs. BBVLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Select Dividend ETF (DVY) and Bridge Builder Large Cap Value Fund (BBVLX). 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.
| DVY | BBVLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.12 | ||
| Sortino ratioReturn per unit of downside risk | +1.75 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.17 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.17 | 0.99 | +2.18 |
| Martin ratioReturn relative to average drawdown | 11.16 | 2.68 | +8.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DVY | BBVLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.97 | 0.85 | +1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.58 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.66 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.61 | -0.14 |
Drawdowns
DVY vs. BBVLX - Drawdown Comparison
The maximum DVY drawdown since its inception was -62.59%, which is greater than BBVLX's maximum drawdown of -38.48%. Use the drawdown chart below to compare losses from any high point for DVY and BBVLX.
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Drawdown Indicators
| DVY | BBVLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.59% | -38.48% | -24.11% |
Max Drawdown (1Y)Largest decline over 1 year | -6.89% | -11.28% | +4.39% |
Max Drawdown (3Y)Largest decline over 3 years | -16.00% | -14.58% | -1.42% |
Max Drawdown (5Y)Largest decline over 5 years | -17.54% | -18.24% | +0.70% |
Max Drawdown (10Y)Largest decline over 10 years | -41.59% | -38.48% | -3.11% |
Current DrawdownCurrent decline from peak | -1.48% | -1.72% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -8.79% | -4.09% | -4.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 4.10% | -2.15% |
Volatility
DVY vs. BBVLX - Volatility Comparison
The current volatility for iShares Select Dividend ETF (DVY) is 2.70%, while Bridge Builder Large Cap Value Fund (BBVLX) has a volatility of 3.08%. This indicates that DVY experiences smaller price fluctuations and is considered to be less risky than BBVLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DVY | BBVLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 3.08% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 7.56% | 11.04% | -3.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.11% | 13.22% | -2.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.21% | 16.30% | -1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.02% | 17.95% | +0.07% |
DVY vs. BBVLX - Expense Ratio Comparison
DVY has a 0.39% expense ratio, which is higher than BBVLX's 0.23% expense ratio.
Dividends
DVY vs. BBVLX - Dividend Comparison
DVY's dividend yield for the trailing twelve months is around 3.40%, more than BBVLX's 1.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBVLX Bridge Builder Large Cap Value Fund | 1.69% | 1.89% | 14.73% | 5.11% | 9.12% | 7.09% | 1.62% | 1.80% | 3.45% | 2.23% | 1.68% | 1.24% |
DVY iShares Select Dividend ETF | 3.40% | 3.65% | 3.65% | 3.82% | 3.43% | 3.12% | 3.66% | 3.41% | 3.58% | 3.00% | 3.04% | 3.45% |
Frequently Asked Questions
DVY and BBVLX 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.
BBVLX has higher volatility (3.08%) compared to DVY (2.70%). In terms of maximum drawdown, DVY dropped -62.59% vs BBVLX's -38.48%.
DVY currently has the higher Sharpe Ratio (1.97 vs 0.85), 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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