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EBI vs. BDGS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EBI vs. BDGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Longview Advantage ETF (EBI) and Bridges Capital Tactical ETF (BDGS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EBI achieves a 14.62% return, which is significantly higher than BDGS's 4.68% return.


EBI

1D
0.64%
1M
2.35%
YTD
14.62%
6M
14.22%
1Y
31.57%
3Y*
5Y*
10Y*

BDGS

1D
-0.10%
1M
-0.51%
YTD
4.68%
6M
4.96%
1Y
12.39%
3Y*
13.68%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EBI vs. BDGS - Yearly Performance Comparison


2026 (YTD)2025
EBI
Longview Advantage ETF
14.62%15.82%
BDGS
Bridges Capital Tactical ETF
4.68%8.10%

Correlation

The correlation between EBI and BDGS is 0.63, 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

0.63

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2025

0.69

The correlation between EBI and BDGS has been stable across timeframes, ranging from 0.63 to 0.69 - a consistent structural relationship.

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Return for Risk

EBI vs. BDGS — Risk / Return Rank

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

EBI
EBI Risk / Return Rank: 8787
Overall Rank
EBI Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
EBI Sortino Ratio Rank: 8787
Sortino Ratio Rank
EBI Omega Ratio Rank: 8585
Omega Ratio Rank
EBI Calmar Ratio Rank: 8787
Calmar Ratio Rank
EBI Martin Ratio Rank: 9090
Martin Ratio Rank

BDGS
BDGS Risk / Return Rank: 7777
Overall Rank
BDGS Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
BDGS Sortino Ratio Rank: 7979
Sortino Ratio Rank
BDGS Omega Ratio Rank: 8181
Omega Ratio Rank
BDGS Calmar Ratio Rank: 7070
Calmar Ratio Rank
BDGS Martin Ratio Rank: 8282
Martin Ratio Rank
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.

EBI vs. BDGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Longview Advantage ETF (EBI) and Bridges Capital Tactical ETF (BDGS). 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.


EBIBDGSDifference
Sharpe ratioReturn per unit of total volatility

+0.52

Sortino ratioReturn per unit of downside risk

+0.46

Omega ratioGain probability vs. loss probability

1.45

1.41

+0.04

Calmar ratioReturn relative to maximum drawdown

4.47

3.09

+1.39

Martin ratioReturn relative to average drawdown

18.18

14.01

+4.17

EBI vs. BDGS - Sharpe Ratio Comparison

The current EBI Sharpe Ratio is 2.55, which is comparable to the BDGS Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of EBI and BDGS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EBI vs. BDGS - Drawdown Comparison

The maximum EBI drawdown since its inception was -17.05%, which is greater than BDGS's maximum drawdown of -9.12%. Use the drawdown chart below to compare losses from any high point for EBI and BDGS.


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Drawdown Indicators


EBIBDGSDifference

Max Drawdown

Largest peak-to-trough decline

-17.05%

-9.12%

-7.93%

Max Drawdown (1Y)

Largest decline over 1 year

-7.09%

-4.03%

-3.06%

Max Drawdown (3Y)

Largest decline over 3 years

-9.12%

Current Drawdown

Current decline from peak

-0.46%

-1.72%

+1.26%

Average Drawdown

Average peak-to-trough decline

-2.05%

-0.65%

-1.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

0.89%

+0.85%

Volatility

EBI vs. BDGS - Volatility Comparison

Longview Advantage ETF (EBI) has a higher volatility of 3.94% compared to Bridges Capital Tactical ETF (BDGS) at 1.40%. This indicates that EBI's price experiences larger fluctuations and is considered to be riskier than BDGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EBIBDGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

1.40%

+2.54%

Volatility (6M)

Calculated over the trailing 6-month period

9.21%

4.85%

+4.36%

Volatility (1Y)

Calculated over the trailing 1-year period

12.45%

6.13%

+6.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.95%

8.19%

+9.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.95%

8.19%

+9.76%

EBI vs. BDGS - Expense Ratio Comparison

EBI has a 0.24% expense ratio, which is lower than BDGS's 0.87% expense ratio.


Dividends

EBI vs. BDGS - Dividend Comparison

EBI's dividend yield for the trailing twelve months is around 0.92%, more than BDGS's 0.53% yield.


PositionTTM202520242023
BDGS
Bridges Capital Tactical ETF
0.53%0.55%1.81%0.84%
EBI
Longview Advantage ETF
0.92%1.05%0.00%0.00%

Frequently Asked Questions


EBI and BDGS have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EBI has higher volatility (3.94%) compared to BDGS (1.40%). In terms of maximum drawdown, EBI dropped -17.05% vs BDGS's -9.12%.

On 1-year performance, EBI leads with 31.57% vs 12.39% for BDGS. On fees, EBI is cheaper at 0.24% per year. On volatility, BDGS has been the lower-risk option at 1.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, EBI has performed better with a 31.57% return vs 12.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EBI is cheaper with a 0.24% expense ratio, compared with 0.87% for BDGS.

EBI has the higher dividend yield at 0.92%, compared with 0.53% for BDGS.

They also come from different issuers: Longview and Bridges. Their fees differ too: 0.24% for EBI and 0.87% for BDGS.

EBI currently has the higher Sharpe Ratio (2.55 vs 2.03), 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.

Portfolio Optimizer

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