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EDGF vs. BFIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDGF vs. BFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 3EDGE Dynamic Fixed Income ETF (EDGF) and Build Bond Innovation ETF (BFIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EDGF achieves a 0.70% return, which is significantly lower than BFIX's 1.20% return.


EDGF

1D
0.00%
1M
0.38%
YTD
0.70%
6M
0.94%
1Y
3.83%
3Y*
5Y*
10Y*

BFIX

1D
-0.02%
1M
0.09%
YTD
1.20%
6M
1.46%
1Y
4.16%
3Y*
7.71%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDGF vs. BFIX - Yearly Performance Comparison


2026 (YTD)20252024
EDGF
3EDGE Dynamic Fixed Income ETF
0.70%4.36%-1.41%
BFIX
Build Bond Innovation ETF
1.20%5.91%3.71%

Correlation

The correlation between EDGF and BFIX is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2024

0.28

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Return for Risk

EDGF vs. BFIX — Risk / Return Rank

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

EDGF
EDGF Risk / Return Rank: 5656
Overall Rank
EDGF Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
EDGF Sortino Ratio Rank: 4848
Sortino Ratio Rank
EDGF Omega Ratio Rank: 4646
Omega Ratio Rank
EDGF Calmar Ratio Rank: 7979
Calmar Ratio Rank
EDGF Martin Ratio Rank: 6464
Martin Ratio Rank

BFIX
BFIX Risk / Return Rank: 3939
Overall Rank
BFIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
BFIX Sortino Ratio Rank: 3131
Sortino Ratio Rank
BFIX Omega Ratio Rank: 2929
Omega Ratio Rank
BFIX Calmar Ratio Rank: 6363
Calmar Ratio Rank
BFIX Martin Ratio Rank: 4343
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.

EDGF vs. BFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 3EDGE Dynamic Fixed Income ETF (EDGF) and Build Bond Innovation ETF (BFIX). 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.


EDGFBFIXDifference

Sharpe ratio

Return per unit of total volatility

1.80

1.43

+0.37

Sortino ratio

Return per unit of downside risk

2.73

2.14

+0.59

Omega ratio

Gain probability vs. loss probability

1.35

1.26

+0.09

Calmar ratio

Return relative to maximum drawdown

4.48

3.83

+0.65

Martin ratio

Return relative to average drawdown

13.74

10.04

+3.69

EDGF vs. BFIX - Sharpe Ratio Comparison

The current EDGF Sharpe Ratio is 1.80, which is comparable to the BFIX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of EDGF and BFIX, 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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Sharpe Ratios by Period


EDGFBFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

1.43

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.86

+0.11

Drawdowns

EDGF vs. BFIX - Drawdown Comparison

The maximum EDGF drawdown since its inception was -1.62%, smaller than the maximum BFIX drawdown of -8.03%. Use the drawdown chart below to compare losses from any high point for EDGF and BFIX.


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Drawdown Indicators


EDGFBFIXDifference

Max Drawdown

Largest peak-to-trough decline

-1.62%

-8.03%

+6.41%

Max Drawdown (1Y)

Largest decline over 1 year

-0.92%

-1.22%

+0.30%

Current Drawdown

Current decline from peak

-0.27%

-0.47%

+0.20%

Average Drawdown

Average peak-to-trough decline

-0.48%

-2.83%

+2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

0.47%

-0.17%

Volatility

EDGF vs. BFIX - Volatility Comparison

The current volatility for 3EDGE Dynamic Fixed Income ETF (EDGF) is 0.40%, while Build Bond Innovation ETF (BFIX) has a volatility of 0.69%. This indicates that EDGF experiences smaller price fluctuations and is considered to be less risky than BFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EDGFBFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.40%

0.69%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

1.45%

2.24%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

2.16%

2.96%

-0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.44%

4.82%

-2.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.44%

4.82%

-2.38%

EDGF vs. BFIX - Expense Ratio Comparison

EDGF has a 0.79% expense ratio, which is higher than BFIX's 0.45% expense ratio.


Dividends

EDGF vs. BFIX - Dividend Comparison

EDGF's dividend yield for the trailing twelve months is around 3.46%, less than BFIX's 3.58% yield.


TTM2025202420232022
EDGF
3EDGE Dynamic Fixed Income ETF
3.46%3.61%0.49%0.00%0.00%
BFIX
Build Bond Innovation ETF
3.58%3.73%4.38%4.30%1.58%