ESLV vs. BGIG

Last updated Jul 12, 2026

ESLV (Eventide Large Cap Value ETF) and BGIG (Bahl & Gaynor Income Growth ETF) are both Large Cap Value Equities funds. Both are actively managed. Their correlation of 0.81 suggests significant overlap in exposure. ESLV charges 0.39%/yr vs 0.45%/yr for BGIG.

Performance

ESLV vs. BGIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eventide Large Cap Value ETF (ESLV) 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, ESLV achieves a 13.95% return, which is significantly higher than BGIG's 12.49% return.

ESLV

• 1D: 0.44%
• 1M: 2.70%
• 6M: 10.74%
• YTD: 13.95%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BGIG

• 1D: -0.08%
• 1M: 1.52%
• 6M: 11.47%
• YTD: 12.49%
• 1Y: 19.97%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ESLV vs. BGIG - Yearly Performance Comparison

	2026 (YTD)	2025
ESLV Eventide Large Cap Value ETF	13.95%	1.96%
BGIG Bahl & Gaynor Income Growth ETF	12.49%	1.62%

Correlation

The correlation between ESLV and BGIG is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 30, 2025	0.81

Return for Risk

ESLV vs. BGIG — Risk / Return Rank

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

ESLV

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BGIG

BGIG Risk / Return Rank: 84
BGIG Sharpe Ratio Rank: 86
BGIG Sortino Ratio Rank: 87
BGIG Omega Ratio Rank: 83
BGIG Calmar Ratio Rank: 80
BGIG Martin Ratio Rank: 83

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.

ESLV vs. BGIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eventide Large Cap Value ETF (ESLV) 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.

	ESLV	BGIG	Difference
Sharpe ratio: Return per unit of total volatility	—	2.19	—
Sortino ratio: Return per unit of downside risk	—	3.13	—
Omega ratio: Gain probability vs. loss probability	—	1.39	—
Calmar ratio: Return relative to maximum drawdown	—	3.38	—
Martin ratio: Return relative to average drawdown	—	13.05	—

Drawdowns

ESLV vs. BGIG - Drawdown Comparison

The maximum ESLV drawdown since its inception was -5.65%, smaller than the maximum BGIG drawdown of -13.24%. Use the drawdown chart below to compare losses from any high point for ESLV and BGIG.

Drawdown Indicators

	ESLV	BGIG	Difference
Max Drawdown Largest peak-to-trough decline	-5.65%	-13.24%	+7.59%
Max Drawdown (1Y) Largest decline over 1 year	—	-5.81%	—
Current Drawdown Current decline from peak	-0.28%	-0.39%	+0.11%
Average Drawdown Average peak-to-trough decline	-1.21%	-1.72%	+0.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.50%	—

Volatility

Volatility by Period

	ESLV	BGIG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.30%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.76%	—
Volatility (1Y) Calculated over the trailing 1-year period	9.76%	8.98%	+0.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.76%	11.83%	-2.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.76%	11.83%	-2.07%

ESLV vs. BGIG - Expense Ratio Comparison

ESLV has a 0.39% expense ratio, which is lower than BGIG's 0.45% expense ratio.

Dividends

ESLV vs. BGIG - Dividend Comparison

ESLV's dividend yield for the trailing twelve months is around 0.91%, less than BGIG's 1.71% yield.

Position	TTM	2025	2024	2023
BGIG Bahl & Gaynor Income Growth ETF	1.71%	1.89%	2.02%	0.78%
ESLV Eventide Large Cap Value ETF	0.91%	0.32%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ESLV and BGIG in my portfolio?

ESLV and BGIG have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ESLV or BGIG?

On fees, ESLV is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ESLV or BGIG?

ESLV is cheaper with a 0.39% expense ratio, compared with 0.45% for BGIG.

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

BGIG has the higher dividend yield at 1.71%, compared with 0.91% for ESLV.

What is the main difference between ESLV and BGIG?

They also come from different issuers: Eventide and Bahl & Gaynor. Their fees differ too: 0.39% for ESLV and 0.45% for BGIG.