FUNL vs. BGIG

Last updated Jun 4, 2026

FUNL (CornerCap Fundametrics Large-Cap ETF FUNL) and BGIG (Bahl & Gaynor Income Growth ETF) are both Large Cap Value Equities funds. Both are actively managed. Over the past year, FUNL returned 18.97% vs 19.51% for BGIG. Their correlation of 0.80 suggests significant overlap in exposure. FUNL charges 0.50%/yr vs 0.45%/yr for BGIG.

Performance

FUNL vs. BGIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CornerCap Fundametrics Large-Cap ETF FUNL (FUNL) 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, FUNL achieves a 5.66% return, which is significantly lower than BGIG's 9.84% return.

FUNL

• 1D: 0.00%
• 1M: 0.00%
• YTD: 5.66%
• 6M: 7.22%
• 1Y: 18.97%
• 3Y*: 16.53%
• 5Y*: 9.42%
• 10Y*: —

BGIG

• 1D: -0.23%
• 1M: 1.82%
• YTD: 9.84%
• 6M: 9.56%
• 1Y: 19.51%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FUNL vs. BGIG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
FUNL CornerCap Fundametrics Large-Cap ETF FUNL	5.66%	14.62%	15.55%	8.02%
BGIG Bahl & Gaynor Income Growth ETF	9.84%	12.49%	16.84%	4.55%

Correlation

The correlation between FUNL and BGIG is 0.66, 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	0.66
Correlation (All Time) Calculated using the full available price history since Sep 18, 2023	0.80

The correlation between FUNL and BGIG shifts across timeframes, from 0.66 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.

FUNL vs. BGIG - Sectors Allocation Comparison

Sectors	FUNL	BGIG
Financial Services	19.3%	14.8%
Healthcare	15.3%	14.6%
Technology	14.6%	24.6%
Industrials	11.5%	10.6%
Energy	7.6%	11.2%
Consumer Defensive	7.0%	6.9%
Consumer Cyclical	6.5%	5.4%
Communication Services	5.8%	-
Utilities	5.0%	7.9%
Real Estate	4.5%	3.5%
Basic Materials	2.2%	0.6%

Return for Risk

FUNL vs. BGIG — Risk / Return Rank

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

FUNL

FUNL Risk / Return Rank: 80
FUNL Sharpe Ratio Rank: 67
FUNL Sortino Ratio Rank: 72
FUNL Omega Ratio Rank: 79
FUNL Calmar Ratio Rank: 87
FUNL Martin Ratio Rank: 92

BGIG

BGIG Risk / Return Rank: 68
BGIG Sharpe Ratio Rank: 66
BGIG Sortino Ratio Rank: 69
BGIG Omega Ratio Rank: 65
BGIG Calmar Ratio Rank: 68
BGIG Martin Ratio Rank: 70

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.

FUNL vs. BGIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CornerCap Fundametrics Large-Cap ETF FUNL (FUNL) 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.

	FUNL	BGIG	Difference
Sharpe ratio Return per unit of total volatility	2.19	2.18	+0.01
Sortino ratio Return per unit of downside risk	3.26	3.13	+0.13
Omega ratio Gain probability vs. loss probability	1.47	1.39	+0.08
Calmar ratio Return relative to maximum drawdown	5.01	3.37	+1.64
Martin ratio Return relative to average drawdown	23.31	12.97	+10.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FUNL vs. BGIG - Sharpe Ratio Comparison

The current FUNL Sharpe Ratio is 2.19, which is comparable to the BGIG Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of FUNL 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.

Sharpe Ratios by Period

	FUNL	BGIG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.19	2.18	+0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.63	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.95	1.38	-0.43

Drawdowns

FUNL vs. BGIG - Drawdown Comparison

The maximum FUNL drawdown since its inception was -19.35%, which is greater than BGIG's maximum drawdown of -13.24%. Use the drawdown chart below to compare losses from any high point for FUNL and BGIG.

Drawdown Indicators

	FUNL	BGIG	Difference
Max Drawdown Largest peak-to-trough decline	-19.35%	-13.24%	-6.11%
Max Drawdown (1Y) Largest decline over 1 year	-3.83%	-5.81%	+1.98%
Max Drawdown (3Y) Largest decline over 3 years	-17.37%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-19.35%	—	—
Current Drawdown Current decline from peak	-0.12%	-0.28%	+0.16%
Average Drawdown Average peak-to-trough decline	-3.54%	-1.70%	-1.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.82%	1.51%	-0.69%

Volatility

FUNL vs. BGIG - Volatility Comparison

The current volatility for CornerCap Fundametrics Large-Cap ETF FUNL (FUNL) is 0.00%, while Bahl & Gaynor Income Growth ETF (BGIG) has a volatility of 2.57%. This indicates that FUNL experiences smaller price fluctuations and is considered to be less risky than BGIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FUNL	BGIG	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	2.57%	-2.57%
Volatility (6M) Calculated over the trailing 6-month period	5.24%	6.72%	-1.48%
Volatility (1Y) Calculated over the trailing 1-year period	8.82%	9.00%	-0.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.16%	11.94%	+3.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.29%	11.94%	+3.35%

FUNL vs. BGIG - Expense Ratio Comparison

FUNL has a 0.50% expense ratio, which is higher than BGIG's 0.45% expense ratio.

Dividends

FUNL vs. BGIG - Dividend Comparison

FUNL's dividend yield for the trailing twelve months is around 2.25%, more than BGIG's 1.75% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
BGIG Bahl & Gaynor Income Growth ETF	1.75%	1.89%	2.02%	0.78%	0.00%	0.00%	0.00%
FUNL CornerCap Fundametrics Large-Cap ETF FUNL	2.25%	2.10%	1.78%	1.69%	1.84%	1.55%	0.45%

Frequently Asked Questions

Can I hold both FUNL and BGIG in my portfolio?

FUNL and BGIG have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FUNL or BGIG?

BGIG has higher volatility (2.57%) compared to FUNL (0.00%). In terms of maximum drawdown, FUNL dropped -19.35% vs BGIG's -13.24%.

Which ETF is better, FUNL or BGIG?

On 1-year performance, BGIG leads with 19.51% vs 18.97% for FUNL. On fees, BGIG is cheaper at 0.45% per year. On volatility, FUNL has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FUNL or BGIG?

Over the 1-year period, BGIG has performed better with a 19.51% return vs 18.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FUNL or BGIG?

BGIG is cheaper with a 0.45% expense ratio, compared with 0.50% for FUNL.

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

FUNL has the higher dividend yield at 2.25%, compared with 1.75% for BGIG.

What is the main difference between FUNL and BGIG?

They also come from different issuers: CornerCap and Bahl & Gaynor. Their fees differ too: 0.50% for FUNL and 0.45% for BGIG.

Which has better risk-adjusted returns?

FUNL currently has the higher Sharpe Ratio (2.19 vs 2.18), 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.