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GAVA vs. BFJL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GAVA vs. BFJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Avalanche Staking ETF (GAVA) and FT Vest Bitcoin Strategy Floor15 ETF - July (BFJL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


GAVA

1D
-1.11%
1M
-5.05%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

BFJL

1D
-1.29%
1M
1.35%
6M
-3.14%
YTD
-5.11%
1Y
-14.80%
3Y*
5Y*
10Y*
ALL TIME*
-11.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$12.56K$8.09K$4.95K
$25.36K$35.54K$52.60K

GAVA vs. BFJL - Yearly Performance Comparison


Correlation

The correlation between GAVA and BFJL is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 12, 2026

0.66

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Return for Risk

GAVA vs. BFJL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GAVA

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


BFJL
BFJL Risk / Return Rank: 22
Overall Rank
BFJL Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BFJL Sortino Ratio Rank: 11
Sortino Ratio Rank
BFJL Omega Ratio Rank: 11
Omega Ratio Rank
BFJL Calmar Ratio Rank: 33
Calmar Ratio Rank
BFJL Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GAVA vs. BFJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Avalanche Staking ETF (GAVA) and FT Vest Bitcoin Strategy Floor15 ETF - July (BFJL). 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.


GAVABFJLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.81

Calmar ratioReturn relative to maximum drawdown

-0.74

Martin ratioReturn relative to average drawdown

-1.00

GAVA vs. BFJL - Sharpe Ratio Comparison


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Drawdowns

GAVA vs. BFJL - Drawdown Comparison

The maximum GAVA drawdown since its inception was -40.42%, which is greater than BFJL's maximum drawdown of -21.27%. Use the drawdown chart below to compare losses from any high point for GAVA and BFJL.


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Drawdown Indicators


GAVABFJLDifference

Max Drawdown

Largest peak-to-trough decline

-40.42%

-21.27%

-19.15%

Max Drawdown (1Y)

Largest decline over 1 year

-21.27%

Current Drawdown

Current decline from peak

-37.27%

-19.01%

-18.26%

Average Drawdown

Average peak-to-trough decline

-19.71%

-12.90%

-6.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.74%

Volatility

GAVA vs. BFJL - Volatility Comparison


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Volatility by Period


GAVABFJLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

Volatility (6M)

Calculated over the trailing 6-month period

5.54%

Volatility (1Y)

Calculated over the trailing 1-year period

52.40%

13.20%

+39.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.40%

13.17%

+39.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.40%

13.17%

+39.23%

GAVA vs. BFJL - Expense Ratio Comparison

GAVA has a 0.35% expense ratio, which is lower than BFJL's 0.90% expense ratio.


Dividends

GAVA vs. BFJL - Dividend Comparison

GAVA has not paid dividends to shareholders, while BFJL's dividend yield for the trailing twelve months is around 1.42%.


Frequently Asked Questions


GAVA and BFJL 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.

On fees, GAVA is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GAVA is cheaper with a 0.35% expense ratio, compared with 0.90% for BFJL.

BFJL has the higher dividend yield at 1.42%, compared with 0.00% for GAVA.

GAVA is categorized as Cryptocurrency, while BFJL is Defined Outcome. They also come from different issuers: Grayscale and First Trust. Their fees differ too: 0.35% for GAVA and 0.90% for BFJL.

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