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GFGF vs. BDGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GFGF and BDGS is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

GFGF vs. BDGS - Performance Comparison

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

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Key characteristics

Sharpe Ratio

GFGF:

0.81

BDGS:

1.45

Sortino Ratio

GFGF:

1.34

BDGS:

2.32

Omega Ratio

GFGF:

1.18

BDGS:

1.43

Calmar Ratio

GFGF:

1.04

BDGS:

1.83

Martin Ratio

GFGF:

3.68

BDGS:

8.60

Ulcer Index

GFGF:

4.40%

BDGS:

1.95%

Daily Std Dev

GFGF:

18.38%

BDGS:

11.54%

Max Drawdown

GFGF:

-27.99%

BDGS:

-9.12%

Current Drawdown

GFGF:

-4.40%

BDGS:

-1.45%

Returns By Period

In the year-to-date period, GFGF achieves a 0.48% return, which is significantly lower than BDGS's 1.22% return.


GFGF

YTD

0.48%

1M

5.54%

6M

-2.14%

1Y

14.80%

5Y*

N/A

10Y*

N/A

BDGS

YTD

1.22%

1M

3.13%

6M

2.26%

1Y

16.57%

5Y*

N/A

10Y*

N/A

*Annualized

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GFGF vs. BDGS - Expense Ratio Comparison

GFGF has a 0.65% expense ratio, which is lower than BDGS's 0.85% expense ratio.


Risk-Adjusted Performance

GFGF vs. BDGS — Risk-Adjusted Performance Rank

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

GFGF
The Risk-Adjusted Performance Rank of GFGF is 7777
Overall Rank
The Sharpe Ratio Rank of GFGF is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of GFGF is 7777
Sortino Ratio Rank
The Omega Ratio Rank of GFGF is 7777
Omega Ratio Rank
The Calmar Ratio Rank of GFGF is 8282
Calmar Ratio Rank
The Martin Ratio Rank of GFGF is 7878
Martin Ratio Rank

BDGS
The Risk-Adjusted Performance Rank of BDGS is 9292
Overall Rank
The Sharpe Ratio Rank of BDGS is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of BDGS is 9292
Sortino Ratio Rank
The Omega Ratio Rank of BDGS is 9595
Omega Ratio Rank
The Calmar Ratio Rank of BDGS is 9292
Calmar Ratio Rank
The Martin Ratio Rank of BDGS is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GFGF vs. BDGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Guru Favorite Stocks ETF (GFGF) 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.


The current GFGF Sharpe Ratio is 0.81, which is lower than the BDGS Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of GFGF and BDGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

GFGF vs. BDGS - Dividend Comparison

GFGF's dividend yield for the trailing twelve months is around 0.10%, less than BDGS's 1.79% yield.


TTM2024202320222021
GFGF
Guru Favorite Stocks ETF
0.10%0.10%0.08%0.42%0.02%
BDGS
Bridges Capital Tactical ETF
1.79%1.81%0.84%0.00%0.00%

Drawdowns

GFGF vs. BDGS - Drawdown Comparison

The maximum GFGF drawdown since its inception was -27.99%, which is greater than BDGS's maximum drawdown of -9.12%. Use the drawdown chart below to compare losses from any high point for GFGF and BDGS. For additional features, visit the drawdowns tool.


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Volatility

GFGF vs. BDGS - Volatility Comparison

Guru Favorite Stocks ETF (GFGF) has a higher volatility of 5.93% compared to Bridges Capital Tactical ETF (BDGS) at 2.85%. This indicates that GFGF'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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