GFLW vs. BBHL

Last updated Jun 24, 2026

GFLW (VictoryShares Free Cash Flow Growth ETF) and BBHL (BBH Select Large Cap ETF) are both Large Cap Growth Equities funds - GFLW tracks the Victory Free Cash Flow Growth Index while BBHL tracks the Actively Managed. Both are passively managed. Their correlation of 0.82 suggests significant overlap in exposure. GFLW charges 0.39%/yr vs 0.71%/yr for BBHL.

Performance

GFLW vs. BBHL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares Free Cash Flow Growth ETF (GFLW) and BBH Select Large Cap ETF (BBHL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GFLW achieves a 15.82% return, which is significantly higher than BBHL's 4.47% return.

GFLW

• 1D: -2.86%
• 1M: 5.19%
• YTD: 15.82%
• 6M: 13.88%
• 1Y: 28.55%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BBHL

• 1D: -1.12%
• 1M: -0.06%
• YTD: 4.47%
• 6M: 4.12%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GFLW vs. BBHL - Yearly Performance Comparison

	2026 (YTD)	2025
GFLW VictoryShares Free Cash Flow Growth ETF	15.82%	1.53%
BBHL BBH Select Large Cap ETF	4.47%	1.70%

Correlation

The correlation between GFLW and BBHL is 0.82, 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 Nov 17, 2025	0.82

Return for Risk

GFLW vs. BBHL — Risk / Return Rank

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

GFLW

GFLW Risk / Return Rank: 41
GFLW Sharpe Ratio Rank: 42
GFLW Sortino Ratio Rank: 40
GFLW Omega Ratio Rank: 39
GFLW Calmar Ratio Rank: 41
GFLW Martin Ratio Rank: 43

BBHL

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

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.

GFLW vs. BBHL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares Free Cash Flow Growth ETF (GFLW) and BBH Select Large Cap ETF (BBHL). 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.

	GFLW	BBHL	Difference
Sharpe ratio: Return per unit of total volatility	1.37	—	—
Sortino ratio: Return per unit of downside risk	1.91	—	—
Omega ratio: Gain probability vs. loss probability	1.24	—	—
Calmar ratio: Return relative to maximum drawdown	1.92	—	—
Martin ratio: Return relative to average drawdown	6.45	—	—

Drawdowns

GFLW vs. BBHL - Drawdown Comparison

The maximum GFLW drawdown since its inception was -24.14%, which is greater than BBHL's maximum drawdown of -11.99%. Use the drawdown chart below to compare losses from any high point for GFLW and BBHL.

Drawdown Indicators

	GFLW	BBHL	Difference
Max Drawdown Largest peak-to-trough decline	-24.14%	-11.99%	-12.15%
Max Drawdown (1Y) Largest decline over 1 year	-14.95%	—	—
Current Drawdown Current decline from peak	-2.86%	-2.41%	-0.45%
Average Drawdown Average peak-to-trough decline	-4.55%	-2.87%	-1.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.43%	—	—

Volatility

Volatility by Period

	GFLW	BBHL	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.28%	—	—
Volatility (6M) Calculated over the trailing 6-month period	16.64%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	20.88%	13.16%	+7.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.08%	13.16%	+11.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.08%	13.16%	+11.92%

GFLW vs. BBHL - Expense Ratio Comparison

GFLW has a 0.39% expense ratio, which is lower than BBHL's 0.71% expense ratio.

Dividends

GFLW vs. BBHL - Dividend Comparison

GFLW's dividend yield for the trailing twelve months is around 0.01%, while BBHL has not paid dividends to shareholders.

Position	TTM	2025	2024
BBHL BBH Select Large Cap ETF	0.00%	0.00%	0.00%
GFLW VictoryShares Free Cash Flow Growth ETF	0.01%	0.02%	0.01%

Frequently Asked Questions

Can I hold both GFLW and BBHL in my portfolio?

GFLW and BBHL have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GFLW or BBHL?

On fees, GFLW 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, GFLW or BBHL?

GFLW is cheaper with a 0.39% expense ratio, compared with 0.71% for BBHL.

Which ETF pays a higher dividend yield, GFLW or BBHL?

GFLW has the higher dividend yield at 0.01%, compared with 0.00% for BBHL.

What is the main difference between GFLW and BBHL?

GFLW tracks Victory Free Cash Flow Growth Index, while BBHL tracks Actively Managed. They also come from different issuers: Victory and BBH. Their fees differ too: 0.39% for GFLW and 0.71% for BBHL.