GGRW vs. BBHL

Last updated Apr 3, 2026

Compare and contrast key facts about Gabelli Growth Innovators ETF (GGRW) and BBH Select Large Cap ETF (BBHL).

GGRW and BBHL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GGRW is an actively managed fund by GAMCO Investors, Inc.. It was launched on Feb 16, 2021. BBHL is a passively managed fund by BBH that tracks the performance of the Actively Managed. It was launched on Sep 9, 2019.

Performance

GGRW vs. BBHL - Performance Comparison

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

GGRW vs. BBHL - Yearly Performance Comparison

	2026 (YTD)	2025
GGRW Gabelli Growth Innovators ETF	-6.97%	1.44%
BBHL BBH Select Large Cap ETF	-6.30%	2.72%

Returns By Period

In the year-to-date period, GGRW achieves a -6.97% return, which is significantly lower than BBHL's -6.30% return.

GGRW

• 1D: -0.34%
• 1M: -3.95%
• YTD: -6.97%
• 6M: -6.99%
• 1Y: 14.79%
• 3Y*: 24.77%
• 5Y*: 7.63%
• 10Y*: —

BBHL

• 1D: 0.23%
• 1M: -4.04%
• YTD: -6.30%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GGRW vs. BBHL - Expense Ratio Comparison

GGRW has a 0.90% expense ratio, which is higher than BBHL's 0.71% expense ratio.

GGRW

Gabelli Growth Innovators ETF

BBHL

BBH Select Large Cap ETF

Return for Risk

GGRW vs. BBHL — Risk / Return Rank

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

GGRW

GGRW Risk / Return Rank: 38
GGRW Sharpe Ratio Rank: 36
GGRW Sortino Ratio Rank: 38
GGRW Omega Ratio Rank: 37
GGRW Calmar Ratio Rank: 38
GGRW Martin Ratio Rank: 39

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.

GGRW vs. BBHL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Growth Innovators ETF (GGRW) 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.

	GGRW	BBHL	Difference
Sharpe ratio Return per unit of total volatility	0.74	—	—
Sortino ratio Return per unit of downside risk	1.19	—	—
Omega ratio Gain probability vs. loss probability	1.16	—	—
Calmar ratio Return relative to maximum drawdown	1.21	—	—
Martin ratio Return relative to average drawdown	4.42	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	GGRW	BBHL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.74	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.30	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	-0.76	+0.97

Correlation

The correlation between GGRW and BBHL is 0.84, 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.

Dividends

GGRW vs. BBHL - Dividend Comparison

GGRW's dividend yield for the trailing twelve months is around 0.46%, while BBHL has not paid dividends to shareholders.

	TTM	2025
GGRW Gabelli Growth Innovators ETF	0.46%	0.43%
BBHL BBH Select Large Cap ETF	0.00%	0.00%

Drawdowns

GGRW vs. BBHL - Drawdown Comparison

The maximum GGRW drawdown since its inception was -50.28%, which is greater than BBHL's maximum drawdown of -11.99%. Use the drawdown chart below to compare losses from any high point for GGRW and BBHL.

Drawdown Indicators

	GGRW	BBHL	Difference
Max Drawdown Largest peak-to-trough decline	-50.28%	-11.99%	-38.29%
Max Drawdown (1Y) Largest decline over 1 year	-13.19%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-50.28%	—	—
Current Drawdown Current decline from peak	-9.44%	-9.20%	-0.24%
Average Drawdown Average peak-to-trough decline	-17.90%	-3.48%	-14.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.62%	—	—

Volatility

Volatility by Period

	GGRW	BBHL	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.50%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.56%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	20.19%	12.98%	+7.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.46%	12.98%	+12.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.76%	12.98%	+12.78%