GINX vs. BDVL

Last updated Jun 24, 2026

GINX (SGI Enhanced Global Income ETF) and BDVL (iShares Disciplined Volatility Equity Active ETF) are both Global Equities funds. GINX is actively managed, while BDVL is passively managed. A 0.79 correlation means they provide meaningful diversification when combined. GINX charges 0.98%/yr vs 0.40%/yr for BDVL.

Performance

GINX vs. BDVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SGI Enhanced Global Income ETF (GINX) and iShares Disciplined Volatility Equity Active ETF (BDVL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GINX achieves a 11.98% return, which is significantly higher than BDVL's 4.73% return.

GINX

• 1D: -0.97%
• 1M: 0.89%
• YTD: 11.98%
• 6M: 11.63%
• 1Y: 29.75%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BDVL

• 1D: -0.97%
• 1M: -0.75%
• YTD: 4.73%
• 6M: 4.36%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GINX vs. BDVL - Yearly Performance Comparison

	2026 (YTD)	2025
GINX SGI Enhanced Global Income ETF	11.98%	7.11%
BDVL iShares Disciplined Volatility Equity Active ETF	4.73%	2.20%

Correlation

The correlation between GINX and BDVL is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 15, 2025	0.79

GINX vs. BDVL - Sectors Allocation Comparison

Sectors	GINX	BDVL
Financial Services	31.1%	14.3%
Technology	11.1%	27.8%
Energy	9.6%	1.6%
Healthcare	9.5%	8.3%
Industrials	9.1%	14.2%
Consumer Defensive	8.2%	5.3%
Utilities	5.7%	4.5%
Consumer Cyclical	5.7%	6.9%
Basic Materials	4.2%	1.9%
Communication Services	4.1%	10.0%
Real Estate	1.6%	0.9%

Return for Risk

GINX vs. BDVL — Risk / Return Rank

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

GINX

GINX Risk / Return Rank: 79
GINX Sharpe Ratio Rank: 84
GINX Sortino Ratio Rank: 85
GINX Omega Ratio Rank: 80
GINX Calmar Ratio Rank: 72
GINX Martin Ratio Rank: 74

BDVL

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.

GINX vs. BDVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SGI Enhanced Global Income ETF (GINX) and iShares Disciplined Volatility Equity Active ETF (BDVL). 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.

	GINX	BDVL	Difference
Sharpe ratio: Return per unit of total volatility	2.46	—	—
Sortino ratio: Return per unit of downside risk	3.46	—	—
Omega ratio: Gain probability vs. loss probability	1.43	—	—
Calmar ratio: Return relative to maximum drawdown	3.36	—	—
Martin ratio: Return relative to average drawdown	12.79	—	—

Drawdowns

GINX vs. BDVL - Drawdown Comparison

The maximum GINX drawdown since its inception was -12.53%, which is greater than BDVL's maximum drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for GINX and BDVL.

Drawdown Indicators

	GINX	BDVL	Difference
Max Drawdown Largest peak-to-trough decline	-12.53%	-7.71%	-4.82%
Max Drawdown (1Y) Largest decline over 1 year	-8.91%	—	—
Current Drawdown Current decline from peak	-1.48%	-1.41%	-0.07%
Average Drawdown Average peak-to-trough decline	-1.78%	-1.18%	-0.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.33%	—	—

Volatility

Volatility by Period

	GINX	BDVL	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.70%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.59%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.13%	9.71%	+2.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.84%	9.71%	+4.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.84%	9.71%	+4.13%

GINX vs. BDVL - Expense Ratio Comparison

GINX has a 0.98% expense ratio, which is higher than BDVL's 0.40% expense ratio.

Dividends

GINX vs. BDVL - Dividend Comparison

GINX's dividend yield for the trailing twelve months is around 2.18%, less than BDVL's 3.56% yield.

Position	TTM	2025	2024
BDVL iShares Disciplined Volatility Equity Active ETF	3.56%	2.79%	0.00%
GINX SGI Enhanced Global Income ETF	2.18%	2.81%	2.97%

Frequently Asked Questions

Can I hold both GINX and BDVL in my portfolio?

GINX and BDVL have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GINX or BDVL?

On fees, BDVL is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GINX or BDVL?

BDVL is cheaper with a 0.40% expense ratio, compared with 0.98% for GINX.

Which ETF pays a higher dividend yield, GINX or BDVL?

BDVL has the higher dividend yield at 3.56%, compared with 2.18% for GINX.

What is the main difference between GINX and BDVL?

They also come from different issuers: Summit Global Investments and iShares. Their fees differ too: 0.98% for GINX and 0.40% for BDVL.