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GROZ vs. BBHL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GROZ vs. BBHL - Performance Comparison

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

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Returns By Period

In the year-to-date period, GROZ achieves a 6.23% return, which is significantly higher than BBHL's 5.64% return.


GROZ

1D
-1.21%
1M
-0.57%
YTD
6.23%
6M
5.08%
1Y
26.35%
3Y*
5Y*
10Y*

BBHL

1D
-0.76%
1M
1.07%
YTD
5.64%
6M
5.58%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GROZ vs. BBHL - Yearly Performance Comparison


2026 (YTD)2025
GROZ
Zacks Focus Growth ETF
6.23%0.81%
BBHL
BBH Select Large Cap ETF
5.64%1.70%

Correlation

The correlation between GROZ and BBHL is 0.81, 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

0.81

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Return for Risk

GROZ vs. BBHL — Risk / Return Rank

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

GROZ
GROZ Risk / Return Rank: 4646
Overall Rank
GROZ Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
GROZ Sortino Ratio Rank: 4848
Sortino Ratio Rank
GROZ Omega Ratio Rank: 4646
Omega Ratio Rank
GROZ Calmar Ratio Rank: 4040
Calmar Ratio Rank
GROZ Martin Ratio Rank: 4444
Martin Ratio Rank

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.

GROZ vs. BBHL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zacks Focus Growth ETF (GROZ) 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.


GROZBBHLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

1.94

Martin ratioReturn relative to average drawdown

7.04

GROZ vs. BBHL - Sharpe Ratio Comparison


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Drawdowns

GROZ vs. BBHL - Drawdown Comparison

The maximum GROZ drawdown since its inception was -23.33%, which is greater than BBHL's maximum drawdown of -11.99%. Use the drawdown chart below to compare losses from any high point for GROZ and BBHL.


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Drawdown Indicators


GROZBBHLDifference

Max Drawdown

Largest peak-to-trough decline

-23.33%

-11.99%

-11.34%

Max Drawdown (1Y)

Largest decline over 1 year

-13.67%

Current Drawdown

Current decline from peak

-3.19%

-1.31%

-1.88%

Average Drawdown

Average peak-to-trough decline

-4.02%

-2.88%

-1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

Volatility

GROZ vs. BBHL - Volatility Comparison


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Volatility by Period


GROZBBHLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

Volatility (6M)

Calculated over the trailing 6-month period

11.96%

Volatility (1Y)

Calculated over the trailing 1-year period

15.80%

13.12%

+2.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.91%

13.12%

+8.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.91%

13.12%

+8.79%

GROZ vs. BBHL - Expense Ratio Comparison

GROZ has a 0.56% expense ratio, which is lower than BBHL's 0.71% expense ratio.


Dividends

GROZ vs. BBHL - Dividend Comparison

GROZ's dividend yield for the trailing twelve months is around 0.04%, while BBHL has not paid dividends to shareholders.


PositionTTM2025
BBHL
BBH Select Large Cap ETF
0.00%0.00%
GROZ
Zacks Focus Growth ETF
0.04%0.04%

Frequently Asked Questions


GROZ and BBHL have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GROZ is cheaper at 0.56% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GROZ is cheaper with a 0.56% expense ratio, compared with 0.71% for BBHL.

GROZ has the higher dividend yield at 0.04%, compared with 0.00% for BBHL.

They also come from different issuers: Zacks and BBH. Their fees differ too: 0.56% for GROZ and 0.71% for BBHL.

Portfolio Optimizer

Find the right allocation for GROZ and BBHL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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