GVLE vs. BGIG
GVLE (Goldman Sachs Value Opportunities ETF) and BGIG (Bahl & Gaynor Income Growth ETF) are both Large Cap Value Equities funds. Both are actively managed. A 0.72 correlation means they provide meaningful diversification when combined. Both charge a 0.45% expense ratio.
Performance
GVLE vs. BGIG - Performance Comparison
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Returns By Period
In the year-to-date period, GVLE achieves a 10.29% return, which is significantly higher than BGIG's 9.62% return.
GVLE
- 1D
- -2.20%
- 1M
- 1.23%
- YTD
- 10.29%
- 6M
- 10.74%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BGIG
- 1D
- -0.65%
- 1M
- 0.89%
- YTD
- 9.62%
- 6M
- 9.71%
- 1Y
- 20.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GVLE vs. BGIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GVLE Goldman Sachs Value Opportunities ETF | 10.29% | 4.29% |
BGIG Bahl & Gaynor Income Growth ETF | 9.62% | 1.37% |
Correlation
The correlation between GVLE and BGIG is 0.72, 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 Nov 18, 2025 | 0.72 |
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Return for Risk
GVLE vs. BGIG — Risk / Return Rank
GVLE
BGIG
GVLE vs. BGIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Value Opportunities ETF (GVLE) and Bahl & Gaynor Income Growth ETF (BGIG). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| GVLE | BGIG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 2.24 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.12 | 1.37 | +0.75 |
Drawdowns
GVLE vs. BGIG - Drawdown Comparison
The maximum GVLE drawdown since its inception was -7.88%, smaller than the maximum BGIG drawdown of -13.24%. Use the drawdown chart below to compare losses from any high point for GVLE and BGIG.
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Drawdown Indicators
| GVLE | BGIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.88% | -13.24% | +5.36% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.81% | — |
Current DrawdownCurrent decline from peak | -2.20% | -0.65% | -1.55% |
Average DrawdownAverage peak-to-trough decline | -1.31% | -1.70% | +0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.51% | — |
Volatility
GVLE vs. BGIG - Volatility Comparison
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Volatility by Period
| GVLE | BGIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.66% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 6.75% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.86% | 9.01% | +4.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.86% | 11.93% | +1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.86% | 11.93% | +1.93% |
GVLE vs. BGIG - Expense Ratio Comparison
Both GVLE and BGIG have an expense ratio of 0.45%.
Dividends
GVLE vs. BGIG - Dividend Comparison
GVLE's dividend yield for the trailing twelve months is around 1.05%, less than BGIG's 1.75% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BGIG Bahl & Gaynor Income Growth ETF | 1.75% | 1.89% | 2.02% | 0.78% |
GVLE Goldman Sachs Value Opportunities ETF | 1.05% | 1.16% | 0.00% | 0.00% |
Frequently Asked Questions
GVLE and BGIG have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.45% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
GVLE and BGIG have the same expense ratio: 0.45% per year.
BGIG has the higher dividend yield at 1.75%, compared with 1.05% for GVLE.
They also come from different issuers: Goldman Sachs and Bahl & Gaynor.
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