LGDX vs. BAMU

Last updated Jun 5, 2026

LGDX (Intech S&P Large Cap Diversified Alpha ETF) and BAMU (Brookstone Ultra-Short Bond ETF) are both exchange-traded funds - LGDX is a Large Cap Blend Equities fund actively managed by Intech, while BAMU is a Ultrashort Bond fund actively managed by Brookstone. Both are actively managed. Over the past year, LGDX returned 23.71% vs 2.95% for BAMU. At a correlation of -0.02, they often move in opposite directions. LGDX charges 0.25%/yr vs 1.09%/yr for BAMU.

Performance

LGDX vs. BAMU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intech S&P Large Cap Diversified Alpha ETF (LGDX) and Brookstone Ultra-Short Bond ETF (BAMU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LGDX achieves a 10.08% return, which is significantly higher than BAMU's 1.08% return.

LGDX

• 1D: 0.53%
• 1M: 4.70%
• YTD: 10.08%
• 6M: 10.91%
• 1Y: 23.71%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BAMU

• 1D: 0.02%
• 1M: 0.22%
• YTD: 1.08%
• 6M: 1.31%
• 1Y: 2.95%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LGDX vs. BAMU - Yearly Performance Comparison

	2026 (YTD)	2025
LGDX Intech S&P Large Cap Diversified Alpha ETF	10.08%	13.95%
BAMU Brookstone Ultra-Short Bond ETF	1.08%	2.58%

Correlation

The correlation between LGDX and BAMU is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.10
Correlation (All Time) Calculated using the full available price history since Mar 3, 2025	-0.02

LGDX vs. BAMU - Sectors Allocation Comparison

Sectors	LGDX	BAMU
Technology	33.4%	-
Communication Services	12.0%	-
Consumer Cyclical	10.8%	-
Financial Services	10.8%	98.8%
Healthcare	9.4%	-
Industrials	7.8%	-
Consumer Defensive	4.3%	-
Energy	3.6%	-
Real Estate	3.2%	-
Utilities	3.0%	-
Basic Materials	1.8%	-

Return for Risk

LGDX vs. BAMU — Risk / Return Rank

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

LGDX

LGDX Risk / Return Rank: 58
LGDX Sharpe Ratio Rank: 57
LGDX Sortino Ratio Rank: 56
LGDX Omega Ratio Rank: 55
LGDX Calmar Ratio Rank: 54
LGDX Martin Ratio Rank: 65

BAMU

BAMU Risk / Return Rank: 98
BAMU Sharpe Ratio Rank: 98
BAMU Sortino Ratio Rank: 98
BAMU Omega Ratio Rank: 98
BAMU Calmar Ratio Rank: 99
BAMU Martin Ratio Rank: 99

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.

LGDX vs. BAMU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intech S&P Large Cap Diversified Alpha ETF (LGDX) and Brookstone Ultra-Short Bond ETF (BAMU). 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.

	LGDX	BAMU	Difference
Sharpe ratio: Return per unit of total volatility	1.90	5.01	-3.11
Sortino ratio: Return per unit of downside risk	2.64	8.83	-6.19
Omega ratio: Gain probability vs. loss probability	1.34	2.42	-1.08
Calmar ratio: Return relative to maximum drawdown	2.66	25.06	-22.41
Martin ratio: Return relative to average drawdown	11.80	98.57	-86.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LGDX vs. BAMU - Sharpe Ratio Comparison

The current LGDX Sharpe Ratio is 1.90, which is lower than the BAMU Sharpe Ratio of 5.01. The chart below compares the historical Sharpe Ratios of LGDX and BAMU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LGDX	BAMU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.90	5.01	-3.11
Sharpe Ratio (All Time) Calculated using the full available price history	1.08	4.15	-3.07

Drawdowns

LGDX vs. BAMU - Drawdown Comparison

The maximum LGDX drawdown since its inception was -15.79%, which is greater than BAMU's maximum drawdown of -0.36%. Use the drawdown chart below to compare losses from any high point for LGDX and BAMU.

Drawdown Indicators

	LGDX	BAMU	Difference
Max Drawdown Largest peak-to-trough decline	-15.79%	-0.36%	-15.43%
Max Drawdown (1Y) Largest decline over 1 year	-8.96%	-0.12%	-8.84%
Current Drawdown Current decline from peak	-0.33%	0.00%	-0.33%
Average Drawdown Average peak-to-trough decline	-2.03%	-0.02%	-2.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.01%	0.03%	+1.98%

Volatility

LGDX vs. BAMU - Volatility Comparison

Intech S&P Large Cap Diversified Alpha ETF (LGDX) has a higher volatility of 2.93% compared to Brookstone Ultra-Short Bond ETF (BAMU) at 0.07%. This indicates that LGDX's price experiences larger fluctuations and is considered to be riskier than BAMU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LGDX	BAMU	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.93%	0.07%	+2.86%
Volatility (6M) Calculated over the trailing 6-month period	9.62%	0.43%	+9.19%
Volatility (1Y) Calculated over the trailing 1-year period	12.51%	0.59%	+11.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.32%	0.87%	+17.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.32%	0.87%	+17.45%

LGDX vs. BAMU - Expense Ratio Comparison

LGDX has a 0.25% expense ratio, which is lower than BAMU's 1.09% expense ratio.

Dividends

LGDX vs. BAMU - Dividend Comparison

LGDX's dividend yield for the trailing twelve months is around 0.47%, less than BAMU's 3.06% yield.

Position	TTM	2025	2024	2023
BAMU Brookstone Ultra-Short Bond ETF	3.06%	3.20%	3.97%	0.84%
LGDX Intech S&P Large Cap Diversified Alpha ETF	0.47%	0.52%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LGDX and BAMU in my portfolio?

LGDX and BAMU have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LGDX or BAMU?

LGDX has higher volatility (2.93%) compared to BAMU (0.07%). In terms of maximum drawdown, LGDX dropped -15.79% vs BAMU's -0.36%.

Which ETF is better, LGDX or BAMU?

On 1-year performance, LGDX leads with 23.71% vs 2.95% for BAMU. On fees, LGDX is cheaper at 0.25% per year. On volatility, BAMU has been the lower-risk option at 0.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LGDX or BAMU?

Over the 1-year period, LGDX has performed better with a 23.71% return vs 2.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LGDX or BAMU?

LGDX is cheaper with a 0.25% expense ratio, compared with 1.09% for BAMU.

Which ETF pays a higher dividend yield, LGDX or BAMU?

BAMU has the higher dividend yield at 3.06%, compared with 0.47% for LGDX.

What is the main difference between LGDX and BAMU?

LGDX is categorized as Large Cap Blend Equities, while BAMU is Ultrashort Bond. They also come from different issuers: Intech and Brookstone. Their fees differ too: 0.25% for LGDX and 1.09% for BAMU.

Which has better risk-adjusted returns?

BAMU currently has the higher Sharpe Ratio (5.01 vs 1.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.