LOMAX vs. BBLU

Last updated Jun 24, 2026

LOMAX (Edgar Lomax Value Fund) and BBLU (Ea Bridgeway Blue Chip ETF) are both funds - LOMAX is a Large Cap Value Equities fund managed by Edgar Lomax, while BBLU is a Large Cap Growth Equities fund actively managed by Alpha Architect. Over the past 3 years, LOMAX returned 16.71%/yr vs 21.08%/yr for BBLU. A 0.64 correlation means they provide meaningful diversification when combined. LOMAX charges 0.70%/yr vs 0.15%/yr for BBLU.

Performance

LOMAX vs. BBLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Edgar Lomax Value Fund (LOMAX) and Ea Bridgeway Blue Chip ETF (BBLU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LOMAX achieves a 10.68% return, which is significantly higher than BBLU's 7.07% return.

LOMAX

• 1D: 0.51%
• 1M: -0.06%
• YTD: 10.68%
• 6M: 10.34%
• 1Y: 24.20%
• 3Y*: 16.71%
• 5Y*: 10.45%
• 10Y*: 10.88%

BBLU

• 1D: -0.25%
• 1M: -1.67%
• YTD: 7.07%
• 6M: 6.24%
• 1Y: 23.38%
• 3Y*: 21.08%
• 5Y*: —
• 10Y*: —

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

LOMAX vs. BBLU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
LOMAX Edgar Lomax Value Fund	10.68%	18.09%	10.29%	5.19%	11.97%
BBLU Ea Bridgeway Blue Chip ETF	7.07%	18.40%	27.47%	31.11%	6.39%

Correlation

The correlation between LOMAX and BBLU is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.59
Correlation (All Time) Calculated using the full available price history since Oct 17, 2022	0.64

The correlation between LOMAX and BBLU shifts across timeframes, from 0.46 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LOMAX vs. BBLU — Risk / Return Rank

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

LOMAX

LOMAX Risk / Return Rank: 85
LOMAX Sharpe Ratio Rank: 84
LOMAX Sortino Ratio Rank: 84
LOMAX Omega Ratio Rank: 71
LOMAX Calmar Ratio Rank: 94
LOMAX Martin Ratio Rank: 91

BBLU

BBLU Risk / Return Rank: 67
BBLU Sharpe Ratio Rank: 67
BBLU Sortino Ratio Rank: 68
BBLU Omega Ratio Rank: 64
BBLU Calmar Ratio Rank: 68
BBLU Martin Ratio Rank: 70

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.

LOMAX vs. BBLU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Edgar Lomax Value Fund (LOMAX) and Ea Bridgeway Blue Chip ETF (BBLU). 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.

	LOMAX	BBLU	Difference
Sharpe ratio: Return per unit of total volatility	2.52	2.07	+0.45
Sortino ratio: Return per unit of downside risk	3.70	2.93	+0.77
Omega ratio: Gain probability vs. loss probability	1.43	1.37	+0.06
Calmar ratio: Return relative to maximum drawdown	5.18	3.25	+1.92
Martin ratio: Return relative to average drawdown	16.86	12.31	+4.55

LOMAX vs. BBLU - Sharpe Ratio Comparison

The current LOMAX Sharpe Ratio is 2.52, which is comparable to the BBLU Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of LOMAX and BBLU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LOMAX vs. BBLU - Drawdown Comparison

The maximum LOMAX drawdown since its inception was -57.82%, which is greater than BBLU's maximum drawdown of -17.20%. Use the drawdown chart below to compare losses from any high point for LOMAX and BBLU.

Drawdown Indicators

	LOMAX	BBLU	Difference
Max Drawdown Largest peak-to-trough decline	-57.82%	-17.20%	-40.62%
Max Drawdown (1Y) Largest decline over 1 year	-4.86%	-7.22%	+2.36%
Max Drawdown (3Y) Largest decline over 3 years	-11.93%	-17.20%	+5.27%
Max Drawdown (5Y) Largest decline over 5 years	-17.50%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-37.81%	—	—
Current Drawdown Current decline from peak	-2.30%	-3.66%	+1.36%
Average Drawdown Average peak-to-trough decline	-9.39%	-1.99%	-7.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.49%	1.90%	-0.41%

Volatility

LOMAX vs. BBLU - Volatility Comparison

The current volatility for Edgar Lomax Value Fund (LOMAX) is 3.36%, while Ea Bridgeway Blue Chip ETF (BBLU) has a volatility of 3.64%. This indicates that LOMAX experiences smaller price fluctuations and is considered to be less risky than BBLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LOMAX	BBLU	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.36%	3.64%	-0.28%
Volatility (6M) Calculated over the trailing 6-month period	7.19%	8.36%	-1.17%
Volatility (1Y) Calculated over the trailing 1-year period	9.97%	11.40%	-1.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.22%	14.53%	-1.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.52%	14.53%	+1.99%

LOMAX vs. BBLU - Expense Ratio Comparison

LOMAX has a 0.70% expense ratio, which is higher than BBLU's 0.15% expense ratio.

Dividends

LOMAX vs. BBLU - Dividend Comparison

LOMAX's dividend yield for the trailing twelve months is around 5.73%, more than BBLU's 1.17% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BBLU Ea Bridgeway Blue Chip ETF	1.17%	1.25%	1.39%	1.68%	32.08%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LOMAX Edgar Lomax Value Fund	5.73%	6.34%	6.27%	4.66%	7.73%	5.11%	12.52%	2.16%	15.97%	8.80%	2.68%	15.54%

Frequently Asked Questions

Can I hold both LOMAX and BBLU in my portfolio?

LOMAX and BBLU have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LOMAX or BBLU?

BBLU has higher volatility (3.64%) compared to LOMAX (3.36%). In terms of maximum drawdown, LOMAX dropped -57.82% vs BBLU's -17.20%.

Which has better risk-adjusted returns?

LOMAX currently has the higher Sharpe Ratio (2.52 vs 2.07), 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.