MFVL vs. BCD

Last updated Jul 12, 2026

MFVL (Motley Fool Value Factor ETF) and BCD (abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF) are both exchange-traded funds - MFVL is a Large Cap Value Equities fund actively managed by Motley Fool, while BCD is a Commodities fund actively managed by Aberdeen. Both are actively managed. At a correlation of -0.10, they often move in opposite directions. MFVL charges 0.50%/yr vs 0.29%/yr for BCD.

Performance

MFVL vs. BCD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Value Factor ETF (MFVL) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MFVL achieves a 1.60% return, which is significantly lower than BCD's 13.57% return.

MFVL

• 1D: 0.55%
• 1M: 1.89%
• 6M: -0.41%
• YTD: 1.60%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BCD

• 1D: -0.07%
• 1M: -1.21%
• 6M: 10.98%
• YTD: 13.57%
• 1Y: 21.88%
• 3Y*: 11.12%
• 5Y*: 10.85%
• 10Y*: —

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

MFVL vs. BCD - Yearly Performance Comparison

	2026 (YTD)	2025
MFVL Motley Fool Value Factor ETF	1.60%	1.22%
BCD abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF	13.57%	0.56%

Correlation

The correlation between MFVL and BCD 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 (All Time) Calculated using the full available price history since Dec 9, 2025	-0.10

Return for Risk

MFVL vs. BCD — Risk / Return Rank

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

MFVL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BCD

BCD Risk / Return Rank: 53
BCD Sharpe Ratio Rank: 60
BCD Sortino Ratio Rank: 56
BCD Omega Ratio Rank: 60
BCD Calmar Ratio Rank: 44
BCD Martin Ratio Rank: 47

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.

MFVL vs. BCD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Value Factor ETF (MFVL) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). 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.

	MFVL	BCD	Difference
Sharpe ratio: Return per unit of total volatility	—	1.61	—
Sortino ratio: Return per unit of downside risk	—	2.18	—
Omega ratio: Gain probability vs. loss probability	—	1.29	—
Calmar ratio: Return relative to maximum drawdown	—	1.79	—
Martin ratio: Return relative to average drawdown	—	6.21	—

Drawdowns

MFVL vs. BCD - Drawdown Comparison

The maximum MFVL drawdown since its inception was -7.03%, smaller than the maximum BCD drawdown of -29.81%. Use the drawdown chart below to compare losses from any high point for MFVL and BCD.

Drawdown Indicators

	MFVL	BCD	Difference
Max Drawdown Largest peak-to-trough decline	-7.03%	-29.81%	+22.78%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.70%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-12.70%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-23.03%	—
Current Drawdown Current decline from peak	-2.12%	-9.11%	+6.99%
Average Drawdown Average peak-to-trough decline	-2.67%	-9.85%	+7.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.64%	—

Volatility

Volatility by Period

	MFVL	BCD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.04%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.94%	—
Volatility (1Y) Calculated over the trailing 1-year period	12.64%	14.07%	-1.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.64%	15.38%	-2.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.64%	13.91%	-1.27%

MFVL vs. BCD - Expense Ratio Comparison

MFVL has a 0.50% expense ratio, which is higher than BCD's 0.29% expense ratio.

Dividends

MFVL vs. BCD - Dividend Comparison

MFVL has not paid dividends to shareholders, while BCD's dividend yield for the trailing twelve months is around 15.16%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
BCD abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF	15.16%	17.21%	3.60%	4.51%	5.21%	8.30%	1.29%	1.55%	1.59%	0.07%
MFVL Motley Fool Value Factor ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both MFVL and BCD in my portfolio?

MFVL and BCD 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 ETF is better, MFVL or BCD?

On fees, BCD is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, MFVL or BCD?

BCD is cheaper with a 0.29% expense ratio, compared with 0.50% for MFVL.

Which ETF pays a higher dividend yield, MFVL or BCD?

BCD has the higher dividend yield at 15.16%, compared with 0.00% for MFVL.

What is the main difference between MFVL and BCD?

MFVL is categorized as Large Cap Value Equities, while BCD is Commodities. They also come from different issuers: Motley Fool and Aberdeen. Their fees differ too: 0.50% for MFVL and 0.29% for BCD.