MFVL vs. BGIG

Last updated Jun 23, 2026

MFVL (Motley Fool Value Factor ETF) and BGIG (Bahl & Gaynor Income Growth ETF) are both Large Cap Value Equities funds. Both are actively managed. At a 0.48 correlation, their price movements are largely independent. MFVL charges 0.50%/yr vs 0.45%/yr for BGIG.

Performance

MFVL vs. BGIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Value Factor ETF (MFVL) and Bahl & Gaynor Income Growth ETF (BGIG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MFVL achieves a -3.12% return, which is significantly lower than BGIG's 10.40% return.

MFVL

• 1D: -0.73%
• 1M: -3.38%
• YTD: -3.12%
• 6M: -3.51%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BGIG

• 1D: 0.41%
• 1M: 0.23%
• YTD: 10.40%
• 6M: 10.18%
• 1Y: 21.10%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

MFVL vs. BGIG - Yearly Performance Comparison

	2026 (YTD)	2025
MFVL Motley Fool Value Factor ETF	-3.12%	1.22%
BGIG Bahl & Gaynor Income Growth ETF	10.40%	0.29%

Correlation

The correlation between MFVL and BGIG is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 9, 2025	0.48

Return for Risk

MFVL vs. BGIG — 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.

BGIG

BGIG Risk / Return Rank: 76
BGIG Sharpe Ratio Rank: 76
BGIG Sortino Ratio Rank: 79
BGIG Omega Ratio Rank: 74
BGIG Calmar Ratio Rank: 74
BGIG Martin Ratio Rank: 76

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. BGIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Value Factor ETF (MFVL) 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.

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	BGIG	Difference
Sharpe ratio: Return per unit of total volatility	—	2.34	—
Sortino ratio: Return per unit of downside risk	—	3.34	—
Omega ratio: Gain probability vs. loss probability	—	1.42	—
Calmar ratio: Return relative to maximum drawdown	—	3.65	—
Martin ratio: Return relative to average drawdown	—	14.09	—

Drawdowns

MFVL vs. BGIG - Drawdown Comparison

The maximum MFVL drawdown since its inception was -7.03%, smaller than the maximum BGIG drawdown of -13.24%. Use the drawdown chart below to compare losses from any high point for MFVL and BGIG.

Drawdown Indicators

	MFVL	BGIG	Difference
Max Drawdown Largest peak-to-trough decline	-7.03%	-13.24%	+6.21%
Max Drawdown (1Y) Largest decline over 1 year	—	-5.81%	—
Current Drawdown Current decline from peak	-6.67%	-0.39%	-6.28%
Average Drawdown Average peak-to-trough decline	-2.57%	-1.75%	-0.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.50%	—

Volatility

Volatility by Period

	MFVL	BGIG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.44%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.73%	—
Volatility (1Y) Calculated over the trailing 1-year period	12.15%	9.07%	+3.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.15%	11.91%	+0.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.15%	11.91%	+0.24%

MFVL vs. BGIG - Expense Ratio Comparison

MFVL has a 0.50% expense ratio, which is higher than BGIG's 0.45% expense ratio.

Dividends

MFVL vs. BGIG - Dividend Comparison

MFVL has not paid dividends to shareholders, while BGIG's dividend yield for the trailing twelve months is around 1.74%.

Position	TTM	2025	2024	2023
BGIG Bahl & Gaynor Income Growth ETF	1.74%	1.89%	2.02%	0.78%
MFVL Motley Fool Value Factor ETF	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both MFVL and BGIG in my portfolio?

MFVL and BGIG have a correlation of 0.48, 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 BGIG?

On fees, BGIG is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, MFVL or BGIG?

BGIG is cheaper with a 0.45% expense ratio, compared with 0.50% for MFVL.

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

BGIG has the higher dividend yield at 1.74%, compared with 0.00% for MFVL.

What is the main difference between MFVL and BGIG?

They also come from different issuers: Motley Fool and Bahl & Gaynor. Their fees differ too: 0.50% for MFVL and 0.45% for BGIG.