MVFG vs. BAMU

Last updated Jun 20, 2026

MVFG (Monarch Volume Factor Global Unconstrained ETF) and BAMU (Brookstone Ultra-Short Bond ETF) are both exchange-traded funds - MVFG is a Global Equities fund tracking the Monarch Volume Factor Global Unconstrained Index, while BAMU is a Ultrashort Bond fund actively managed by Brookstone. MVFG is passively managed, while BAMU is actively managed. Over the past year, MVFG returned 29.78% vs 2.89% for BAMU. At a correlation of -0.02, they often move in opposite directions. MVFG charges 1.42%/yr vs 1.09%/yr for BAMU.

Performance

MVFG vs. BAMU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Monarch Volume Factor Global Unconstrained ETF (MVFG) 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, MVFG achieves a 12.94% return, which is significantly higher than BAMU's 1.16% return.

MVFG

• 1D: 0.60%
• 1M: 1.60%
• YTD: 12.94%
• 6M: 12.18%
• 1Y: 29.78%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BAMU

• 1D: 0.00%
• 1M: 0.18%
• YTD: 1.16%
• 6M: 1.27%
• 1Y: 2.89%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

MVFG vs. BAMU - Yearly Performance Comparison

	2026 (YTD)	2025	2024
MVFG Monarch Volume Factor Global Unconstrained ETF	12.94%	20.98%	5.38%
BAMU Brookstone Ultra-Short Bond ETF	1.16%	3.21%	3.51%

Correlation

The correlation between MVFG and BAMU is -0.09, 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	-0.09
Correlation (All Time) Calculated using the full available price history since Mar 7, 2024	-0.02

Return for Risk

MVFG vs. BAMU — Risk / Return Rank

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

MVFG

MVFG Risk / Return Rank: 44
MVFG Sharpe Ratio Rank: 46
MVFG Sortino Ratio Rank: 43
MVFG Omega Ratio Rank: 46
MVFG Calmar Ratio Rank: 40
MVFG Martin Ratio Rank: 47

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.

MVFG vs. BAMU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Monarch Volume Factor Global Unconstrained ETF (MVFG) 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.

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.

	MVFG	BAMU	Difference
Sharpe ratio: Return per unit of total volatility	1.54	5.01	-3.47
Sortino ratio: Return per unit of downside risk	2.12	8.84	-6.71
Omega ratio: Gain probability vs. loss probability	1.29	2.43	-1.14
Calmar ratio: Return relative to maximum drawdown	1.91	24.72	-22.81
Martin ratio: Return relative to average drawdown	7.60	97.89	-90.29

MVFG vs. BAMU - Sharpe Ratio Comparison

The current MVFG Sharpe Ratio is 1.54, which is lower than the BAMU Sharpe Ratio of 5.01. The chart below compares the historical Sharpe Ratios of MVFG 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.

Drawdowns

MVFG vs. BAMU - Drawdown Comparison

The maximum MVFG drawdown since its inception was -15.34%, which is greater than BAMU's maximum drawdown of -0.36%. Use the drawdown chart below to compare losses from any high point for MVFG and BAMU.

Drawdown Indicators

	MVFG	BAMU	Difference
Max Drawdown Largest peak-to-trough decline	-15.34%	-0.36%	-14.98%
Max Drawdown (1Y) Largest decline over 1 year	-15.34%	-0.12%	-15.22%
Current Drawdown Current decline from peak	-0.73%	0.00%	-0.73%
Average Drawdown Average peak-to-trough decline	-2.54%	-0.02%	-2.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.85%	0.03%	+3.82%

Volatility

MVFG vs. BAMU - Volatility Comparison

Monarch Volume Factor Global Unconstrained ETF (MVFG) has a higher volatility of 4.25% compared to Brookstone Ultra-Short Bond ETF (BAMU) at 0.09%. This indicates that MVFG'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

	MVFG	BAMU	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.25%	0.09%	+4.16%
Volatility (6M) Calculated over the trailing 6-month period	11.81%	0.40%	+11.41%
Volatility (1Y) Calculated over the trailing 1-year period	19.03%	0.58%	+18.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.43%	0.87%	+14.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.43%	0.87%	+14.56%

MVFG vs. BAMU - Expense Ratio Comparison

MVFG has a 1.42% expense ratio, which is higher than BAMU's 1.09% expense ratio.

Dividends

MVFG vs. BAMU - Dividend Comparison

MVFG's dividend yield for the trailing twelve months is around 1.91%, less than BAMU's 3.05% yield.

Position	TTM	2025	2024	2023
BAMU Brookstone Ultra-Short Bond ETF	3.05%	3.20%	3.97%	0.84%
MVFG Monarch Volume Factor Global Unconstrained ETF	1.91%	1.90%	1.67%	0.00%

Frequently Asked Questions

Can I hold both MVFG and BAMU in my portfolio?

MVFG and BAMU have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MVFG or BAMU?

MVFG has higher volatility (4.25%) compared to BAMU (0.09%). In terms of maximum drawdown, MVFG dropped -15.34% vs BAMU's -0.36%.

Which ETF is better, MVFG or BAMU?

On 1-year performance, MVFG leads with 29.78% vs 2.89% for BAMU. On fees, BAMU is cheaper at 1.09% per year. On volatility, BAMU has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, MVFG or BAMU?

Over the 1-year period, MVFG has performed better with a 29.78% return vs 2.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MVFG or BAMU?

BAMU is cheaper with a 1.09% expense ratio, compared with 1.42% for MVFG.

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

BAMU has the higher dividend yield at 3.05%, compared with 1.91% for MVFG.

What is the main difference between MVFG and BAMU?

MVFG is categorized as Global Equities, while BAMU is Ultrashort Bond. They also come from different issuers: Monarch and Brookstone. Their fees differ too: 1.42% for MVFG and 1.09% for BAMU.

Which has better risk-adjusted returns?

BAMU currently has the higher Sharpe Ratio (5.01 vs 1.54), 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.