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MVFG vs. BDVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MVFG vs. BDVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Monarch Volume Factor Global Unconstrained ETF (MVFG) and iShares Disciplined Volatility Equity Active ETF (BDVL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MVFG achieves a 14.13% return, which is significantly higher than BDVL's 7.22% return.


MVFG

1D
0.85%
1M
1.01%
6M
4.35%
YTD
14.13%
1Y
29.12%
3Y*
5Y*
10Y*
ALL TIME*
16.86%

BDVL

1D
0.49%
1M
1.15%
6M
4.87%
YTD
7.22%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$5.36M$5.75M$7.18M
$371.03K$675.22K$638.87K

MVFG vs. BDVL - Yearly Performance Comparison


Correlation

The correlation between MVFG and BDVL is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 15, 2025

0.73

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Return for Risk

MVFG vs. BDVL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MVFG
MVFG Risk / Return Rank: 5656
Overall Rank
MVFG Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
MVFG Sortino Ratio Rank: 5656
Sortino Ratio Rank
MVFG Omega Ratio Rank: 6060
Omega Ratio Rank
MVFG Calmar Ratio Rank: 4949
Calmar Ratio Rank
MVFG Martin Ratio Rank: 5959
Martin Ratio Rank

BDVL

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MVFG vs. BDVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Monarch Volume Factor Global Unconstrained ETF (MVFG) and iShares Disciplined Volatility Equity Active ETF (BDVL). 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.


MVFGBDVLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

1.91

Martin ratioReturn relative to average drawdown

7.62

MVFG vs. BDVL - Sharpe Ratio Comparison


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Drawdowns

MVFG vs. BDVL - Drawdown Comparison

The maximum MVFG drawdown since its inception was -15.34%, which is greater than BDVL's maximum drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for MVFG and BDVL.


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Drawdown Indicators


MVFGBDVLDifference

Max Drawdown

Largest peak-to-trough decline

-15.34%

-7.71%

-7.63%

Max Drawdown (1Y)

Largest decline over 1 year

-15.34%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.46%

-1.12%

-1.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

Volatility

MVFG vs. BDVL - Volatility Comparison


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Volatility by Period


MVFGBDVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

Volatility (6M)

Calculated over the trailing 6-month period

10.66%

Volatility (1Y)

Calculated over the trailing 1-year period

19.02%

9.43%

+9.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.21%

9.43%

+5.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.21%

9.43%

+5.78%

MVFG vs. BDVL - Expense Ratio Comparison

MVFG has a 1.42% expense ratio, which is higher than BDVL's 0.40% expense ratio.


Dividends

MVFG vs. BDVL - Dividend Comparison

MVFG's dividend yield for the trailing twelve months is around 1.51%, less than BDVL's 3.47% yield.


Frequently Asked Questions


MVFG and BDVL have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BDVL is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BDVL is cheaper with a 0.40% expense ratio, compared with 1.42% for MVFG.

BDVL has the higher dividend yield at 3.47%, compared with 1.51% for MVFG.

MVFG tracks Monarch Volume Factor Global Unconstrained Index, while BDVL tracks MSCI ACWI Minimum Volatility Index. They also come from different issuers: Monarch and iShares. Their fees differ too: 1.42% for MVFG and 0.40% for BDVL.

Portfolio Optimizer

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