NELS vs. BDGS

Last updated Jul 11, 2026

NELS (Nelson Select ETF) and BDGS (Bridges Capital Tactical ETF) are both Large Cap Blend Equities funds. Both are actively managed. A 0.76 correlation means they provide meaningful diversification when combined. NELS charges 1.69%/yr vs 0.87%/yr for BDGS.

Performance

NELS vs. BDGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nelson Select ETF (NELS) and Bridges Capital Tactical ETF (BDGS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NELS achieves a 12.19% return, which is significantly higher than BDGS's 5.98% return.

NELS

• 1D: 0.36%
• 1M: 1.82%
• 6M: 10.03%
• YTD: 12.19%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BDGS

• 1D: 0.19%
• 1M: 1.14%
• 6M: 5.60%
• YTD: 5.98%
• 1Y: 11.91%
• 3Y*: 14.00%
• 5Y*: —
• 10Y*: —

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

NELS vs. BDGS - Yearly Performance Comparison

	2026 (YTD)	2025
NELS Nelson Select ETF	12.19%	1.83%
BDGS Bridges Capital Tactical ETF	5.98%	1.49%

Correlation

The correlation between NELS and BDGS is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 15, 2025	0.76

Return for Risk

NELS vs. BDGS — Risk / Return Rank

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

NELS

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

BDGS

BDGS Risk / Return Rank: 78
BDGS Sharpe Ratio Rank: 74
BDGS Sortino Ratio Rank: 80
BDGS Omega Ratio Rank: 81
BDGS Calmar Ratio Rank: 74
BDGS Martin Ratio Rank: 80

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.

NELS vs. BDGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nelson Select ETF (NELS) and Bridges Capital Tactical ETF (BDGS). 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.

	NELS	BDGS	Difference
Sharpe ratio: Return per unit of total volatility	—	1.89	—
Sortino ratio: Return per unit of downside risk	—	2.83	—
Omega ratio: Gain probability vs. loss probability	—	1.38	—
Calmar ratio: Return relative to maximum drawdown	—	2.98	—
Martin ratio: Return relative to average drawdown	—	12.18	—

Drawdowns

NELS vs. BDGS - Drawdown Comparison

The maximum NELS drawdown since its inception was -9.30%, roughly equal to the maximum BDGS drawdown of -9.12%. Use the drawdown chart below to compare losses from any high point for NELS and BDGS.

Drawdown Indicators

	NELS	BDGS	Difference
Max Drawdown Largest peak-to-trough decline	-9.30%	-9.12%	-0.18%
Max Drawdown (1Y) Largest decline over 1 year	—	-4.03%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-9.12%	—
Current Drawdown Current decline from peak	-0.49%	-0.50%	+0.01%
Average Drawdown Average peak-to-trough decline	-1.66%	-0.67%	-0.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.99%	—

Volatility

Volatility by Period

	NELS	BDGS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.38%	—
Volatility (6M) Calculated over the trailing 6-month period	—	5.28%	—
Volatility (1Y) Calculated over the trailing 1-year period	14.40%	6.35%	+8.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.40%	8.19%	+6.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.40%	8.19%	+6.21%

NELS vs. BDGS - Expense Ratio Comparison

NELS has a 1.69% expense ratio, which is higher than BDGS's 0.87% expense ratio.

Dividends

NELS vs. BDGS - Dividend Comparison

NELS has not paid dividends to shareholders, while BDGS's dividend yield for the trailing twelve months is around 0.52%.

Position	TTM	2025	2024	2023
BDGS Bridges Capital Tactical ETF	0.52%	0.55%	1.81%	0.84%
NELS Nelson Select ETF	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both NELS and BDGS in my portfolio?

NELS and BDGS have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, NELS or BDGS?

On fees, BDGS is cheaper at 0.87% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, NELS or BDGS?

BDGS is cheaper with a 0.87% expense ratio, compared with 1.69% for NELS.

Which ETF pays a higher dividend yield, NELS or BDGS?

BDGS has the higher dividend yield at 0.52%, compared with 0.00% for NELS.

What is the main difference between NELS and BDGS?

They also come from different issuers: Nelson Capital Management and Bridges. Their fees differ too: 1.69% for NELS and 0.87% for BDGS.