OALC vs. BDGS

In the year-to-date period, OALC achieves a -1.24% return, which is significantly lower than BDGS's 0.46% return.

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OALC has a 0.49% expense ratio, which is lower than BDGS's 0.85% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for OneAscent Large Cap Core ETF (OALC) 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.

The current OALC Sharpe Ratio is 0.54, which is lower than the BDGS Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of OALC and BDGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

OALC's dividend yield for the trailing twelve months is around 0.71%, less than BDGS's 1.80% yield.

The maximum OALC drawdown since its inception was -26.82%, which is greater than BDGS's maximum drawdown of -9.12%. Use the drawdown chart below to compare losses from any high point for OALC and BDGS. For additional features, visit the drawdowns tool.

OneAscent Large Cap Core ETF (OALC) has a higher volatility of 6.27% compared to Bridges Capital Tactical ETF (BDGS) at 4.09%. This indicates that OALC's price experiences larger fluctuations and is considered to be riskier than BDGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.