PVEX vs. BLCR
PVEX (TrueShares ConVequity ETF) and BLCR (iShares Large Cap Core Active ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past year, PVEX returned 23.29% vs 35.25% for BLCR. Their correlation of 0.82 means they have usually moved in the same direction. PVEX charges 0.79%/yr vs 0.36%/yr for BLCR.
Performance
PVEX vs. BLCR - Performance Comparison
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Returns By Period
In the year-to-date period, PVEX achieves a 11.25% return, which is significantly lower than BLCR's 19.04% return.
PVEX
- 1D
- -0.21%
- 1M
- 2.71%
- 6M
- 11.03%
- YTD
- 11.25%
- 1Y
- 23.29%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 23.85%
BLCR
- 1D
- -0.59%
- 1M
- 0.96%
- 6M
- 18.01%
- YTD
- 19.04%
- 1Y
- 35.25%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 30.00%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $17.62M | $18.64M | $32.54M | |
| $260.39K | $190.04K | $240.02K |
PVEX vs. BLCR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PVEX TrueShares ConVequity ETF | 11.25% | 13.68% |
BLCR iShares Large Cap Core Active ETF | 19.04% | 16.49% |
Correlation
The correlation between PVEX and BLCR is 0.85, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2025 | 0.82 |
The correlation between PVEX and BLCR has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.
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Return for Risk
PVEX vs. BLCR — Risk / Return Rank
PVEX
BLCR
PVEX vs. BLCR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TrueShares ConVequity ETF (PVEX) and iShares Large Cap Core Active ETF (BLCR). 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.
| PVEX | BLCR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.35 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 3.45 | -0.39 |
| Martin ratioReturn relative to average drawdown | 9.03 | 13.77 | -4.75 |
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Drawdowns
PVEX vs. BLCR - Drawdown Comparison
The maximum PVEX drawdown since its inception was -7.63%, smaller than the maximum BLCR drawdown of -21.29%. Use the drawdown chart below to compare losses from any high point for PVEX and BLCR.
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Drawdown Indicators
| PVEX | BLCR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.63% | -21.29% | +13.66% |
Max Drawdown (1Y)Largest decline over 1 year | -7.63% | -10.26% | +2.63% |
Current DrawdownCurrent decline from peak | -0.21% | -0.81% | +0.60% |
Average DrawdownAverage peak-to-trough decline | -2.07% | -2.23% | +0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.57% | +0.02% |
Volatility
PVEX vs. BLCR - Volatility Comparison
The current volatility for TrueShares ConVequity ETF (PVEX) is 5.01%, while iShares Large Cap Core Active ETF (BLCR) has a volatility of 6.05%. This indicates that PVEX experiences smaller price fluctuations and is considered to be less risky than BLCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PVEX | BLCR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 6.05% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 13.95% | -4.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.05% | 17.27% | -3.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.47% | 17.75% | -2.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.47% | 17.75% | -2.28% |
PVEX vs. BLCR - Expense Ratio Comparison
PVEX has a 0.79% expense ratio, which is higher than BLCR's 0.36% expense ratio.
Dividends
PVEX vs. BLCR - Dividend Comparison
PVEX's dividend yield for the trailing twelve months is around 0.17%, less than BLCR's 0.28% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BLCR iShares Large Cap Core Active ETF | 0.28% | 0.33% | 0.75% | 0.13% |
PVEX TrueShares ConVequity ETF | 0.17% | 0.19% | 0.00% | 0.00% |
Frequently Asked Questions
PVEX and BLCR have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BLCR has higher volatility (6.05%) compared to PVEX (5.01%). In terms of maximum drawdown, PVEX dropped -7.63% vs BLCR's -21.29%.
On 1-year performance, BLCR leads with 35.25% vs 23.29% for PVEX. On fees, BLCR is cheaper at 0.36% per year. On volatility, PVEX has been the lower-risk option at 5.01%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, BLCR has performed better with a 35.25% return vs 23.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BLCR is cheaper with a 0.36% expense ratio, compared with 0.79% for PVEX.
BLCR has the higher dividend yield at 0.28%, compared with 0.17% for PVEX.
They also come from different issuers: TrueShares and BlackRock. Their fees differ too: 0.79% for PVEX and 0.36% for BLCR.
BLCR currently has the higher Sharpe Ratio (2.05 vs 1.67), 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.
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