SCDV vs. BGIG

Last updated Jun 4, 2026

SCDV (Bahl & Gaynor Small Cap Dividend ETF) and BGIG (Bahl & Gaynor Income Growth ETF) are both exchange-traded funds - SCDV is a Small Cap Blend Equities fund actively managed by Bahl & Gaynor, while BGIG is a Large Cap Value Equities fund actively managed by Bahl & Gaynor. Both are actively managed. Over the past year, SCDV returned 14.53% vs 19.51% for BGIG. A 0.71 correlation means they provide meaningful diversification when combined. SCDV charges 0.70%/yr vs 0.45%/yr for BGIG.

Performance

SCDV vs. BGIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bahl & Gaynor Small Cap Dividend ETF (SCDV) and Bahl & Gaynor Income Growth ETF (BGIG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SCDV achieves a 10.50% return, which is significantly higher than BGIG's 9.84% return.

SCDV

• 1D: 0.31%
• 1M: 0.18%
• YTD: 10.50%
• 6M: 10.22%
• 1Y: 14.53%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BGIG

• 1D: -0.23%
• 1M: 1.82%
• YTD: 9.84%
• 6M: 9.56%
• 1Y: 19.51%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SCDV vs. BGIG - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SCDV Bahl & Gaynor Small Cap Dividend ETF	10.50%	3.09%	-6.38%
BGIG Bahl & Gaynor Income Growth ETF	9.84%	12.49%	-0.74%

Correlation

The correlation between SCDV and BGIG is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.66
Correlation (All Time) Calculated using the full available price history since Dec 13, 2024	0.71

The correlation between SCDV and BGIG has been stable across timeframes, ranging from 0.66 to 0.71 - a consistent structural relationship.

Return for Risk

SCDV vs. BGIG — Risk / Return Rank

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

SCDV

SCDV Risk / Return Rank: 27
SCDV Sharpe Ratio Rank: 27
SCDV Sortino Ratio Rank: 27
SCDV Omega Ratio Rank: 26
SCDV Calmar Ratio Rank: 27
SCDV Martin Ratio Rank: 28

BGIG

BGIG Risk / Return Rank: 68
BGIG Sharpe Ratio Rank: 66
BGIG Sortino Ratio Rank: 69
BGIG Omega Ratio Rank: 65
BGIG Calmar Ratio Rank: 68
BGIG Martin Ratio Rank: 70

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.

SCDV vs. BGIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bahl & Gaynor Small Cap Dividend ETF (SCDV) and Bahl & Gaynor Income Growth ETF (BGIG). 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.

	SCDV	BGIG	Difference
Sharpe ratio: Return per unit of total volatility	0.94	2.18	-1.24
Sortino ratio: Return per unit of downside risk	1.46	3.13	-1.67
Omega ratio: Gain probability vs. loss probability	1.17	1.39	-0.22
Calmar ratio: Return relative to maximum drawdown	1.28	3.37	-2.09
Martin ratio: Return relative to average drawdown	3.92	12.97	-9.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCDV vs. BGIG - Sharpe Ratio Comparison

The current SCDV Sharpe Ratio is 0.94, which is lower than the BGIG Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of SCDV and BGIG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SCDV	BGIG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.94	2.18	-1.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	1.38	-1.15

Drawdowns

SCDV vs. BGIG - Drawdown Comparison

The maximum SCDV drawdown since its inception was -22.84%, which is greater than BGIG's maximum drawdown of -13.24%. Use the drawdown chart below to compare losses from any high point for SCDV and BGIG.

Drawdown Indicators

	SCDV	BGIG	Difference
Max Drawdown Largest peak-to-trough decline	-22.84%	-13.24%	-9.60%
Max Drawdown (1Y) Largest decline over 1 year	-11.38%	-5.81%	-5.57%
Current Drawdown Current decline from peak	-3.88%	-0.28%	-3.60%
Average Drawdown Average peak-to-trough decline	-5.55%	-1.70%	-3.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.71%	1.51%	+2.20%

Volatility

SCDV vs. BGIG - Volatility Comparison

Bahl & Gaynor Small Cap Dividend ETF (SCDV) has a higher volatility of 5.16% compared to Bahl & Gaynor Income Growth ETF (BGIG) at 2.57%. This indicates that SCDV's price experiences larger fluctuations and is considered to be riskier than BGIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCDV	BGIG	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.16%	2.57%	+2.59%
Volatility (6M) Calculated over the trailing 6-month period	11.71%	6.72%	+4.99%
Volatility (1Y) Calculated over the trailing 1-year period	15.59%	9.00%	+6.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.19%	11.94%	+7.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.19%	11.94%	+7.25%

SCDV vs. BGIG - Expense Ratio Comparison

SCDV has a 0.70% expense ratio, which is higher than BGIG's 0.45% expense ratio.

Dividends

SCDV vs. BGIG - Dividend Comparison

SCDV's dividend yield for the trailing twelve months is around 0.52%, less than BGIG's 1.75% yield.

Position	TTM	2025	2024	2023
BGIG Bahl & Gaynor Income Growth ETF	1.75%	1.89%	2.02%	0.78%
SCDV Bahl & Gaynor Small Cap Dividend ETF	0.52%	0.61%	0.05%	0.00%

Frequently Asked Questions

Can I hold both SCDV and BGIG in my portfolio?

SCDV and BGIG have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCDV or BGIG?

SCDV has higher volatility (5.16%) compared to BGIG (2.57%). In terms of maximum drawdown, SCDV dropped -22.84% vs BGIG's -13.24%.

Which ETF is better, SCDV or BGIG?

On 1-year performance, BGIG leads with 19.51% vs 14.53% for SCDV. On fees, BGIG is cheaper at 0.45% per year. On volatility, BGIG has been the lower-risk option at 2.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SCDV or BGIG?

Over the 1-year period, BGIG has performed better with a 19.51% return vs 14.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SCDV or BGIG?

BGIG is cheaper with a 0.45% expense ratio, compared with 0.70% for SCDV.

Which ETF pays a higher dividend yield, SCDV or BGIG?

BGIG has the higher dividend yield at 1.75%, compared with 0.52% for SCDV.

What is the main difference between SCDV and BGIG?

SCDV is categorized as Small Cap Blend Equities, while BGIG is Large Cap Value Equities. Their fees differ too: 0.70% for SCDV and 0.45% for BGIG.

Which has better risk-adjusted returns?

BGIG currently has the higher Sharpe Ratio (2.18 vs 0.94), 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.