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SGLC vs. BDGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SGLC and BDGS is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

SGLC vs. BDGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SGI U.S. Large Cap Core ETF (SGLC) and Bridges Capital Tactical ETF (BDGS). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

SGLC:

8.93%

BDGS:

4.27%

Max Drawdown

SGLC:

-0.56%

BDGS:

-0.37%

Current Drawdown

SGLC:

-0.32%

BDGS:

0.00%

Returns By Period


SGLC

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

BDGS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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SGLC vs. BDGS - Expense Ratio Comparison

Both SGLC and BDGS have an expense ratio of 0.85%.


Risk-Adjusted Performance

SGLC vs. BDGS — Risk-Adjusted Performance Rank

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

SGLC
The Risk-Adjusted Performance Rank of SGLC is 2525
Overall Rank
The Sharpe Ratio Rank of SGLC is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of SGLC is 2525
Sortino Ratio Rank
The Omega Ratio Rank of SGLC is 2525
Omega Ratio Rank
The Calmar Ratio Rank of SGLC is 2626
Calmar Ratio Rank
The Martin Ratio Rank of SGLC is 2626
Martin Ratio Rank

BDGS
The Risk-Adjusted Performance Rank of BDGS is 9292
Overall Rank
The Sharpe Ratio Rank of BDGS is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of BDGS is 9292
Sortino Ratio Rank
The Omega Ratio Rank of BDGS is 9595
Omega Ratio Rank
The Calmar Ratio Rank of BDGS is 9292
Calmar Ratio Rank
The Martin Ratio Rank of BDGS is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SGLC vs. BDGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SGI U.S. Large Cap Core ETF (SGLC) 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.



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Dividends

SGLC vs. BDGS - Dividend Comparison

SGLC's dividend yield for the trailing twelve months is around 9.12%, more than BDGS's 1.80% yield.


TTM20242023
SGLC
SGI U.S. Large Cap Core ETF
9.12%0.00%0.00%
BDGS
Bridges Capital Tactical ETF
1.80%0.00%0.00%

Drawdowns

SGLC vs. BDGS - Drawdown Comparison

The maximum SGLC drawdown since its inception was -0.56%, which is greater than BDGS's maximum drawdown of -0.37%. Use the drawdown chart below to compare losses from any high point for SGLC and BDGS. For additional features, visit the drawdowns tool.


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Volatility

SGLC vs. BDGS - Volatility Comparison


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