SGLC vs. BDGS
Compare and contrast key facts about SGI U.S. Large Cap Core ETF (SGLC) and Bridges Capital Tactical ETF (BDGS).
SGLC and BDGS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SGLC is an actively managed fund by Summit Global Investments. It was launched on Mar 30, 2023. BDGS is an actively managed fund by Bridges. It was launched on May 10, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SGLC or BDGS.
Key characteristics
| SGLC | BDGS | |
|---|---|---|
| YTD Return | 24.02% | 17.42% |
| 1Y Return | 35.05% | 24.06% |
| Sharpe Ratio | 2.51 | 4.22 |
| Sortino Ratio | 3.38 | 9.34 |
| Omega Ratio | 1.45 | 2.83 |
| Calmar Ratio | 3.79 | 9.62 |
| Martin Ratio | 16.29 | 59.94 |
| Ulcer Index | 2.09% | 0.38% |
| Daily Std Dev | 13.53% | 5.44% |
| Max Drawdown | -10.03% | -5.38% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SGLC and BDGS is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SGLC vs. BDGS - Performance Comparison
In the year-to-date period, SGLC achieves a 24.02% return, which is significantly higher than BDGS's 17.42% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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.
Dividends
SGLC vs. BDGS - Dividend Comparison
SGLC's dividend yield for the trailing twelve months is around 1.20%, more than BDGS's 0.71% yield.
| TTM | 2023 | |
|---|---|---|
SGLC SGI U.S. Large Cap Core ETF | 1.20% | 1.49% |
BDGS Bridges Capital Tactical ETF | 0.71% | 0.84% |
Drawdowns
SGLC vs. BDGS - Drawdown Comparison
The maximum SGLC drawdown since its inception was -10.03%, which is greater than BDGS's maximum drawdown of -5.38%. Use the drawdown chart below to compare losses from any high point for SGLC and BDGS. For additional features, visit the drawdowns tool.
Volatility
SGLC vs. BDGS - Volatility Comparison
SGI U.S. Large Cap Core ETF (SGLC) has a higher volatility of 4.32% compared to Bridges Capital Tactical ETF (BDGS) at 2.31%. This indicates that SGLC'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.