STNC vs. BDGS

Last updated Aug 2, 2026

STNC (Hennessy Stance ESG ETF) and BDGS (Bridges Capital Tactical ETF) are both exchange-traded funds - STNC is a Large Cap Growth Equities fund actively managed by Hennessy, while BDGS is a Tactical Allocation fund actively managed by Bridges. Both are actively managed. Over the past 3 years, STNC returned 11.71%/yr vs 13.19%/yr for BDGS. Their 0.54 correlation means they have sometimes moved together and sometimes differently. STNC charges 0.85%/yr vs 0.87%/yr for BDGS.

Performance

STNC vs. BDGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hennessy Stance ESG ETF (STNC) and Bridges Capital Tactical ETF (BDGS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STNC achieves a 11.50% return, which is significantly higher than BDGS's 4.35% return.

STNC

• 1D: -0.02%
• 1M: -0.41%
• 6M: 6.93%
• YTD: 11.50%
• 1Y: 20.36%
• 3Y*: 11.71%
• 5Y*: 7.12%
• 10Y*: —
• ALL TIME*: 8.09%

BDGS

• 1D: 0.56%
• 1M: -0.71%
• 6M: 4.08%
• YTD: 4.35%
• 1Y: 10.14%
• 3Y*: 13.19%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 13.11%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BDGS Bridges Capital Tactical ETF	$35.83K	$93.96K	$183.58K
STNC Hennessy Stance ESG ETF	$80.91K	$76.39K	$55.00K

STNC vs. BDGS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
STNC Hennessy Stance ESG ETF	11.50%	10.33%	8.92%	6.99%
BDGS Bridges Capital Tactical ETF	4.35%	10.61%	19.07%	8.23%

Correlation

The correlation between STNC and BDGS is 0.44, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.44
Correlation (3Y) Balances recent behavior with more history.	0.55
Correlation (All Time) Calculated using the full available price history since May 11, 2023	0.54

The correlation between STNC and BDGS shifts across timeframes, from 0.44 (1 year) to 0.55 (3 years), reflecting how their relationship changes across market environments.

STNC vs. BDGS - Sectors Allocation Comparison

Sectors	STNC	BDGS
Technology	27.3%	38.9%
Consumer Cyclical	17.9%	12.2%
Healthcare	12.7%	7.1%
Industrials	11.6%	6.8%
Consumer Defensive	6.9%	3.6%
Financial Services	6.3%	9.3%
Communication Services	6.2%	15.1%
Utilities	4.6%	1.8%
Basic Materials	3.5%	1.3%
Real Estate	3.0%	1.5%
Energy	-	2.4%

Return for Risk

STNC vs. BDGS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

STNC

STNC Risk / Return Rank: 58
STNC Sharpe Ratio Rank: 54
STNC Sortino Ratio Rank: 58
STNC Omega Ratio Rank: 50
STNC Calmar Ratio Rank: 68
STNC Martin Ratio Rank: 60

BDGS

BDGS Risk / Return Rank: 64
BDGS Sharpe Ratio Rank: 59
BDGS Sortino Ratio Rank: 64
BDGS Omega Ratio Rank: 66
BDGS Calmar Ratio Rank: 59
BDGS Martin Ratio Rank: 71

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

STNC vs. BDGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hennessy Stance ESG ETF (STNC) 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.

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.

	STNC	BDGS	Difference
Sharpe ratio: Return per unit of total volatility	1.32	1.38	-0.06
Sortino ratio: Return per unit of downside risk	1.99	2.12	-0.13
Omega ratio: Gain probability vs. loss probability	1.23	1.28	-0.05
Calmar ratio: Return relative to maximum drawdown	2.39	2.04	+0.34
Martin ratio: Return relative to average drawdown	7.25	8.70	-1.45

STNC vs. BDGS - Sharpe Ratio Comparison

The current STNC Sharpe Ratio is 1.32, which is comparable to the BDGS Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of STNC and BDGS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

STNC vs. BDGS - Drawdown Comparison

The maximum STNC drawdown since its inception was -22.33%, which is greater than BDGS's maximum drawdown of -9.12%. Use the drawdown chart below to compare losses from any high point for STNC and BDGS.

Drawdown Indicators

	STNC	BDGS	Difference
Max Drawdown Largest peak-to-trough decline	-22.33%	-9.12%	-13.21%
Max Drawdown (1Y) Largest decline over 1 year	-8.09%	-4.76%	-3.33%
Max Drawdown (3Y) Largest decline over 3 years	-17.90%	-9.12%	-8.78%
Max Drawdown (5Y) Largest decline over 5 years	-22.33%	—	—
Current Drawdown Current decline from peak	-4.06%	-2.03%	-2.03%
Average Drawdown Average peak-to-trough decline	-5.82%	-0.69%	-5.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.66%	1.12%	+1.54%

Volatility

STNC vs. BDGS - Volatility Comparison

Hennessy Stance ESG ETF (STNC) has a higher volatility of 3.41% compared to Bridges Capital Tactical ETF (BDGS) at 3.21%. This indicates that STNC'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.

Volatility by Period

	STNC	BDGS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.41%	3.21%	+0.20%
Volatility (6M) Calculated over the trailing 6-month period	12.08%	6.11%	+5.97%
Volatility (1Y) Calculated over the trailing 1-year period	14.71%	7.06%	+7.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.74%	8.30%	+7.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.46%	8.30%	+7.16%

STNC vs. BDGS - Expense Ratio Comparison

STNC has a 0.85% expense ratio, which is lower than BDGS's 0.87% expense ratio.

Dividends

STNC vs. BDGS - Dividend Comparison

STNC's dividend yield for the trailing twelve months is around 0.91%, more than BDGS's 0.53% yield.

Position	TTM	2025	2024	2023	2022	2021
BDGS Bridges Capital Tactical ETF	0.53%	0.55%	1.81%	0.84%	0.00%	0.00%
STNC Hennessy Stance ESG ETF	0.91%	1.02%	0.96%	0.08%	0.58%	0.41%

Frequently Asked Questions

Can I hold both STNC and BDGS in my portfolio?

STNC and BDGS have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STNC or BDGS?

STNC has higher volatility (3.41%) compared to BDGS (3.21%). In terms of maximum drawdown, STNC dropped -22.33% vs BDGS's -9.12%.

Which ETF is better, STNC or BDGS?

On 3-year performance, BDGS leads with 13.19% vs 11.71% for STNC. On fees, STNC is cheaper at 0.85% per year. On volatility, BDGS has been the lower-risk option at 3.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STNC or BDGS?

Over the 3-year period, BDGS has performed better with a 13.19% return vs 11.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STNC or BDGS?

STNC is cheaper with a 0.85% expense ratio, compared with 0.87% for BDGS.

Which ETF pays a higher dividend yield, STNC or BDGS?

STNC has the higher dividend yield at 0.91%, compared with 0.53% for BDGS.

What is the main difference between STNC and BDGS?

STNC is categorized as Large Cap Growth Equities, while BDGS is Tactical Allocation. They also come from different issuers: Hennessy and Bridges. Their fees differ too: 0.85% for STNC and 0.87% for BDGS.

Which has better risk-adjusted returns?

BDGS currently has the higher Sharpe Ratio (1.38 vs 1.32), 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.