TIIV vs. BLUI

Last updated Jul 17, 2026

TIIV (AAM Todd International Intrinsic Value ETF) and BLUI (Bluemonte Diversified Income ETF) are both exchange-traded funds - TIIV is a Actively Managed fund actively managed by AAM, while BLUI is a Multisector Bonds fund managed by Bluemonte. At a 0.48 correlation, their price movements are largely independent. TIIV charges 0.54%/yr vs 0.75%/yr for BLUI.

Performance

TIIV vs. BLUI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AAM Todd International Intrinsic Value ETF (TIIV) and Bluemonte Diversified Income ETF (BLUI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TIIV achieves a 12.20% return, which is significantly higher than BLUI's 4.44% return.

TIIV

• 1D: -0.26%
• 1M: 1.25%
• 6M: 8.13%
• YTD: 12.20%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BLUI

• 1D: 0.31%
• 1M: 0.74%
• 6M: 3.13%
• YTD: 4.44%
• 1Y: 8.22%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TIIV vs. BLUI - Yearly Performance Comparison

	2026 (YTD)	2025
TIIV AAM Todd International Intrinsic Value ETF	12.20%	10.83%
BLUI Bluemonte Diversified Income ETF	4.44%	2.92%

Correlation

The correlation between TIIV and BLUI is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 25, 2025	0.48

Return for Risk

TIIV vs. BLUI — Risk / Return Rank

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

TIIV

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BLUI

BLUI Risk / Return Rank: 85
BLUI Sharpe Ratio Rank: 84
BLUI Sortino Ratio Rank: 87
BLUI Omega Ratio Rank: 88
BLUI Calmar Ratio Rank: 81
BLUI Martin Ratio Rank: 88

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.

TIIV vs. BLUI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AAM Todd International Intrinsic Value ETF (TIIV) and Bluemonte Diversified Income ETF (BLUI). 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.

	TIIV	BLUI	Difference
Sharpe ratio: Return per unit of total volatility	—	2.15	—
Sortino ratio: Return per unit of downside risk	—	3.20	—
Omega ratio: Gain probability vs. loss probability	—	1.43	—
Calmar ratio: Return relative to maximum drawdown	—	3.40	—
Martin ratio: Return relative to average drawdown	—	14.91	—

Drawdowns

TIIV vs. BLUI - Drawdown Comparison

The maximum TIIV drawdown since its inception was -9.68%, which is greater than BLUI's maximum drawdown of -2.43%. Use the drawdown chart below to compare losses from any high point for TIIV and BLUI.

Drawdown Indicators

	TIIV	BLUI	Difference
Max Drawdown Largest peak-to-trough decline	-9.68%	-2.43%	-7.25%
Max Drawdown (1Y) Largest decline over 1 year	—	-2.43%	—
Current Drawdown Current decline from peak	-0.26%	0.00%	-0.26%
Average Drawdown Average peak-to-trough decline	-1.84%	-0.35%	-1.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.55%	—

Volatility

Volatility by Period

	TIIV	BLUI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.13%	—
Volatility (6M) Calculated over the trailing 6-month period	—	3.16%	—
Volatility (1Y) Calculated over the trailing 1-year period	14.49%	3.85%	+10.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.49%	3.88%	+10.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.49%	3.88%	+10.61%

TIIV vs. BLUI - Expense Ratio Comparison

TIIV has a 0.54% expense ratio, which is lower than BLUI's 0.75% expense ratio.

Dividends

TIIV vs. BLUI - Dividend Comparison

TIIV's dividend yield for the trailing twelve months is around 3.17%, less than BLUI's 5.02% yield.

Position	TTM	2025
BLUI Bluemonte Diversified Income ETF	5.02%	2.91%
TIIV AAM Todd International Intrinsic Value ETF	3.17%	2.33%

Frequently Asked Questions

Can I hold both TIIV and BLUI in my portfolio?

TIIV and BLUI have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TIIV or BLUI?

On fees, TIIV is cheaper at 0.54% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TIIV or BLUI?

TIIV is cheaper with a 0.54% expense ratio, compared with 0.75% for BLUI.

Which ETF pays a higher dividend yield, TIIV or BLUI?

BLUI has the higher dividend yield at 5.02%, compared with 3.17% for TIIV.

What is the main difference between TIIV and BLUI?

TIIV is categorized as Actively Managed, while BLUI is Multisector Bonds. They also come from different issuers: AAM and Bluemonte. Their fees differ too: 0.54% for TIIV and 0.75% for BLUI.