TIIV vs. BVAL

Last updated Jul 30, 2026

TIIV (AAM Todd International Intrinsic Value ETF) and BVAL (Bluemonte Large Cap Value ETF) are both exchange-traded funds - TIIV is a Actively Managed fund actively managed by AAM, while BVAL is a Large Cap Value Equities fund actively managed by Bluemonte. Both are actively managed. Over the past year, TIIV returned 25.15% vs 20.60% for BVAL. Their 0.76 correlation means they have sometimes moved together and sometimes differently. TIIV charges 0.54%/yr vs 0.24%/yr for BVAL.

Performance

TIIV vs. BVAL - Performance Comparison

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

Returns By Period

In the year-to-date period, TIIV achieves a 11.86% return, which is significantly lower than BVAL's 12.78% return.

TIIV

• 1D: -0.44%
• 1M: 2.59%
• 6M: 5.27%
• YTD: 11.86%
• 1Y: 25.15%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 23.71%

BVAL

• 1D: -1.32%
• 1M: 0.19%
• 6M: 9.36%
• YTD: 12.78%
• 1Y: 20.60%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 23.80%

*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)
BVAL Bluemonte Large Cap Value ETF	$714.64K	$748.31K	$1.01M
TIIV AAM Todd International Intrinsic Value ETF	$18.60K	$14.86K	$76.21K

TIIV vs. BVAL - Yearly Performance Comparison

	2026 (YTD)	2025
TIIV AAM Todd International Intrinsic Value ETF	11.86%	10.83%
BVAL Bluemonte Large Cap Value ETF	12.78%	6.72%

Correlation

The correlation between TIIV and BVAL is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.76
Correlation (All Time) Calculated using the full available price history since Jul 25, 2025	0.76

The correlation between TIIV and BVAL has been stable across timeframes, ranging from 0.76 to 0.76 - a consistent structural relationship.

Return for Risk

TIIV vs. BVAL — Risk / Return Rank

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

TIIV

TIIV Risk / Return Rank: 79
TIIV Sharpe Ratio Rank: 80
TIIV Sortino Ratio Rank: 82
TIIV Omega Ratio Rank: 80
TIIV Calmar Ratio Rank: 77
TIIV Martin Ratio Rank: 76

BVAL

BVAL Risk / Return Rank: 86
BVAL Sharpe Ratio Rank: 86
BVAL Sortino Ratio Rank: 86
BVAL Omega Ratio Rank: 85
BVAL Calmar Ratio Rank: 84
BVAL Martin Ratio Rank: 88

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.

TIIV vs. BVAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AAM Todd International Intrinsic Value ETF (TIIV) and Bluemonte Large Cap Value ETF (BVAL). 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	BVAL	Difference
Sharpe ratio: Return per unit of total volatility	1.76	1.99	-0.23
Sortino ratio: Return per unit of downside risk	2.58	2.81	-0.23
Omega ratio: Gain probability vs. loss probability	1.32	1.36	-0.03
Calmar ratio: Return relative to maximum drawdown	2.61	3.09	-0.48
Martin ratio: Return relative to average drawdown	9.09	12.96	-3.87

TIIV vs. BVAL - Sharpe Ratio Comparison

The current TIIV Sharpe Ratio is 1.76, which is comparable to the BVAL Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of TIIV and BVAL, 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

TIIV vs. BVAL - Drawdown Comparison

The maximum TIIV drawdown since its inception was -9.68%, which is greater than BVAL's maximum drawdown of -6.69%. Use the drawdown chart below to compare losses from any high point for TIIV and BVAL.

Drawdown Indicators

	TIIV	BVAL	Difference
Max Drawdown Largest peak-to-trough decline	-9.68%	-6.69%	-2.99%
Max Drawdown (1Y) Largest decline over 1 year	-9.68%	-6.69%	-2.99%
Current Drawdown Current decline from peak	-0.86%	-1.32%	+0.46%
Average Drawdown Average peak-to-trough decline	-1.79%	-0.87%	-0.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.78%	1.60%	+1.18%

Volatility

TIIV vs. BVAL - Volatility Comparison

AAM Todd International Intrinsic Value ETF (TIIV) has a higher volatility of 3.16% compared to Bluemonte Large Cap Value ETF (BVAL) at 2.42%. This indicates that TIIV's price experiences larger fluctuations and is considered to be riskier than BVAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TIIV	BVAL	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.16%	2.42%	+0.74%
Volatility (6M) Calculated over the trailing 6-month period	11.85%	7.84%	+4.01%
Volatility (1Y) Calculated over the trailing 1-year period	14.32%	10.38%	+3.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.38%	10.19%	+4.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.38%	10.19%	+4.19%

TIIV vs. BVAL - Expense Ratio Comparison

TIIV has a 0.54% expense ratio, which is higher than BVAL's 0.24% expense ratio.

Dividends

TIIV vs. BVAL - Dividend Comparison

TIIV's dividend yield for the trailing twelve months is around 3.18%, more than BVAL's 1.33% yield.

Position	TTM	2025
BVAL Bluemonte Large Cap Value ETF	1.33%	0.73%
TIIV AAM Todd International Intrinsic Value ETF	3.18%	2.33%

Frequently Asked Questions

Can I hold both TIIV and BVAL in my portfolio?

TIIV and BVAL have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TIIV or BVAL?

TIIV has higher volatility (3.16%) compared to BVAL (2.42%). In terms of maximum drawdown, TIIV dropped -9.68% vs BVAL's -6.69%.

Which ETF is better, TIIV or BVAL?

On 1-year performance, TIIV leads with 25.15% vs 20.60% for BVAL. On fees, BVAL is cheaper at 0.24% per year. On volatility, BVAL has been the lower-risk option at 2.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TIIV or BVAL?

Over the 1-year period, TIIV has performed better with a 25.15% return vs 20.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TIIV or BVAL?

BVAL is cheaper with a 0.24% expense ratio, compared with 0.54% for TIIV.

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

TIIV has the higher dividend yield at 3.18%, compared with 1.33% for BVAL.

What is the main difference between TIIV and BVAL?

TIIV is categorized as Actively Managed, while BVAL is Large Cap Value Equities. They also come from different issuers: AAM and Bluemonte. Their fees differ too: 0.54% for TIIV and 0.24% for BVAL.

Which has better risk-adjusted returns?

BVAL currently has the higher Sharpe Ratio (1.99 vs 1.76), 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.