USFI vs. BLST

Last updated Jul 30, 2026

USFI (BrandywineGLOBAL - U.S. Fixed Income ETF) and BLST (Bluemonte Short Term Bond ETF) are both exchange-traded funds - USFI is a Actively Managed fund actively managed by BrandywineGLOBAL, while BLST is a Short-Term Bond fund actively managed by Bluemonte. Both are actively managed. Over the past year, USFI returned 3.87% vs 2.70% for BLST. Their 0.77 correlation means they have sometimes moved together and sometimes differently. USFI charges 0.39%/yr vs 0.23%/yr for BLST.

Performance

USFI vs. BLST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BrandywineGLOBAL - U.S. Fixed Income ETF (USFI) and Bluemonte Short Term Bond ETF (BLST). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, USFI achieves a 0.45% return, which is significantly higher than BLST's 0.23% return.

USFI

• 1D: -0.33%
• 1M: -1.09%
• 6M: 0.39%
• YTD: 0.45%
• 1Y: 3.87%
• 3Y*: 3.61%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 3.79%

BLST

• 1D: -0.06%
• 1M: -0.54%
• 6M: 0.13%
• YTD: 0.23%
• 1Y: 2.70%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 2.65%

*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)
BLST Bluemonte Short Term Bond ETF	$246.66K	$341.10K	$409.30K
USFI BrandywineGLOBAL - U.S. Fixed Income ETF	$228.87	$276.61	$7.08K

USFI vs. BLST - Yearly Performance Comparison

	2026 (YTD)	2025
USFI BrandywineGLOBAL - U.S. Fixed Income ETF	0.45%	4.08%
BLST Bluemonte Short Term Bond ETF	0.23%	2.68%

Correlation

The correlation between USFI and BLST is 0.78, 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.	0.78
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025	0.77

The correlation between USFI and BLST has been stable across timeframes, ranging from 0.77 to 0.78 - a consistent structural relationship.

Return for Risk

USFI vs. BLST — Risk / Return Rank

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

USFI

USFI Risk / Return Rank: 65
USFI Sharpe Ratio Rank: 53
USFI Sortino Ratio Rank: 60
USFI Omega Ratio Rank: 53
USFI Calmar Ratio Rank: 88
USFI Martin Ratio Rank: 72

BLST

BLST Risk / Return Rank: 49
BLST Sharpe Ratio Rank: 53
BLST Sortino Ratio Rank: 53
BLST Omega Ratio Rank: 49
BLST Calmar Ratio Rank: 47
BLST Martin Ratio Rank: 43

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.

USFI vs. BLST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - U.S. Fixed Income ETF (USFI) and Bluemonte Short Term Bond ETF (BLST). 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.

	USFI	BLST	Difference
Sharpe ratio: Return per unit of total volatility	1.21	1.21	+0.01
Sortino ratio: Return per unit of downside risk	1.95	1.80	+0.15
Omega ratio: Gain probability vs. loss probability	1.23	1.21	+0.01
Calmar ratio: Return relative to maximum drawdown	3.52	1.61	+1.91
Martin ratio: Return relative to average drawdown	8.32	4.51	+3.81

USFI vs. BLST - Sharpe Ratio Comparison

The current USFI Sharpe Ratio is 1.21, which is comparable to the BLST Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of USFI and BLST, 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

USFI vs. BLST - Drawdown Comparison

The maximum USFI drawdown since its inception was -8.47%, which is greater than BLST's maximum drawdown of -1.69%. Use the drawdown chart below to compare losses from any high point for USFI and BLST.

Drawdown Indicators

	USFI	BLST	Difference
Max Drawdown Largest peak-to-trough decline	-8.47%	-1.69%	-6.78%
Max Drawdown (1Y) Largest decline over 1 year	-1.11%	-1.69%	+0.58%
Max Drawdown (3Y) Largest decline over 3 years	-8.47%	—	—
Current Drawdown Current decline from peak	-1.11%	-0.94%	-0.17%
Average Drawdown Average peak-to-trough decline	-2.06%	-0.41%	-1.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.47%	0.60%	-0.13%

Volatility

USFI vs. BLST - Volatility Comparison

BrandywineGLOBAL - U.S. Fixed Income ETF (USFI) has a higher volatility of 0.80% compared to Bluemonte Short Term Bond ETF (BLST) at 0.66%. This indicates that USFI's price experiences larger fluctuations and is considered to be riskier than BLST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	USFI	BLST	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.80%	0.66%	+0.14%
Volatility (6M) Calculated over the trailing 6-month period	1.65%	1.79%	-0.14%
Volatility (1Y) Calculated over the trailing 1-year period	3.22%	2.26%	+0.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.85%	2.26%	+4.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.85%	2.26%	+4.59%

USFI vs. BLST - Expense Ratio Comparison

USFI has a 0.39% expense ratio, which is higher than BLST's 0.23% expense ratio.

Dividends

USFI vs. BLST - Dividend Comparison

USFI's dividend yield for the trailing twelve months is around 4.46%, more than BLST's 4.05% yield.

Position	TTM	2025	2024	2023
BLST Bluemonte Short Term Bond ETF	4.05%	2.11%	0.00%	0.00%
USFI BrandywineGLOBAL - U.S. Fixed Income ETF	4.46%	4.42%	4.60%	1.83%

Frequently Asked Questions

Can I hold both USFI and BLST in my portfolio?

USFI and BLST have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, USFI or BLST?

USFI has higher volatility (0.80%) compared to BLST (0.66%). In terms of maximum drawdown, USFI dropped -8.47% vs BLST's -1.69%.

Which ETF is better, USFI or BLST?

On 1-year performance, USFI leads with 3.87% vs 2.70% for BLST. On fees, BLST is cheaper at 0.23% per year. On volatility, BLST has been the lower-risk option at 0.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, USFI or BLST?

Over the 1-year period, USFI has performed better with a 3.87% return vs 2.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, USFI or BLST?

BLST is cheaper with a 0.23% expense ratio, compared with 0.39% for USFI.

Which ETF pays a higher dividend yield, USFI or BLST?

USFI has the higher dividend yield at 4.46%, compared with 4.05% for BLST.

What is the main difference between USFI and BLST?

USFI is categorized as Actively Managed, while BLST is Short-Term Bond. They also come from different issuers: BrandywineGLOBAL and Bluemonte. Their fees differ too: 0.39% for USFI and 0.23% for BLST.

Which has better risk-adjusted returns?

USFI currently has the higher Sharpe Ratio (1.21 vs 1.21), 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.