USFI vs. BLUI

Last updated Jul 10, 2026

USFI (BrandywineGLOBAL - U.S. Fixed Income ETF) and BLUI (Bluemonte Diversified Income ETF) are both exchange-traded funds - USFI is a Actively Managed fund actively managed by BrandywineGLOBAL, while BLUI is a Multisector Bonds fund managed by Bluemonte. Over the past year, USFI returned 4.92% vs 7.40% for BLUI. A 0.57 correlation means they provide meaningful diversification when combined. USFI charges 0.39%/yr vs 0.75%/yr for BLUI.

Performance

USFI vs. BLUI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BrandywineGLOBAL - U.S. Fixed Income ETF (USFI) 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, USFI achieves a 1.17% return, which is significantly lower than BLUI's 3.94% return.

USFI

• 1D: 0.20%
• 1M: 0.14%
• 6M: 1.09%
• YTD: 1.17%
• 1Y: 4.92%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BLUI

• 1D: 0.01%
• 1M: 0.47%
• 6M: 3.53%
• YTD: 3.94%
• 1Y: 7.40%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

USFI vs. BLUI - Yearly Performance Comparison

	2026 (YTD)	2025
USFI BrandywineGLOBAL - U.S. Fixed Income ETF	1.17%	4.08%
BLUI Bluemonte Diversified Income ETF	3.94%	3.60%

Correlation

The correlation between USFI and BLUI is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.57
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025	0.57

The correlation between USFI and BLUI has been stable across timeframes, ranging from 0.57 to 0.57 - a consistent structural relationship.

Return for Risk

USFI vs. BLUI — Risk / Return Rank

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

USFI

USFI Risk / Return Rank: 68
USFI Sharpe Ratio Rank: 55
USFI Sortino Ratio Rank: 65
USFI Omega Ratio Rank: 57
USFI Calmar Ratio Rank: 91
USFI Martin Ratio Rank: 75

BLUI

BLUI Risk / Return Rank: 80
BLUI Sharpe Ratio Rank: 77
BLUI Sortino Ratio Rank: 81
BLUI Omega Ratio Rank: 82
BLUI Calmar Ratio Rank: 75
BLUI Martin Ratio Rank: 84

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.

USFI vs. BLUI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - U.S. Fixed Income ETF (USFI) 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.

	USFI	BLUI	Difference
Sharpe ratio: Return per unit of total volatility	1.50	1.94	-0.44
Sortino ratio: Return per unit of downside risk	2.40	2.87	-0.48
Omega ratio: Gain probability vs. loss probability	1.28	1.38	-0.10
Calmar ratio: Return relative to maximum drawdown	4.62	3.06	+1.56
Martin ratio: Return relative to average drawdown	11.07	13.40	-2.34

USFI vs. BLUI - Sharpe Ratio Comparison

The current USFI Sharpe Ratio is 1.50, which is comparable to the BLUI Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of USFI and BLUI, 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. BLUI - Drawdown Comparison

The maximum USFI drawdown since its inception was -8.47%, which is greater than BLUI's maximum drawdown of -2.43%. Use the drawdown chart below to compare losses from any high point for USFI and BLUI.

Drawdown Indicators

	USFI	BLUI	Difference
Max Drawdown Largest peak-to-trough decline	-8.47%	-2.43%	-6.04%
Max Drawdown (1Y) Largest decline over 1 year	-1.07%	-2.43%	+1.36%
Current Drawdown Current decline from peak	-0.39%	-0.16%	-0.23%
Average Drawdown Average peak-to-trough decline	-2.09%	-0.35%	-1.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.45%	0.55%	-0.10%

Volatility

USFI vs. BLUI - Volatility Comparison

The current volatility for BrandywineGLOBAL - U.S. Fixed Income ETF (USFI) is 0.90%, while Bluemonte Diversified Income ETF (BLUI) has a volatility of 1.01%. This indicates that USFI experiences smaller price fluctuations and is considered to be less risky than BLUI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	USFI	BLUI	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.90%	1.01%	-0.11%
Volatility (6M) Calculated over the trailing 6-month period	1.61%	3.11%	-1.50%
Volatility (1Y) Calculated over the trailing 1-year period	3.36%	3.83%	-0.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.91%	3.86%	+3.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.91%	3.86%	+3.05%

USFI vs. BLUI - Expense Ratio Comparison

USFI has a 0.39% expense ratio, which is lower than BLUI's 0.75% expense ratio.

Dividends

USFI vs. BLUI - Dividend Comparison

USFI's dividend yield for the trailing twelve months is around 4.43%, less than BLUI's 5.04% yield.

Position	TTM	2025	2024	2023
BLUI Bluemonte Diversified Income ETF	5.04%	2.91%	0.00%	0.00%
USFI BrandywineGLOBAL - U.S. Fixed Income ETF	4.43%	4.42%	4.60%	1.83%

Frequently Asked Questions

Can I hold both USFI and BLUI in my portfolio?

USFI and BLUI have a correlation of 0.57, 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 BLUI?

BLUI has higher volatility (1.01%) compared to USFI (0.90%). In terms of maximum drawdown, USFI dropped -8.47% vs BLUI's -2.43%.

Which ETF is better, USFI or BLUI?

On 1-year performance, BLUI leads with 7.40% vs 4.92% for USFI. On fees, USFI is cheaper at 0.39% per year. On volatility, USFI has been the lower-risk option at 0.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, USFI or BLUI?

Over the 1-year period, BLUI has performed better with a 7.40% return vs 4.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, USFI or BLUI?

USFI is cheaper with a 0.39% expense ratio, compared with 0.75% for BLUI.

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

BLUI has the higher dividend yield at 5.04%, compared with 4.43% for USFI.

What is the main difference between USFI and BLUI?

USFI is categorized as Actively Managed, while BLUI is Multisector Bonds. They also come from different issuers: BrandywineGLOBAL and Bluemonte. Their fees differ too: 0.39% for USFI and 0.75% for BLUI.

Which has better risk-adjusted returns?

BLUI currently has the higher Sharpe Ratio (1.94 vs 1.50), 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.