BAHL & GAYNOR INCOME GROWTH ETF
Symbol: BGIG
Exchange: NYSE
Sector: Technology
Category: Large Value
Inception date: 14/09/2023
Latest date: 16/07/2026
Current price: $36.10
Expense ratio: 0.45%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.67%
Ann. -38.91% (Sharpe / Sortino numerator)
Volatility
12.18%
Sharpe ratio
-3.492
VaR 95%
-1.33%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
5.78%
Ann. 11.34% (Sharpe / Sortino numerator)
Volatility
10.21%
Sharpe ratio
0.755
VaR 95%
-1.27%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
9.59%
Ann. 7.88% (Sharpe / Sortino numerator)
Volatility
9.70%
Sharpe ratio
0.438
VaR 95%
-0.99%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
20.11%
Ann. 14.29% (Sharpe / Sortino numerator)
Volatility
13.81%
Sharpe ratio
0.772
VaR 95%
-1.14%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
30.32%
Ann. 12.10% (Sharpe / Sortino numerator)
Volatility
12.46%
Sharpe ratio
0.680
VaR 95%
-1.03%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
54.72%
Ann. 16.38% (Sharpe / Sortino numerator)
Volatility
12.11%
Sharpe ratio
1.056
VaR 95%
-1.02%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.
Average daily return
0.075%
Best day
2.048%
Worst day
-1.598%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $35.85 | $36.10 | $35.85 | $36.10 | 83,100 |
| 15/07/2026 | $35.88 | $35.98 | $35.75 | $35.78 | 92,100 |
| 14/07/2026 | $36.05 | $36.13 | $35.82 | $35.91 | 92,600 |
| 13/07/2026 | $36.07 | $36.16 | $36.00 | $36.03 | 89,300 |
| 10/07/2026 | $36.10 | $36.13 | $35.91 | $36.07 | 107,300 |
| 09/07/2026 | $36.12 | $36.21 | $36.05 | $36.10 | 64,200 |
| 08/07/2026 | $36.04 | $36.15 | $35.99 | $35.99 | 92,200 |
| 07/07/2026 | $36.20 | $36.33 | $36.16 | $36.21 | 93,800 |
| 06/07/2026 | $36.02 | $36.08 | $35.95 | $36.05 | 80,800 |
| 02/07/2026 | $35.92 | $36.01 | $35.78 | $35.96 | 63,800 |