Summary
BGIG
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 19.51% Volatility 13.81% Sharpe 0.77
Official loaded data — not a live quote.

BAHL & GAYNOR INCOME GROWTH ETF

Symbol: BGIG

Exchange: NYSE

Sector: Technology

Category: Large Value

Inception date: 14/09/2023

Latest date: 03/06/2026

Current price: $35.27

Expense ratio: 0.45%

Assets under management
$2.1B
-0.03% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

1.82%

Ann. -38.91% (Sharpe / Sortino numerator)

Volatility

12.18%

Sharpe ratio

-3.492

VaR 95%

-1.33%

CVaR 95%: -1.47%
Max drawdown: -4.93%
Sortino ratio: -5.248
Calmar ratio: -7.90

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

3.00%

Ann. 11.34% (Sharpe / Sortino numerator)

Volatility

10.21%

Sharpe ratio

0.755

VaR 95%

-1.27%

CVaR 95%: -1.39%
Max drawdown: -5.95%
Sortino ratio: 1.028
Calmar ratio: 1.90

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

9.56%

Ann. 7.88% (Sharpe / Sortino numerator)

Volatility

9.70%

Sharpe ratio

0.438

VaR 95%

-0.99%

CVaR 95%: -1.33%
Max drawdown: -5.95%
Sortino ratio: 0.620
Calmar ratio: 1.32

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

19.51%

Ann. 14.29% (Sharpe / Sortino numerator)

Volatility

13.81%

Sharpe ratio

0.772

VaR 95%

-1.14%

CVaR 95%: -1.99%
Max drawdown: -7.86%
Sortino ratio: 0.901
Calmar ratio: 1.82

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

32.50%

Ann. 12.10% (Sharpe / Sortino numerator)

Volatility

12.46%

Sharpe ratio

0.680

VaR 95%

-1.03%

CVaR 95%: -1.72%
Max drawdown: -13.23%
Sortino ratio: 0.888
Calmar ratio: 0.91

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

50.26%

Ann. 16.38% (Sharpe / Sortino numerator)

Volatility

12.11%

Sharpe ratio

1.056

VaR 95%

-1.02%

CVaR 95%: -1.61%
Max drawdown: -13.23%
Sortino ratio: 1.439
Calmar ratio: 1.24

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.073%

Best day

2.047%

06/02/2026
Worst day

-1.598%

18/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $35.28 $35.52 $35.23 $35.27 113,500
02/06/2026 $35.01 $35.38 $35.01 $35.35 61,000
01/06/2026 $35.09 $35.13 $35.01 $35.03 175,300
29/05/2026 $35.14 $35.21 $35.06 $35.15 159,200
28/05/2026 $35.27 $35.36 $35.16 $35.21 178,800
27/05/2026 $35.24 $35.39 $35.24 $35.29 164,200
26/05/2026 $35.49 $35.53 $35.24 $35.26 159,200
22/05/2026 $35.41 $35.49 $35.26 $35.42 171,400
21/05/2026 $35.03 $35.23 $34.98 $35.19 100,600
20/05/2026 $35.08 $35.22 $35.05 $35.12 109,600