See what your fund actually adds

Bluemonte Large Cap Value ETF BVAL

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

BVAL compared with its replication portfolio
MeasureBVALReplication
Annualized growth19.8%21.4%
Annualized volatility9.2%9.3%
Sharpe ratio2.012.15
Maximum drawdown6.5%6.4%
Replication fit (R²)0.99 · Tracking error 1.1%

Replication portfolio

The published portfolio below is the investable basket used to model BVAL’s historical return behavior.

BVAL replication basket weights
TickerBuilding blockWeight
VTVStyle · Value36.9%
VOOUS Large Cap25.4%
SCHDFactor · Dividend13.7%
VTIUS Broad Market13.1%
SPHQFactor · Quality10.9%