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Sortino ratio is not yet available for BCPL. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares BNY Mellon Core Plus ETF's Sortino Ratio with other ETFs in the Intermediate Core-Plus Bond category across multiple time periods, showing how BCPL's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.


SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
ZHOGF/m Opportunistic Income ETF5.35
BNDSInfrastructure Capital Bond Income ETF5.30
MBSAngel Oak Mortgage-Backed Securities ETF3.35
CFITCambria Fixed Income Trend ETF3.17
SJCPSanJac Alpha Core Plus Bond ETF2.93
BYLDiShares Yield Optimized Bond ETF2.65
CAAAFirst Trust Commercial Mortgage Opportunities ETF2.63
GTOInvesco Total Return Bond ETF2.62
PRIVState Street IG Public & Private Credit ETF2.52
NBTRNeuberger Total Return Bond ETF2.52
BCPLBNY Mellon Core Plus ETF

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows BCPL's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when BCPL consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.


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