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BNY Mellon Core Bond ETF (BKAG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Inception Date

Apr 24, 2020

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Bloomberg Barclays US Aggregate Bond Index

Asset Class

Bond

Expense Ratio

BKAG has an expense ratio of 0.00%, meaning no management fees are charged.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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S&P 500

Returns By Period

BNY Mellon Core Bond ETF (BKAG) returned 2.35% year-to-date (YTD) and 6.11% over the past 12 months.


BKAG

YTD

2.35%

1M

-1.02%

6M

0.90%

1Y

6.11%

3Y*

1.19%

5Y*

-1.00%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of BKAG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.58%2.31%-0.01%0.45%-0.98%2.35%
2024-0.24%-1.47%0.93%-2.49%1.66%0.88%2.24%1.77%1.18%-2.47%1.07%-1.74%1.17%
20233.27%-2.63%2.72%0.49%-1.15%-0.24%-0.16%-0.57%-2.50%-1.63%4.54%3.75%5.67%
2022-2.10%-1.03%-2.97%-3.76%0.45%-1.39%2.30%-3.09%-3.96%-1.42%3.85%-0.73%-13.29%
2021-0.72%-1.52%-1.01%0.79%0.15%0.87%1.05%-0.16%-0.93%0.08%0.21%-0.23%-1.46%
20200.09%0.35%0.62%1.41%-0.93%0.13%-0.60%1.18%-0.10%2.15%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BKAG is 67, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of BKAG is 6767
Overall Rank
The Sharpe Ratio Rank of BKAG is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of BKAG is 7878
Sortino Ratio Rank
The Omega Ratio Rank of BKAG is 7070
Omega Ratio Rank
The Calmar Ratio Rank of BKAG is 4545
Calmar Ratio Rank
The Martin Ratio Rank of BKAG is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for BNY Mellon Core Bond ETF (BKAG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

BNY Mellon Core Bond ETF Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 1.16
  • 5-Year: -0.17
  • All Time: -0.15

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of BNY Mellon Core Bond ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

BNY Mellon Core Bond ETF provided a 4.22% dividend yield over the last twelve months, with an annual payout of $1.76 per share. The fund has been increasing its distributions for 4 consecutive years.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%$0.00$0.50$1.00$1.5020202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020
Dividend$1.76$1.76$1.42$1.04$0.76$0.59

Dividend yield

4.22%4.26%3.33%2.49%1.55%1.16%

Monthly Dividends

The table displays the monthly dividend distributions for BNY Mellon Core Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.14$0.14$0.14$0.16$0.58
2024$0.00$0.15$0.14$0.15$0.14$0.15$0.14$0.15$0.15$0.14$0.15$0.30$1.76
2023$0.00$0.11$0.11$0.12$0.11$0.13$0.12$0.12$0.13$0.12$0.14$0.22$1.42
2022$0.00$0.07$0.06$0.07$0.07$0.09$0.08$0.08$0.09$0.10$0.10$0.21$1.04
2021$0.00$0.07$0.07$0.08$0.06$0.06$0.06$0.05$0.06$0.06$0.06$0.14$0.76
2020$0.09$0.08$0.07$0.08$0.06$0.07$0.14$0.59

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the BNY Mellon Core Bond ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the BNY Mellon Core Bond ETF was 18.53%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current BNY Mellon Core Bond ETF drawdown is 7.03%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.53%Aug 5, 2020558Oct 20, 2022
-0.66%May 1, 20207May 11, 20207May 20, 202014
-0.41%Jun 3, 20203Jun 5, 20203Jun 10, 20206
-0.2%Jun 22, 20203Jun 24, 20202Jun 26, 20205
-0.17%Jul 24, 20202Jul 27, 20203Jul 30, 20205
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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