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Inception Date
Nov 2, 2022
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Value
Assets Under Management
$1B

Share Price Chart


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Performance

BKGI Performance Chart

Bny Mellon Global Infrastructure Income ETF (BKGI) is up 11.7% since the beginning of the year. BKGI is currently trading at $45 per share.


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S&P 500 Index

Returns By Period

Bny Mellon Global Infrastructure Income ETF (BKGI) has returned 11.73% so far this year and 21.46% over the past 12 months.


Bny Mellon Global Infrastructure Income ETF

1D
0.25%
1M
-3.46%
YTD
11.73%
6M
12.71%
1Y
21.46%
3Y*
21.90%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BKGI Monthly Returns History

Based on dividend-adjusted daily data since Nov 3, 2022, BKGI's average daily return is +0.08%, while the average monthly return is +1.74%. At this rate, an investment would double in approximately 3.3 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2022 with a return of +11.4%, while the worst month was Sep 2023 at -6.2%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 2 months.

On a daily basis, BKGI closed higher 54% of trading days. The best single day was Nov 10, 2022 with a return of +4.9%, while the worst single day was Apr 4, 2025 at -6.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.81%9.39%-3.70%2.59%0.22%-1.58%11.73%
20254.21%4.37%5.12%5.05%4.68%3.83%-0.32%-0.88%1.55%2.48%3.59%-1.09%37.53%
2024-1.29%0.85%3.85%-1.62%7.73%-6.13%6.02%4.95%3.41%-1.97%1.92%-4.99%12.35%
20236.19%-3.80%1.91%4.95%-6.01%4.62%2.20%-3.21%-6.16%0.01%7.63%2.22%9.72%
202211.43%-2.59%8.54%

Benchmark Metrics

Bny Mellon Global Infrastructure Income ETF has an annualized alpha of 11.62%, beta of 0.49, and R2 of 0.29 versus S&P 500 Index. Calculated based on daily prices since November 03, 2022.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (68.36%) than losses (22.42%) - typical of diversified or defensive assets.
  • Beta of 0.49 may look defensive, but with R2 of 0.29 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.29 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
11.62%
Beta
0.49
0.29
Upside Capture
68.36%
Downside Capture
22.42%

Expense Ratio

BKGI has an expense ratio of 0.65%, placing it in the medium range.


Return for Risk

Risk / Return Rank

BKGI ranks 60 for risk / return — better than 60% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


BKGI Risk / Return Rank: 6060
Overall Rank
BKGI Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
BKGI Sortino Ratio Rank: 5555
Sortino Ratio Rank
BKGI Omega Ratio Rank: 5656
Omega Ratio Rank
BKGI Calmar Ratio Rank: 7272
Calmar Ratio Rank
BKGI Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Bny Mellon Global Infrastructure Income ETF (BKGI) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BKGIBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.34

1.37

-0.03

Calmar ratioReturn relative to maximum drawdown

3.50

2.78

+0.71

Martin ratioReturn relative to average drawdown

11.02

12.44

-1.42

Dividends

Dividend History

Bny Mellon Global Infrastructure Income ETF provided a 2.70% dividend yield over the last twelve months, with an annual payout of $1.21 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.402022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$1.21$1.07$1.37$1.28$0.14

Dividend yield

2.70%2.65%4.55%4.55%0.53%

Monthly Dividends

The table displays the monthly dividend distributions for Bny Mellon Global Infrastructure Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.21$0.00$0.00$0.21
2025$0.00$0.00$0.00$0.07$0.00$0.00$0.48$0.00$0.00$0.30$0.00$0.22$1.07
2024$0.00$0.00$0.00$0.30$0.00$0.00$0.35$0.00$0.00$0.31$0.00$0.41$1.37
2023$0.00$0.00$0.00$0.18$0.00$0.00$0.58$0.00$0.00$0.27$0.00$0.25$1.28
2022$0.14$0.14

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 Global Infrastructure Income 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 Global Infrastructure Income ETF was 14.79%, occurring on Oct 3, 2023. Recovery took 121 trading sessions.

The current Bny Mellon Global Infrastructure Income ETF drawdown is 3.55%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 correction2023
-14.79%Oct 2023
4mo 27d5mo 26d
10mo 23dMay 2023 - Mar 2024
2025 selloff2025
-10.35%Apr 2025
4d14d
18dApr 2025 - Apr 2025
2024 pullback2024
-8.06%Dec 2024
2mo 2d1mo 24d
3mo 26dOct 2024 - Feb 2025
2023 pullback2023
-7.54%Mar 2023
1mo 12d25d
2mo 7dFeb 2023 - Apr 2023
2024 pullback2024
-6.97%Jun 2024
27d1mo 28d
2mo 25dMay 2024 - Aug 2024

Drawdown Indicators


BKGIBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-14.79%

-56.78%

+41.99%

Max Drawdown (1Y)

Largest decline over 1 year

-6.16%

-9.10%

+2.94%

Max Drawdown (3Y)

Largest decline over 3 years

-14.16%

-18.90%

+4.74%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-3.55%

-1.80%

-1.75%

Average Drawdown

Average peak-to-trough decline

-2.56%

-10.71%

+8.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

2.03%

-0.08%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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