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ISIN
US09661T1079
CUSIP
09661T107
Inception Date
Apr 9, 2020
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Morningstar US Large Cap Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$5B

Share Price Chart


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Performance

BKLC Performance Chart

BNY Mellon US Large Cap Core Equity ETF (BKLC) is up 9.0% since the beginning of the year. BKLC is currently trading at $142 per share. Investors who bought $1,000 worth of BKLC shares 5 years ago would now be looking at an investment worth $1,908.


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S&P 500 Index

Returns By Period

BNY Mellon US Large Cap Core Equity ETF (BKLC) has returned 9.04% so far this year and 25.68% over the past 12 months.


BNY Mellon US Large Cap Core Equity ETF

1D
0.43%
1M
-0.76%
YTD
9.04%
6M
9.42%
1Y
25.68%
3Y*
21.79%
5Y*
13.79%
10Y*

Benchmark (S&P 500 Index)

1D
0.50%
1M
-0.93%
YTD
8.56%
6M
8.85%
1Y
24.33%
3Y*
19.37%
5Y*
11.84%
10Y*
13.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BKLC Monthly Returns History

Based on dividend-adjusted daily data since Apr 9, 2020, BKLC's average daily return is +0.08%, while the average monthly return is +1.55%. At this rate, an investment would double in approximately 3.8 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +11.3%, while the worst month was Apr 2022 at -9.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, BKLC closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.5%, while the worst single day was Apr 4, 2025 at -6.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.15%-0.71%-4.99%10.43%5.61%-2.01%9.04%
20253.02%-1.60%-6.40%-0.18%7.13%4.49%3.11%1.53%3.83%2.30%0.11%0.03%18.06%
20241.62%5.27%3.21%-3.94%4.72%3.72%1.09%2.50%2.22%-0.84%6.43%-2.47%25.56%
20236.18%-2.22%4.63%1.80%1.37%6.44%3.31%-1.14%-4.50%-1.80%9.45%4.63%30.88%
2022-5.65%-3.41%3.99%-9.79%-0.27%-8.24%9.55%-4.05%-9.20%7.80%4.91%-5.88%-20.52%
2021-0.76%2.10%3.77%5.22%0.36%3.21%2.53%3.04%-4.78%7.04%-0.72%4.01%27.41%

Benchmark Metrics

BNY Mellon US Large Cap Core Equity ETF has an annualized alpha of 1.44%, beta of 1.00, and R2 of 0.97 versus S&P 500 Index. Calculated based on daily prices since April 09, 2020.

  • This ETF captured 105.52% of S&P 500 Index gains and 100.01% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.00 and R2 of 0.97, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.44%
Beta
1.00
0.97
Upside Capture
105.52%
Downside Capture
100.01%

Expense Ratio

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


Return for Risk

Risk / Return Rank

BKLC ranks 65 for risk / return — better than 65% 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.


BKLC Risk / Return Rank: 6565
Overall Rank
BKLC Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BKLC Sortino Ratio Rank: 6262
Sortino Ratio Rank
BKLC Omega Ratio Rank: 6767
Omega Ratio Rank
BKLC Calmar Ratio Rank: 5959
Calmar Ratio Rank
BKLC Martin Ratio Rank: 7171
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 US Large Cap Core Equity ETF (BKLC) 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.


BKLCBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.35

1.34

+0.02

Calmar ratioReturn relative to maximum drawdown

2.69

2.53

+0.16

Martin ratioReturn relative to average drawdown

11.95

11.37

+0.58

Dividends

Dividend History

BNY Mellon US Large Cap Core Equity ETF provided a 1.03% dividend yield over the last twelve months, with an annual payout of $1.46 per share. The fund has been increasing its distributions for 5 consecutive years.


0.80%1.00%1.20%1.40%1.60%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.40202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$1.46$1.38$1.37$1.22$1.15$0.98$0.60

Dividend yield

1.03%1.05%1.22%1.35%1.64%1.10%0.84%

Monthly Dividends

The table displays the monthly dividend distributions for BNY Mellon US Large Cap Core Equity 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$0.42$0.00$0.00$0.42
2025$0.00$0.00$0.00$0.33$0.00$0.00$0.33$0.00$0.00$0.33$0.00$0.39$1.38
2024$0.00$0.00$0.00$0.33$0.00$0.00$0.34$0.00$0.00$0.34$0.00$0.36$1.37
2023$0.00$0.00$0.00$0.26$0.00$0.00$0.31$0.00$0.00$0.31$0.00$0.35$1.22
2022$0.00$0.00$0.00$0.26$0.00$0.00$0.30$0.00$0.00$0.29$0.00$0.30$1.15
2021$0.00$0.00$0.00$0.21$0.00$0.00$0.26$0.00$0.00$0.26$0.00$0.26$0.98

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 US Large Cap Core Equity 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 US Large Cap Core Equity ETF was 26.14%, occurring on Oct 12, 2022. Recovery took 293 trading sessions.

The current BNY Mellon US Large Cap Core Equity ETF drawdown is 2.43%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-26.14%Oct 2022
9mo 18d1y 2mo
1y 11moDec 2021 - Dec 2023
2025 selloff2025
-19.05%Apr 2025
1mo 17d2mo 19d
4mo 6dFeb 2025 - Jun 2025
2020 correction2020
-10.03%Sep 2020
20d2mo 2d
2mo 22dSep 2020 - Nov 2020
2026 pullback2026
-9.10%Mar 2026
2mo16d
2mo 16dJan 2026 - Apr 2026
2024 pullback2024
-8.42%Aug 2024
19d1mo 15d
2mo 4dJul 2024 - Sep 2024

Drawdown Indicators


BKLCBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-26.14%

-56.78%

+30.64%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

-9.10%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-19.05%

-18.90%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-26.14%

-25.43%

-0.71%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-2.43%

-2.34%

-0.09%

Average Drawdown

Average peak-to-trough decline

-5.26%

-10.72%

+5.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

2.02%

+0.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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