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BNY Mellon US Large Cap Core Equity ETF (BKLC)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US09661T1079

CUSIP

09661T107

Inception Date

Apr 9, 2020

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Morningstar US Large Cap Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

BKLC 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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Returns By Period

BNY Mellon US Large Cap Core Equity ETF (BKLC) returned 1.06% year-to-date (YTD) and 13.42% over the past 12 months.


BKLC

YTD

1.06%

1M

9.76%

6M

0.17%

1Y

13.42%

5Y*

17.42%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.60%

1M

9.64%

6M

-0.54%

1Y

11.47%

5Y*

15.67%

10Y*

10.79%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.02%-1.60%-6.40%-0.18%6.70%1.06%
20241.61%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%
20205.01%4.68%2.25%5.65%8.86%-4.20%-3.90%11.25%3.76%37.38%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BKLC is 72, 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 BKLC is 7272
Overall Rank
The Sharpe Ratio Rank of BKLC is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of BKLC is 7272
Sortino Ratio Rank
The Omega Ratio Rank of BKLC is 7575
Omega Ratio Rank
The Calmar Ratio Rank of BKLC is 7575
Calmar Ratio Rank
The Martin Ratio Rank of BKLC is 7474
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 US Large Cap Core Equity ETF (BKLC) 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 US Large Cap Core Equity ETF Sharpe ratios as of May 16, 2025 (values are recalculated daily):

  • 1-Year: 0.69
  • 5-Year: 0.96
  • All Time: 0.98

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 US Large Cap Core Equity ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

BNY Mellon US Large Cap Core Equity ETF provided a 1.21% dividend yield over the last twelve months, with an annual payout of $1.37 per share. The fund has been increasing its distributions for 4 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$1.4020202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020
Dividend$1.37$1.37$1.22$1.15$0.98$0.60

Dividend yield

1.21%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
2025$0.00$0.00$0.00$0.33$0.00$0.33
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
2020$0.25$0.00$0.00$0.18$0.00$0.18$0.60

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 3.54%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.14%Dec 28, 2021200Oct 12, 2022293Dec 12, 2023493
-19.05%Feb 20, 202534Apr 8, 2025
-10.03%Sep 3, 202014Sep 23, 202044Nov 24, 202058
-8.42%Jul 17, 202414Aug 5, 202432Sep 19, 202446
-6.15%Jun 9, 20203Jun 11, 202020Jul 10, 202023

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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