PortfoliosLab logoPortfoliosLab logo
Inception Date
Apr 9, 2020
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Morningstar US Mid Cap Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend
Assets Under Management
$658M

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

BKMC Performance Chart

BNY Mellon US Mid Cap Core Equity ETF (BKMC) is up 11.3% since the beginning of the year. BKMC is currently trading at $121 per share. Investors who bought $1,000 worth of BKMC shares 5 years ago would now be looking at an investment worth $1,457.


Loading charts...

S&P 500 Index

Returns By Period

BNY Mellon US Mid Cap Core Equity ETF (BKMC) has returned 11.34% so far this year and 21.96% over the past 12 months.


BNY Mellon US Mid Cap Core Equity ETF

1D
-0.86%
1M
1.78%
YTD
11.34%
6M
9.13%
1Y
21.96%
3Y*
15.64%
5Y*
7.82%
10Y*

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BKMC Monthly Returns History

Based on dividend-adjusted daily data since Apr 9, 2020, BKMC's average daily return is +0.07%, while the average monthly return is +1.33%. At this rate, an investment would double in approximately 4.4 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +13.7%, while the worst month was Jun 2022 at -9.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, BKMC closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +9.3%, while the worst single day was Apr 3, 2025 at -6.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.97%3.01%-6.35%6.92%2.67%0.17%11.34%
20254.36%-4.30%-5.77%-1.92%5.47%3.84%2.11%3.22%0.90%-0.01%1.42%-0.27%8.74%
2024-1.32%5.65%4.78%-7.03%3.63%-0.89%5.27%0.90%2.17%-0.34%8.64%-7.18%13.78%
20238.32%-2.52%-1.85%-0.79%-2.58%8.32%3.68%-3.66%-4.75%-4.88%9.49%9.29%17.50%
2022-6.73%-0.59%2.46%-7.40%0.48%-9.91%9.64%-2.93%-9.49%8.42%6.45%-5.15%-16.03%
20210.01%5.38%2.72%4.78%1.04%1.06%0.75%2.72%-3.75%6.17%-3.02%4.26%23.83%

Benchmark Metrics

BNY Mellon US Mid Cap Core Equity ETF has an annualized alpha of -0.87%, beta of 0.99, and R2 of 0.80 versus S&P 500 Index. Calculated based on daily prices since April 09, 2020.

  • This ETF participated in 102.39% of S&P 500 Index downside but only 96.45% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.99 and R2 of 0.80, 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
-0.87%
Beta
0.99
0.80
Upside Capture
96.45%
Downside Capture
102.39%

Expense Ratio

BKMC has an expense ratio of 0.04%, which is considered low.


Return for Risk

Risk / Return Rank

BKMC ranks 46 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


BKMC Risk / Return Rank: 4646
Overall Rank
BKMC Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
BKMC Sortino Ratio Rank: 4444
Sortino Ratio Rank
BKMC Omega Ratio Rank: 4040
Omega Ratio Rank
BKMC Calmar Ratio Rank: 4949
Calmar Ratio Rank
BKMC Martin Ratio Rank: 5353
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 Mid Cap Core Equity ETF (BKMC) 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.


BKMCBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.25

1.32

-0.07

Calmar ratioReturn relative to maximum drawdown

2.25

2.46

-0.21

Martin ratioReturn relative to average drawdown

8.61

10.92

-2.31

Dividends

Dividend History

BNY Mellon US Mid Cap Core Equity ETF provided a 1.38% dividend yield over the last twelve months, with an annual payout of $1.67 per share.


0.80%1.00%1.20%1.40%1.60%$0.00$0.50$1.00$1.50202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$1.67$1.47$1.56$1.25$1.28$1.09$0.67

Dividend yield

1.38%1.35%1.54%1.38%1.63%1.15%0.86%

Monthly Dividends

The table displays the monthly dividend distributions for BNY Mellon US Mid 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$0.52$0.00$0.00$0.52
2025$0.00$0.00$0.00$0.33$0.00$0.00$0.33$0.00$0.00$0.35$0.00$0.47$1.47
2024$0.00$0.00$0.00$0.37$0.00$0.00$0.31$0.00$0.00$0.35$0.00$0.54$1.56
2023$0.00$0.00$0.00$0.33$0.00$0.00$0.23$0.00$0.00$0.35$0.00$0.34$1.25
2022$0.00$0.00$0.00$0.33$0.00$0.00$0.32$0.00$0.00$0.35$0.00$0.28$1.28
2021$0.00$0.00$0.00$0.22$0.00$0.00$0.29$0.00$0.00$0.27$0.00$0.31$1.09

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the BNY Mellon US Mid 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 Mid Cap Core Equity ETF was 25.02%, occurring on Oct 14, 2022. Recovery took 342 trading sessions.

The current BNY Mellon US Mid Cap Core Equity ETF drawdown is 1.30%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-25.02%Oct 2022
11mo 1d1y 4mo
2y 3moNov 2021 - Feb 2024
2025 selloff2025
-23.68%Apr 2025
4mo 13d5mo 3d
9mo 16dNov 2024 - Sep 2025
2026 pullback2026
-9.82%Mar 2026
1mo 1d18d
1mo 19dFeb 2026 - Apr 2026
2020 pullback2020
-9.55%Jun 2020
2d1mo 23d
1mo 25dJun 2020 - Aug 2020
2024 pullback2024
-7.77%Apr 2024
17d2mo 29d
3mo 16dApr 2024 - Jul 2024

Drawdown Indicators


BKMCBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-25.02%

-56.78%

+31.76%

Max Drawdown (1Y)

Largest decline over 1 year

-9.82%

-9.10%

-0.72%

Max Drawdown (3Y)

Largest decline over 3 years

-23.68%

-18.90%

-4.78%

Max Drawdown (5Y)

Largest decline over 5 years

-25.02%

-25.43%

+0.41%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.30%

-3.21%

+1.91%

Average Drawdown

Average peak-to-trough decline

-6.50%

-10.71%

+4.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.04%

+0.52%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with BKMC

Add BNY Mellon US Mid Cap Core Equity ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with BKMC