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BCPL vs. APCB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BCPL vs. APCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Core Plus ETF (BCPL) and ActivePassive Core Bond ETF (APCB). The values are adjusted to include any dividend payments, if applicable.

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BCPL vs. APCB - Yearly Performance Comparison


Returns By Period


BCPL

1D
0.05%
1M
-1.50%
YTD
6M
1Y
3Y*
5Y*
10Y*

APCB

1D
0.10%
1M
-1.41%
YTD
-0.12%
6M
0.73%
1Y
3.91%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BCPL vs. APCB - Expense Ratio Comparison

BCPL has a 0.40% expense ratio, which is higher than APCB's 0.36% expense ratio.


Return for Risk

BCPL vs. APCB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BCPL

APCB
APCB Risk / Return Rank: 4949
Overall Rank
APCB Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
APCB Sortino Ratio Rank: 4949
Sortino Ratio Rank
APCB Omega Ratio Rank: 4242
Omega Ratio Rank
APCB Calmar Ratio Rank: 5757
Calmar Ratio Rank
APCB Martin Ratio Rank: 4545
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.

BCPL vs. APCB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Core Plus ETF (BCPL) and ActivePassive Core Bond ETF (APCB). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BCPL vs. APCB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BCPLAPCBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.33

0.68

-1.01

Correlation

The correlation between BCPL and APCB is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BCPL vs. APCB - Dividend Comparison

BCPL's dividend yield for the trailing twelve months is around 0.97%, less than APCB's 4.35% yield.


TTM202520242023
BCPL
BNY Mellon Core Plus ETF
0.97%0.00%0.00%0.00%
APCB
ActivePassive Core Bond ETF
4.35%4.35%4.74%2.22%

Drawdowns

BCPL vs. APCB - Drawdown Comparison

The maximum BCPL drawdown since its inception was -2.95%, smaller than the maximum APCB drawdown of -6.42%. Use the drawdown chart below to compare losses from any high point for BCPL and APCB.


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Drawdown Indicators


BCPLAPCBDifference

Max Drawdown

Largest peak-to-trough decline

-2.95%

-6.42%

+3.47%

Max Drawdown (1Y)

Largest decline over 1 year

-2.51%

Current Drawdown

Current decline from peak

-1.96%

-1.81%

-0.15%

Average Drawdown

Average peak-to-trough decline

-0.79%

-1.51%

+0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

Volatility

BCPL vs. APCB - Volatility Comparison


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Volatility by Period


BCPLAPCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

Volatility (6M)

Calculated over the trailing 6-month period

2.32%

Volatility (1Y)

Calculated over the trailing 1-year period

4.25%

3.89%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.25%

4.91%

-0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.25%

4.91%

-0.66%