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BCPL vs. BKGI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BCPL vs. BKGI - Performance Comparison

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

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BCPL vs. BKGI - Yearly Performance Comparison


Returns By Period


BCPL

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

BKGI

1D
0.68%
1M
-0.22%
YTD
11.38%
6M
16.57%
1Y
32.04%
3Y*
21.87%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BCPL vs. BKGI - Expense Ratio Comparison

BCPL has a 0.40% expense ratio, which is lower than BKGI's 0.65% expense ratio.


Return for Risk

BCPL vs. BKGI — Risk / Return Rank

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

BCPL

BKGI
BKGI Risk / Return Rank: 9292
Overall Rank
BKGI Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
BKGI Sortino Ratio Rank: 9191
Sortino Ratio Rank
BKGI Omega Ratio Rank: 9494
Omega Ratio Rank
BKGI Calmar Ratio Rank: 8888
Calmar Ratio Rank
BKGI Martin Ratio Rank: 9494
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. BKGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Core Plus ETF (BCPL) and Bny Mellon Global Infrastructure Income ETF (BKGI). 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. BKGI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BCPLBKGIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.33

1.68

-2.01

Correlation

The correlation between BCPL and BKGI is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BCPL vs. BKGI - Dividend Comparison

BCPL's dividend yield for the trailing twelve months is around 0.97%, less than BKGI's 2.71% yield.


TTM2025202420232022
BCPL
BNY Mellon Core Plus ETF
0.97%0.00%0.00%0.00%0.00%
BKGI
Bny Mellon Global Infrastructure Income ETF
2.71%2.65%4.55%4.55%0.53%

Drawdowns

BCPL vs. BKGI - Drawdown Comparison

The maximum BCPL drawdown since its inception was -2.95%, smaller than the maximum BKGI drawdown of -14.79%. Use the drawdown chart below to compare losses from any high point for BCPL and BKGI.


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Drawdown Indicators


BCPLBKGIDifference

Max Drawdown

Largest peak-to-trough decline

-2.95%

-14.79%

+11.84%

Max Drawdown (1Y)

Largest decline over 1 year

-10.35%

Current Drawdown

Current decline from peak

-1.96%

-2.91%

+0.95%

Average Drawdown

Average peak-to-trough decline

-0.79%

-2.61%

+1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

Volatility

BCPL vs. BKGI - Volatility Comparison


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Volatility by Period


BCPLBKGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

Volatility (6M)

Calculated over the trailing 6-month period

7.89%

Volatility (1Y)

Calculated over the trailing 1-year period

4.25%

14.67%

-10.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.25%

14.06%

-9.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.25%

14.06%

-9.81%