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BCPL vs. CAAA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCPL vs. CAAA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Core Plus ETF (BCPL) and First Trust Commercial Mortgage Opportunities ETF (CAAA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BCPL

1D
-0.08%
1M
0.38%
YTD
6M
1Y
3Y*
5Y*
10Y*

CAAA

1D
-0.34%
1M
-0.12%
YTD
0.56%
6M
0.55%
1Y
5.28%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCPL vs. CAAA - Yearly Performance Comparison


Correlation

The correlation between BCPL and CAAA is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 13, 2026

0.71

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Return for Risk

BCPL vs. CAAA — Risk / Return Rank

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

BCPL

CAAA
CAAA Risk / Return Rank: 5151
Overall Rank
CAAA Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
CAAA Sortino Ratio Rank: 5555
Sortino Ratio Rank
CAAA Omega Ratio Rank: 5151
Omega Ratio Rank
CAAA Calmar Ratio Rank: 5252
Calmar Ratio Rank
CAAA Martin Ratio Rank: 4747
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. CAAA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Core Plus ETF (BCPL) and First Trust Commercial Mortgage Opportunities ETF (CAAA). 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. CAAA - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BCPLCAAADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

1.83

-1.48

Drawdowns

BCPL vs. CAAA - Drawdown Comparison

The maximum BCPL drawdown since its inception was -2.95%, which is greater than CAAA's maximum drawdown of -2.24%. Use the drawdown chart below to compare losses from any high point for BCPL and CAAA.


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Drawdown Indicators


BCPLCAAADifference

Max Drawdown

Largest peak-to-trough decline

-2.95%

-2.24%

-0.71%

Max Drawdown (1Y)

Largest decline over 1 year

-2.08%

Current Drawdown

Current decline from peak

-1.12%

-1.04%

-0.08%

Average Drawdown

Average peak-to-trough decline

-1.05%

-0.56%

-0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

Volatility

BCPL vs. CAAA - Volatility Comparison


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Volatility by Period


BCPLCAAADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.16%

Volatility (1Y)

Calculated over the trailing 1-year period

4.04%

3.07%

+0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.04%

3.21%

+0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.04%

3.21%

+0.83%

BCPL vs. CAAA - Expense Ratio Comparison

BCPL has a 0.40% expense ratio, which is lower than CAAA's 0.55% expense ratio.


Dividends

BCPL vs. CAAA - Dividend Comparison

BCPL's dividend yield for the trailing twelve months is around 1.57%, less than CAAA's 5.30% yield.


PositionTTM20252024
BCPL
BNY Mellon Core Plus ETF
1.57%0.00%0.00%
CAAA
First Trust Commercial Mortgage Opportunities ETF
5.30%6.09%4.01%

Frequently Asked Questions


BCPL and CAAA have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BCPL is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BCPL is cheaper with a 0.40% expense ratio, compared with 0.55% for CAAA.

CAAA has the higher dividend yield at 5.30%, compared with 1.57% for BCPL.

They also come from different issuers: BNY Mellon and First Trust. Their fees differ too: 0.40% for BCPL and 0.55% for CAAA.

Portfolio Optimizer

Find the right allocation for BCPL and CAAA

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