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BCPL vs. ZHOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCPL vs. ZHOG - Performance Comparison

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

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Returns By Period


BCPL

1D
-0.32%
1M
0.75%
YTD
6M
1Y
3Y*
5Y*
10Y*

ZHOG

1D
-0.09%
1M
0.31%
YTD
0.75%
6M
0.84%
1Y
4.79%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCPL vs. ZHOG - Yearly Performance Comparison


Correlation

The correlation between BCPL and ZHOG is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 12, 2026

0.80

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Return for Risk

BCPL vs. ZHOG — Risk / Return Rank

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

BCPL

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


ZHOG
ZHOG Risk / Return Rank: 8787
Overall Rank
ZHOG Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
ZHOG Sortino Ratio Rank: 9494
Sortino Ratio Rank
ZHOG Omega Ratio Rank: 9393
Omega Ratio Rank
ZHOG Calmar Ratio Rank: 7474
Calmar Ratio Rank
ZHOG Martin Ratio Rank: 8282
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. ZHOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Core Plus ETF (BCPL) and F/m Opportunistic Income ETF (ZHOG). 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.

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.


BCPLZHOGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.61

Calmar ratioReturn relative to maximum drawdown

3.68

Martin ratioReturn relative to average drawdown

15.83

BCPL vs. ZHOG - Sharpe Ratio Comparison


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Drawdowns

BCPL vs. ZHOG - Drawdown Comparison

The maximum BCPL drawdown since its inception was -2.95%, smaller than the maximum ZHOG drawdown of -3.66%. Use the drawdown chart below to compare losses from any high point for BCPL and ZHOG.


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Drawdown Indicators


BCPLZHOGDifference

Max Drawdown

Largest peak-to-trough decline

-2.95%

-3.66%

+0.71%

Max Drawdown (1Y)

Largest decline over 1 year

-1.31%

Current Drawdown

Current decline from peak

-1.04%

-0.28%

-0.76%

Average Drawdown

Average peak-to-trough decline

-1.04%

-0.69%

-0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

Volatility

BCPL vs. ZHOG - Volatility Comparison


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Volatility by Period


BCPLZHOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.47%

Volatility (6M)

Calculated over the trailing 6-month period

1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

4.04%

1.59%

+2.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.04%

3.98%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.04%

3.98%

+0.06%

BCPL vs. ZHOG - Expense Ratio Comparison

BCPL has a 0.40% expense ratio, which is lower than ZHOG's 0.43% expense ratio.


Dividends

BCPL vs. ZHOG - Dividend Comparison

BCPL's dividend yield for the trailing twelve months is around 1.56%, less than ZHOG's 5.12% yield.


PositionTTM202520242023
BCPL
BNY Mellon Core Plus ETF
1.56%0.00%0.00%0.00%
ZHOG
F/m Opportunistic Income ETF
5.12%5.35%5.50%1.70%

Frequently Asked Questions


BCPL and ZHOG have a correlation of 0.80, 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 0.43% for ZHOG.

ZHOG has the higher dividend yield at 5.12%, compared with 1.56% for BCPL.

They also come from different issuers: BNY Mellon and F/m Investments. Their fees differ too: 0.40% for BCPL and 0.43% for ZHOG.

Portfolio Optimizer

Find the right allocation for BCPL and ZHOG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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