BEDY vs. CSTK

Last updated Apr 1, 2026

Compare and contrast key facts about BNY Mellon Enhanced Dividend Income ETF (BEDY) and Invesco Comstock Contrarian Equity ETF (CSTK).

BEDY and CSTK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BEDY is an actively managed fund by BNY Mellon. It was launched on Dec 8, 2025. CSTK is an actively managed fund by Invesco. It was launched on May 5, 2025.

Performance

BEDY vs. CSTK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Enhanced Dividend Income ETF (BEDY) and Invesco Comstock Contrarian Equity ETF (CSTK). The values are adjusted to include any dividend payments, if applicable.

BEDY vs. CSTK - Yearly Performance Comparison

	2026 (YTD)	2025
BEDY BNY Mellon Enhanced Dividend Income ETF	3.50%	1.62%
CSTK Invesco Comstock Contrarian Equity ETF	0.02%	1.96%

Returns By Period

In the year-to-date period, BEDY achieves a 3.50% return, which is significantly higher than CSTK's 0.02% return.

BEDY

• 1D: 1.58%
• 1M: -3.58%
• YTD: 3.50%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

CSTK

• 1D: 2.30%
• 1M: -5.52%
• YTD: 0.02%
• 6M: 4.52%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BEDY vs. CSTK - Expense Ratio Comparison

BEDY has a 0.50% expense ratio, which is higher than CSTK's 0.35% expense ratio.

BEDY

BNY Mellon Enhanced Dividend Income ETF

CSTK

Invesco Comstock Contrarian Equity ETF

Return for Risk

BEDY vs. CSTK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Enhanced Dividend Income ETF (BEDY) and Invesco Comstock Contrarian Equity ETF (CSTK). 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.

Sharpe Ratios by Period

	BEDY	CSTK	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	1.45	1.78	-0.33

Correlation

The correlation between BEDY and CSTK is 0.90, 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

BEDY vs. CSTK - Dividend Comparison

BEDY's dividend yield for the trailing twelve months is around 1.47%, less than CSTK's 1.97% yield.

	TTM	2025
BEDY BNY Mellon Enhanced Dividend Income ETF	1.47%	0.09%
CSTK Invesco Comstock Contrarian Equity ETF	1.97%	1.44%

Drawdowns

BEDY vs. CSTK - Drawdown Comparison

The maximum BEDY drawdown since its inception was -6.25%, smaller than the maximum CSTK drawdown of -8.87%. Use the drawdown chart below to compare losses from any high point for BEDY and CSTK.

Drawdown Indicators

	BEDY	CSTK	Difference
Max Drawdown Largest peak-to-trough decline	-6.25%	-8.87%	+2.62%
Current Drawdown Current decline from peak	-4.05%	-6.78%	+2.73%
Average Drawdown Average peak-to-trough decline	-1.52%	-1.26%	-0.26%

Volatility

Volatility by Period

	BEDY	CSTK	Difference
Volatility (1Y) Calculated over the trailing 1-year period	12.50%	11.70%	+0.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.50%	11.70%	+0.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.50%	11.70%	+0.80%