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BKAG vs. BKUI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BKAG vs. BKUI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Core Bond ETF (BKAG) and BNY Mellon Ultra Short Income ETF (BKUI). The values are adjusted to include any dividend payments, if applicable.

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BKAG vs. BKUI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BKAG
BNY Mellon Core Bond ETF
0.22%7.23%1.17%5.67%-13.29%-0.46%
BKUI
BNY Mellon Ultra Short Income ETF
0.73%4.93%5.50%5.75%-0.08%-0.26%

Returns By Period

In the year-to-date period, BKAG achieves a 0.22% return, which is significantly lower than BKUI's 0.73% return.


BKAG

1D
0.43%
1M
-1.66%
YTD
0.22%
6M
1.13%
1Y
4.43%
3Y*
3.61%
5Y*
0.22%
10Y*

BKUI

1D
0.04%
1M
0.06%
YTD
0.73%
6M
1.85%
1Y
4.32%
3Y*
5.29%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BKAG vs. BKUI - Expense Ratio Comparison

BKAG has a 0.00% expense ratio, which is lower than BKUI's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

BKAG vs. BKUI — Risk / Return Rank

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

BKAG
BKAG Risk / Return Rank: 5959
Overall Rank
BKAG Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BKAG Sortino Ratio Rank: 5757
Sortino Ratio Rank
BKAG Omega Ratio Rank: 4949
Omega Ratio Rank
BKAG Calmar Ratio Rank: 7474
Calmar Ratio Rank
BKAG Martin Ratio Rank: 5656
Martin Ratio Rank

BKUI
BKUI Risk / Return Rank: 9999
Overall Rank
BKUI Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BKUI Sortino Ratio Rank: 9999
Sortino Ratio Rank
BKUI Omega Ratio Rank: 9999
Omega Ratio Rank
BKUI Calmar Ratio Rank: 9999
Calmar Ratio Rank
BKUI Martin Ratio Rank: 9999
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.

BKAG vs. BKUI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Core Bond ETF (BKAG) and BNY Mellon Ultra Short Income ETF (BKUI). 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.


BKAGBKUIDifference

Sharpe ratio

Return per unit of total volatility

1.02

9.39

-8.37

Sortino ratio

Return per unit of downside risk

1.42

19.70

-18.28

Omega ratio

Gain probability vs. loss probability

1.18

4.85

-3.67

Calmar ratio

Return relative to maximum drawdown

1.87

17.35

-15.48

Martin ratio

Return relative to average drawdown

5.25

112.84

-107.59

BKAG vs. BKUI - Sharpe Ratio Comparison

The current BKAG Sharpe Ratio is 1.02, which is lower than the BKUI Sharpe Ratio of 9.39. The chart below compares the historical Sharpe Ratios of BKAG and BKUI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BKAGBKUIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

9.39

-8.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

6.01

-6.00

Correlation

The correlation between BKAG and BKUI is 0.55, 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

BKAG vs. BKUI - Dividend Comparison

BKAG's dividend yield for the trailing twelve months is around 4.18%, less than BKUI's 4.40% yield.


TTM202520242023202220212020
BKAG
BNY Mellon Core Bond ETF
4.18%4.17%4.26%3.33%2.49%1.55%1.16%
BKUI
BNY Mellon Ultra Short Income ETF
4.40%4.48%5.11%4.29%1.82%0.22%0.00%

Drawdowns

BKAG vs. BKUI - Drawdown Comparison

The maximum BKAG drawdown since its inception was -18.53%, which is greater than BKUI's maximum drawdown of -1.72%. Use the drawdown chart below to compare losses from any high point for BKAG and BKUI.


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Drawdown Indicators


BKAGBKUIDifference

Max Drawdown

Largest peak-to-trough decline

-18.53%

-1.72%

-16.81%

Max Drawdown (1Y)

Largest decline over 1 year

-2.51%

-0.25%

-2.26%

Max Drawdown (5Y)

Largest decline over 5 years

-18.00%

Current Drawdown

Current decline from peak

-2.39%

0.00%

-2.39%

Average Drawdown

Average peak-to-trough decline

-7.26%

-0.28%

-6.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

0.04%

+0.85%

Volatility

BKAG vs. BKUI - Volatility Comparison

BNY Mellon Core Bond ETF (BKAG) has a higher volatility of 1.72% compared to BNY Mellon Ultra Short Income ETF (BKUI) at 0.19%. This indicates that BKAG's price experiences larger fluctuations and is considered to be riskier than BKUI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKAGBKUIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.72%

0.19%

+1.53%

Volatility (6M)

Calculated over the trailing 6-month period

2.71%

0.28%

+2.43%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

0.46%

+3.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.99%

0.59%

+5.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.59%

0.59%

+5.00%