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BKAG vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BKAG and BND is 0.97, 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.


-0.50.00.51.01.0

Performance

BKAG vs. BND - Performance Comparison

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

-3.00%-2.00%-1.00%0.00%1.00%2.00%SeptemberOctoberNovemberDecember2025February
-0.70%
-0.58%
BKAG
BND

Key characteristics

Sharpe Ratio

BKAG:

0.99

BND:

1.00

Sortino Ratio

BKAG:

1.45

BND:

1.44

Omega Ratio

BKAG:

1.17

BND:

1.17

Calmar Ratio

BKAG:

0.39

BND:

0.38

Martin Ratio

BKAG:

2.36

BND:

2.47

Ulcer Index

BKAG:

2.18%

BND:

2.09%

Daily Std Dev

BKAG:

5.22%

BND:

5.18%

Max Drawdown

BKAG:

-18.52%

BND:

-18.84%

Current Drawdown

BKAG:

-7.58%

BND:

-7.84%

Returns By Period

The year-to-date returns for both stocks are quite close, with BKAG having a 1.73% return and BND slightly lower at 1.66%.


BKAG

YTD

1.73%

1M

1.48%

6M

-0.67%

1Y

4.74%

5Y*

N/A

10Y*

N/A

BND

YTD

1.66%

1M

1.48%

6M

-0.58%

1Y

4.73%

5Y*

-0.63%

10Y*

1.37%

*Annualized

Compare stocks, funds, or ETFs

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BKAG vs. BND - Expense Ratio Comparison

BKAG has a 0.00% expense ratio, which is lower than BND's 0.03% 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%.


Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for BKAG: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

BKAG vs. BND — Risk-Adjusted Performance Rank

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

BKAG
The Risk-Adjusted Performance Rank of BKAG is 3333
Overall Rank
The Sharpe Ratio Rank of BKAG is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of BKAG is 4040
Sortino Ratio Rank
The Omega Ratio Rank of BKAG is 3737
Omega Ratio Rank
The Calmar Ratio Rank of BKAG is 2121
Calmar Ratio Rank
The Martin Ratio Rank of BKAG is 2828
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 3333
Overall Rank
The Sharpe Ratio Rank of BND is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 4040
Sortino Ratio Rank
The Omega Ratio Rank of BND is 3737
Omega Ratio Rank
The Calmar Ratio Rank of BND is 2020
Calmar Ratio Rank
The Martin Ratio Rank of BND is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BKAG vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Core Bond ETF (BKAG) and Vanguard Total Bond Market ETF (BND). 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.


The chart of Sharpe ratio for BKAG, currently valued at 0.99, compared to the broader market0.002.004.000.991.00
The chart of Sortino ratio for BKAG, currently valued at 1.45, compared to the broader market-2.000.002.004.006.008.0010.0012.001.451.44
The chart of Omega ratio for BKAG, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.17
The chart of Calmar ratio for BKAG, currently valued at 0.39, compared to the broader market0.005.0010.0015.000.390.38
The chart of Martin ratio for BKAG, currently valued at 2.36, compared to the broader market0.0020.0040.0060.0080.00100.002.362.47
BKAG
BND

The current BKAG Sharpe Ratio is 0.99, which is comparable to the BND Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of BKAG and BND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.99
1.00
BKAG
BND

Dividends

BKAG vs. BND - Dividend Comparison

BKAG's dividend yield for the trailing twelve months is around 4.20%, more than BND's 3.65% yield.


TTM20242023202220212020201920182017201620152014
BKAG
BNY Mellon Core Bond ETF
4.20%4.26%3.33%2.49%1.55%1.16%0.00%0.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.65%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

BKAG vs. BND - Drawdown Comparison

The maximum BKAG drawdown since its inception was -18.52%, roughly equal to the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for BKAG and BND. For additional features, visit the drawdowns tool.


-10.00%-9.00%-8.00%-7.00%-6.00%-5.00%SeptemberOctoberNovemberDecember2025February
-7.58%
-7.84%
BKAG
BND

Volatility

BKAG vs. BND - Volatility Comparison

BNY Mellon Core Bond ETF (BKAG) and Vanguard Total Bond Market ETF (BND) have volatilities of 1.36% and 1.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%SeptemberOctoberNovemberDecember2025February
1.36%
1.36%
BKAG
BND