PortfoliosLab logoPortfoliosLab logo
BKAG vs. BND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with BKAG having a 0.48% return and BND slightly lower at 0.46%.


BKAG

1D
0.02%
1M
0.18%
YTD
0.48%
6M
0.64%
1Y
5.33%
3Y*
4.02%
5Y*
0.17%
10Y*

BND

1D
0.03%
1M
0.12%
YTD
0.46%
6M
0.46%
1Y
5.19%
3Y*
4.03%
5Y*
0.20%
10Y*
1.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BKAG vs. BND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BKAG
BNY Mellon Core Bond ETF
0.48%7.23%1.17%5.67%-13.29%-1.46%2.15%
BND
Vanguard Total Bond Market ETF
0.46%7.08%1.38%5.65%-13.11%-1.86%2.50%

Correlation

The correlation between BKAG and BND is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2020

0.97

The correlation between BKAG and BND has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BKAG vs. BND — Risk / Return Rank

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

BKAG
BKAG Risk / Return Rank: 3737
Overall Rank
BKAG Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BKAG Sortino Ratio Rank: 3939
Sortino Ratio Rank
BKAG Omega Ratio Rank: 3737
Omega Ratio Rank
BKAG Calmar Ratio Rank: 3737
Calmar Ratio Rank
BKAG Martin Ratio Rank: 3535
Martin Ratio Rank

BND
BND Risk / Return Rank: 3838
Overall Rank
BND Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BND Sortino Ratio Rank: 4040
Sortino Ratio Rank
BND Omega Ratio Rank: 3636
Omega Ratio Rank
BND Calmar Ratio Rank: 3737
Calmar Ratio Rank
BND Martin Ratio Rank: 3636
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. BND - Risk-Adjusted Trends 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.


BKAGBNDDifference

Sharpe ratio

Return per unit of total volatility

1.38

1.38

0.00

Sortino ratio

Return per unit of downside risk

2.03

2.07

-0.04

Omega ratio

Gain probability vs. loss probability

1.24

1.24

0.00

Calmar ratio

Return relative to maximum drawdown

1.83

1.85

-0.02

Martin ratio

Return relative to average drawdown

5.46

5.66

-0.20

BKAG vs. BND - Sharpe Ratio Comparison

The current BKAG Sharpe Ratio is 1.38, which is comparable to the BND Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of BKAG and BND, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


BKAGBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.38

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.03

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.59

-0.57

Drawdowns

BKAG vs. BND - Drawdown Comparison

The maximum BKAG drawdown since its inception was -18.53%, roughly equal to the maximum BND drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for BKAG and BND.


Loading charts...

Drawdown Indicators


BKAGBNDDifference

Max Drawdown

Largest peak-to-trough decline

-18.53%

-18.58%

+0.05%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-2.68%

-0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-6.04%

-5.92%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-18.00%

-17.91%

-0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

Current Drawdown

Current decline from peak

-2.13%

-2.18%

+0.05%

Average Drawdown

Average peak-to-trough decline

-7.12%

-3.06%

-4.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.88%

+0.05%

Volatility

BKAG vs. BND - Volatility Comparison

BNY Mellon Core Bond ETF (BKAG) and Vanguard Total Bond Market ETF (BND) have volatilities of 1.23% and 1.26%, 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.


Loading charts...

Volatility by Period


BKAGBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

1.26%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

2.68%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

3.88%

3.78%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.01%

6.02%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.55%

5.53%

+0.02%

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%.


Dividends

BKAG vs. BND - Dividend Comparison

BKAG's dividend yield for the trailing twelve months is around 4.23%, more than BND's 3.96% yield.


PositionTTM20252024202320222021202020192018201720162015
BKAG
BNY Mellon Core Bond ETF
4.23%4.17%4.26%3.33%2.49%1.55%1.16%0.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.96%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%

Frequently Asked Questions


With a correlation of 0.96, BKAG and BND move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BND has higher volatility (1.26%) compared to BKAG (1.23%). In terms of maximum drawdown, BKAG dropped -18.53% vs BND's -18.58%.

On 5-year performance, BND leads with 0.20% vs 0.17% for BKAG. On fees, BKAG is cheaper at 0.00% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BND has performed better with a 0.20% return vs 0.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BKAG is cheaper with a 0.00% expense ratio, compared with 0.03% for BND.

BKAG has the higher dividend yield at 4.23%, compared with 3.96% for BND.

BKAG tracks Bloomberg US Aggregate Total Return Index, while BND tracks Bloomberg U.S. Aggregate Float Adjusted Index. They also come from different issuers: BNY Mellon and Vanguard. Their fees differ too: 0.00% for BKAG and 0.03% for BND.

BKAG currently has the higher Sharpe Ratio (1.38 vs 1.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BKAG and BND

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

Open Portfolio Optimizer