BKAG vs. BND
Compare and contrast key facts about BNY Mellon Core Bond ETF (BKAG) and Vanguard Total Bond Market ETF (BND).
BKAG and BND are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BKAG is a passively managed fund by BNY Mellon that tracks the performance of the Bloomberg US Aggregate Total Return Index. It was launched on Apr 24, 2020. BND is a passively managed fund by Vanguard that tracks the performance of the Bloomberg U.S. Aggregate Float Adjusted Index. It was launched on Apr 3, 2007. Both BKAG and BND are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
BKAG vs. BND - Performance Comparison
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BKAG vs. BND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BKAG BNY Mellon Core Bond ETF | 0.16% | 7.23% | 1.17% | 5.67% | -13.29% | -1.46% | 2.15% |
BND Vanguard Total Bond Market ETF | 0.09% | 7.08% | 1.38% | 5.65% | -13.11% | -1.86% | 2.50% |
Returns By Period
In the year-to-date period, BKAG achieves a 0.16% return, which is significantly higher than BND's 0.09% return.
BKAG
- 1D
- -0.06%
- 1M
- -1.30%
- YTD
- 0.16%
- 6M
- 0.86%
- 1Y
- 4.03%
- 3Y*
- 3.59%
- 5Y*
- 0.21%
- 10Y*
- —
BND
- 1D
- 0.04%
- 1M
- -1.30%
- YTD
- 0.09%
- 6M
- 0.74%
- 1Y
- 3.96%
- 3Y*
- 3.60%
- 5Y*
- 0.25%
- 10Y*
- 1.68%
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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%.
Return for Risk
BKAG vs. BND — Risk / Return Rank
BKAG
BND
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.
| BKAG | BND | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.93 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.32 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.16 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.75 | -0.01 |
Martin ratioReturn relative to average drawdown | 4.87 | 4.78 | +0.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BKAG | BND | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.93 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.04 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.30 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.59 | -0.58 |
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.
Dividends
BKAG vs. BND - Dividend Comparison
BKAG's dividend yield for the trailing twelve months is around 4.27%, more than BND's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKAG BNY Mellon Core Bond ETF | 4.27% | 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 | 3.93% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
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.
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Drawdown Indicators
| BKAG | BND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.53% | -18.58% | +0.05% |
Max Drawdown (1Y)Largest decline over 1 year | -2.51% | -2.44% | -0.07% |
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 DrawdownCurrent decline from peak | -2.45% | -2.54% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -7.26% | -3.07% | -4.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 0.90% | 0.00% |
Volatility
BKAG vs. BND - Volatility Comparison
BNY Mellon Core Bond ETF (BKAG) has a higher volatility of 1.72% compared to Vanguard Total Bond Market ETF (BND) at 1.63%. This indicates that BKAG's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BKAG | BND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.72% | 1.63% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 2.71% | 2.52% | +0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.37% | 4.30% | +0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.99% | 6.00% | -0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.59% | 5.52% | +0.07% |