PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BKAG vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BKAGVOO
YTD Return-0.79%10.40%
1Y Return2.29%32.36%
3Y Return (Ann)-2.48%11.45%
Sharpe Ratio0.352.95
Daily Std Dev6.77%11.59%
Max Drawdown-18.53%-33.99%
Current Drawdown-10.92%-0.14%

Correlation

0.11
-1.001.00

The correlation between BKAG and VOO is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

BKAG vs. VOO - Performance Comparison

In the year-to-date period, BKAG achieves a -0.79% return, which is significantly lower than VOO's 10.40% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%80.00%100.00%OctoberNovemberDecember2024FebruaryMarch
-8.49%
96.83%
BKAG
VOO

Compare stocks, funds, or ETFs


BNY Mellon Core Bond ETF

Vanguard S&P 500 ETF

BKAG vs. VOO - Expense Ratio Comparison

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

VOO
Vanguard S&P 500 ETF
0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

BKAG vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Core Bond ETF (BKAG) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BKAG
BNY Mellon Core Bond ETF
0.35
VOO
Vanguard S&P 500 ETF
2.95

BKAG vs. VOO - Sharpe Ratio Comparison

The current BKAG Sharpe Ratio is 0.35, which is lower than the VOO Sharpe Ratio of 2.95. The chart below compares the 12-month rolling Sharpe Ratio of BKAG and VOO.


Rolling 12-month Sharpe Ratio0.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
0.35
2.95
BKAG
VOO

Dividends

BKAG vs. VOO - Dividend Comparison

BKAG's dividend yield for the trailing twelve months is around 3.52%, more than VOO's 1.33% yield.


TTM20232022202120202019201820172016201520142013
BKAG
BNY Mellon Core Bond ETF
3.52%3.33%2.49%1.55%1.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.33%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

BKAG vs. VOO - Drawdown Comparison

The maximum BKAG drawdown since its inception was -18.53%, smaller than the maximum VOO drawdown of -33.99%. The drawdown chart below compares losses from any high point along the way for BKAG and VOO


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-10.92%
-0.14%
BKAG
VOO

Volatility

BKAG vs. VOO - Volatility Comparison

The current volatility for BNY Mellon Core Bond ETF (BKAG) is 1.18%, while Vanguard S&P 500 ETF (VOO) has a volatility of 2.89%. This indicates that BKAG experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
1.18%
2.89%
BKAG
VOO