BKCG vs. HYP

Last updated Aug 2, 2026

BKCG (BNY Mellon Concentrated Growth ETF) and HYP (Golden Eagle Dynamic Hypergrowth ETF) are both Large Cap Growth Equities funds. Both are actively managed. Their 0.54 correlation means they have sometimes moved together and sometimes differently. BKCG charges 0.50%/yr vs 0.85%/yr for HYP.

Performance

BKCG vs. HYP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Concentrated Growth ETF (BKCG) and Golden Eagle Dynamic Hypergrowth ETF (HYP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BKCG achieves a 6.03% return, which is significantly lower than HYP's 6.93% return.

BKCG

• 1D: 1.88%
• 1M: 2.24%
• 6M: 4.12%
• YTD: 6.03%
• 1Y: 13.13%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 20.01%

HYP

• 1D: 0.31%
• 1M: -13.07%
• 6M: -3.82%
• YTD: 6.93%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BKCG BNY Mellon Concentrated Growth ETF	$101.82K	$84.42K	$71.56K
HYP Golden Eagle Dynamic Hypergrowth ETF	$526.64K	$488.31K	$1.07M

BKCG vs. HYP - Yearly Performance Comparison

	2026 (YTD)	2025
BKCG BNY Mellon Concentrated Growth ETF	6.03%	1.71%
HYP Golden Eagle Dynamic Hypergrowth ETF	6.93%	-6.61%

Correlation

The correlation between BKCG and HYP is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 23, 2025	0.54

Return for Risk

BKCG vs. HYP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BKCG

BKCG Risk / Return Rank: 32
BKCG Sharpe Ratio Rank: 33
BKCG Sortino Ratio Rank: 32
BKCG Omega Ratio Rank: 30
BKCG Calmar Ratio Rank: 29
BKCG Martin Ratio Rank: 36

HYP

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BKCG vs. HYP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Concentrated Growth ETF (BKCG) and Golden Eagle Dynamic Hypergrowth ETF (HYP). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BKCG	HYP	Difference
Sharpe ratio: Return per unit of total volatility	0.81	—	—
Sortino ratio: Return per unit of downside risk	1.19	—	—
Omega ratio: Gain probability vs. loss probability	1.15	—	—
Calmar ratio: Return relative to maximum drawdown	0.94	—	—
Martin ratio: Return relative to average drawdown	3.58	—	—

Drawdowns

BKCG vs. HYP - Drawdown Comparison

The maximum BKCG drawdown since its inception was -12.12%, smaller than the maximum HYP drawdown of -28.79%. Use the drawdown chart below to compare losses from any high point for BKCG and HYP.

Drawdown Indicators

	BKCG	HYP	Difference
Max Drawdown Largest peak-to-trough decline	-12.12%	-28.79%	+16.67%
Max Drawdown (1Y) Largest decline over 1 year	-12.12%	—	—
Current Drawdown Current decline from peak	-0.20%	-21.67%	+21.47%
Average Drawdown Average peak-to-trough decline	-2.06%	-7.27%	+5.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.20%	—	—

Volatility

Volatility by Period

	BKCG	HYP	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.02%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.39%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.17%	46.62%	-32.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.85%	46.62%	-28.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.85%	46.62%	-28.77%

BKCG vs. HYP - Expense Ratio Comparison

BKCG has a 0.50% expense ratio, which is lower than HYP's 0.85% expense ratio.

Dividends

BKCG vs. HYP - Dividend Comparison

BKCG's dividend yield for the trailing twelve months is around 0.60%, more than HYP's 0.13% yield.

Position	TTM	2025
BKCG BNY Mellon Concentrated Growth ETF	0.60%	0.45%
HYP Golden Eagle Dynamic Hypergrowth ETF	0.13%	0.14%

Frequently Asked Questions

Can I hold both BKCG and HYP in my portfolio?

BKCG and HYP have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BKCG or HYP?

On fees, BKCG is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BKCG or HYP?

BKCG is cheaper with a 0.50% expense ratio, compared with 0.85% for HYP.

Which ETF pays a higher dividend yield, BKCG or HYP?

BKCG has the higher dividend yield at 0.60%, compared with 0.13% for HYP.

What is the main difference between BKCG and HYP?

They also come from different issuers: BNY Mellon and Golden Eagle. Their fees differ too: 0.50% for BKCG and 0.85% for HYP.