BKCI vs. BKDV

Last updated Apr 1, 2026

Compare and contrast key facts about BNY Mellon Concentrated International ETF (BKCI) and BNY Mellon Dynamic Value ETF (BKDV).

BKCI and BKDV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BKCI is an actively managed fund by BNY Mellon. It was launched on Dec 6, 2021. BKDV is an actively managed fund by BNY Mellon. It was launched on Nov 1, 2024.

Performance

BKCI vs. BKDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Concentrated International ETF (BKCI) and BNY Mellon Dynamic Value ETF (BKDV). The values are adjusted to include any dividend payments, if applicable.

BKCI vs. BKDV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BKCI BNY Mellon Concentrated International ETF	-4.07%	9.94%	-5.79%
BKDV BNY Mellon Dynamic Value ETF	2.21%	18.58%	-0.91%

Returns By Period

In the year-to-date period, BKCI achieves a -4.07% return, which is significantly lower than BKDV's 2.21% return.

BKCI

• 1D: 2.82%
• 1M: -6.38%
• YTD: -4.07%
• 6M: -4.24%
• 1Y: 4.67%
• 3Y*: 3.04%
• 5Y*: —
• 10Y*: —

BKDV

• 1D: 2.10%
• 1M: -4.11%
• YTD: 2.21%
• 6M: 7.34%
• 1Y: 18.00%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BKCI vs. BKDV - Expense Ratio Comparison

BKCI has a 0.80% expense ratio, which is higher than BKDV's 0.60% expense ratio.

BKCI

BNY Mellon Concentrated International ETF

BKDV

BNY Mellon Dynamic Value ETF

Return for Risk

BKCI vs. BKDV — Risk / Return Rank

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

BKCI

BKCI Risk / Return Rank: 20
BKCI Sharpe Ratio Rank: 20
BKCI Sortino Ratio Rank: 20
BKCI Omega Ratio Rank: 19
BKCI Calmar Ratio Rank: 20
BKCI Martin Ratio Rank: 20

BKDV

BKDV Risk / Return Rank: 61
BKDV Sharpe Ratio Rank: 59
BKDV Sortino Ratio Rank: 57
BKDV Omega Ratio Rank: 60
BKDV Calmar Ratio Rank: 60
BKDV Martin Ratio Rank: 67

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.

BKCI vs. BKDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Concentrated International ETF (BKCI) and BNY Mellon Dynamic Value ETF (BKDV). 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.

	BKCI	BKDV	Difference
Sharpe ratio Return per unit of total volatility	0.30	1.07	-0.77
Sortino ratio Return per unit of downside risk	0.55	1.53	-0.99
Omega ratio Gain probability vs. loss probability	1.07	1.23	-0.16
Calmar ratio Return relative to maximum drawdown	0.37	1.58	-1.21
Martin ratio Return relative to average drawdown	1.23	6.97	-5.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BKCI vs. BKDV - Sharpe Ratio Comparison

The current BKCI Sharpe Ratio is 0.30, which is lower than the BKDV Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of BKCI and BKDV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BKCI	BKDV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.30	1.07	-0.77
Sharpe Ratio (All Time) Calculated using the full available price history	-0.01	0.88	-0.89

Correlation

The correlation between BKCI and BKDV is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

BKCI vs. BKDV - Dividend Comparison

BKCI's dividend yield for the trailing twelve months is around 1.45%, more than BKDV's 0.60% yield.

	TTM	2025	2024	2023	2022
BKCI BNY Mellon Concentrated International ETF	1.45%	1.39%	0.78%	0.73%	0.46%
BKDV BNY Mellon Dynamic Value ETF	0.60%	0.62%	0.27%	0.00%	0.00%

Drawdowns

BKCI vs. BKDV - Drawdown Comparison

The maximum BKCI drawdown since its inception was -31.03%, which is greater than BKDV's maximum drawdown of -15.49%. Use the drawdown chart below to compare losses from any high point for BKCI and BKDV.

Drawdown Indicators

	BKCI	BKDV	Difference
Max Drawdown Largest peak-to-trough decline	-31.03%	-15.49%	-15.54%
Max Drawdown (1Y) Largest decline over 1 year	-11.30%	-12.07%	+0.77%
Current Drawdown Current decline from peak	-8.32%	-4.69%	-3.63%
Average Drawdown Average peak-to-trough decline	-9.65%	-2.59%	-7.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.43%	2.74%	+0.69%

Volatility

BKCI vs. BKDV - Volatility Comparison

BNY Mellon Concentrated International ETF (BKCI) has a higher volatility of 6.59% compared to BNY Mellon Dynamic Value ETF (BKDV) at 4.62%. This indicates that BKCI's price experiences larger fluctuations and is considered to be riskier than BKDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BKCI	BKDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.59%	4.62%	+1.97%
Volatility (6M) Calculated over the trailing 6-month period	10.74%	9.09%	+1.65%
Volatility (1Y) Calculated over the trailing 1-year period	16.42%	16.88%	-0.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.64%	16.05%	+0.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.64%	16.05%	+0.59%