BKCI vs. BKSE

Last updated Apr 1, 2026

Compare and contrast key facts about BNY Mellon Concentrated International ETF (BKCI) and BNY Mellon US Small Cap Core Equity ETF (BKSE).

BKCI and BKSE 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. BKSE is a passively managed fund by BNY Mellon that tracks the performance of the Morningstar US Small Cap Index. It was launched on Apr 9, 2020.

Performance

BKCI vs. BKSE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Concentrated International ETF (BKCI) and BNY Mellon US Small Cap Core Equity ETF (BKSE). The values are adjusted to include any dividend payments, if applicable.

BKCI vs. BKSE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
BKCI BNY Mellon Concentrated International ETF	-4.07%	9.94%	-2.44%	20.27%	-20.26%	0.38%
BKSE BNY Mellon US Small Cap Core Equity ETF	1.26%	13.09%	9.56%	22.37%	-18.44%	-0.18%

Returns By Period

In the year-to-date period, BKCI achieves a -4.07% return, which is significantly lower than BKSE's 1.26% return.

BKCI

• 1D: 2.82%
• 1M: -8.24%
• YTD: -4.07%
• 6M: -2.67%
• 1Y: 4.94%
• 3Y*: 3.04%
• 5Y*: —
• 10Y*: —

BKSE

• 1D: 2.99%
• 1M: -4.63%
• YTD: 1.26%
• 6M: 4.17%
• 1Y: 23.75%
• 3Y*: 13.57%
• 5Y*: 5.17%
• 10Y*: —

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

BKCI vs. BKSE - Expense Ratio Comparison

BKCI has a 0.80% expense ratio, which is higher than BKSE's 0.04% expense ratio.

BKCI

BNY Mellon Concentrated International ETF

BKSE

BNY Mellon US Small Cap Core Equity ETF

Return for Risk

BKCI vs. BKSE — 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

BKSE

BKSE Risk / Return Rank: 62
BKSE Sharpe Ratio Rank: 61
BKSE Sortino Ratio Rank: 63
BKSE Omega Ratio Rank: 57
BKSE Calmar Ratio Rank: 65
BKSE 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. BKSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Concentrated International ETF (BKCI) and BNY Mellon US Small Cap Core Equity ETF (BKSE). 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	BKSE	Difference
Sharpe ratio Return per unit of total volatility	0.30	1.05	-0.74
Sortino ratio Return per unit of downside risk	0.55	1.60	-1.05
Omega ratio Gain probability vs. loss probability	1.07	1.21	-0.14
Calmar ratio Return relative to maximum drawdown	0.37	1.62	-1.24
Martin ratio Return relative to average drawdown	1.23	6.68	-5.45
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. BKSE - Sharpe Ratio Comparison

The current BKCI Sharpe Ratio is 0.30, which is lower than the BKSE Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of BKCI and BKSE, 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	BKSE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.30	1.05	-0.74
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.24	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.01	0.65	-0.67

Correlation

The correlation between BKCI and BKSE is 0.70, 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

BKCI vs. BKSE - Dividend Comparison

BKCI's dividend yield for the trailing twelve months is around 1.45%, more than BKSE's 1.24% yield.

	TTM	2025	2024	2023	2022	2021	2020
BKCI BNY Mellon Concentrated International ETF	1.45%	1.39%	0.78%	0.73%	0.46%	0.00%	0.00%
BKSE BNY Mellon US Small Cap Core Equity ETF	1.24%	1.26%	1.55%	1.38%	1.50%	1.17%	0.82%

Drawdowns

BKCI vs. BKSE - Drawdown Comparison

The maximum BKCI drawdown since its inception was -31.03%, which is greater than BKSE's maximum drawdown of -29.08%. Use the drawdown chart below to compare losses from any high point for BKCI and BKSE.

Drawdown Indicators

	BKCI	BKSE	Difference
Max Drawdown Largest peak-to-trough decline	-31.03%	-29.08%	-1.95%
Max Drawdown (1Y) Largest decline over 1 year	-11.30%	-14.76%	+3.46%
Max Drawdown (5Y) Largest decline over 5 years	—	-29.08%	—
Current Drawdown Current decline from peak	-8.32%	-6.69%	-1.63%
Average Drawdown Average peak-to-trough decline	-9.65%	-9.28%	-0.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.43%	3.57%	-0.14%

Volatility

BKCI vs. BKSE - Volatility Comparison

BNY Mellon Concentrated International ETF (BKCI) and BNY Mellon US Small Cap Core Equity ETF (BKSE) have volatilities of 6.59% and 6.51%, 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.

Volatility by Period

	BKCI	BKSE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.59%	6.51%	+0.08%
Volatility (6M) Calculated over the trailing 6-month period	10.74%	13.32%	-2.58%
Volatility (1Y) Calculated over the trailing 1-year period	16.42%	22.83%	-6.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.64%	21.46%	-4.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.64%	22.47%	-5.83%