BKCI vs. VXUS

Last updated Jun 4, 2026

BKCI (BNY Mellon Concentrated International ETF) and VXUS (Vanguard Total International Stock ETF) are both exchange-traded funds - BKCI is a Foreign Large Cap Equities fund actively managed by BNY Mellon, while VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index. BKCI is actively managed, while VXUS is passively managed. Over the past 3 years, BKCI returned 4.55%/yr vs 19.30%/yr for VXUS. Their correlation of 0.91 suggests significant overlap in exposure. BKCI charges 0.80%/yr vs 0.05%/yr for VXUS.

Performance

BKCI vs. VXUS - Performance Comparison

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

Returns By Period

In the year-to-date period, BKCI achieves a 3.52% return, which is significantly lower than VXUS's 14.25% return.

BKCI

• 1D: -0.32%
• 1M: 3.93%
• YTD: 3.52%
• 6M: 4.73%
• 1Y: 6.77%
• 3Y*: 4.55%
• 5Y*: —
• 10Y*: —

VXUS

• 1D: -0.99%
• 1M: 4.68%
• YTD: 14.25%
• 6M: 16.92%
• 1Y: 32.01%
• 3Y*: 19.30%
• 5Y*: 8.46%
• 10Y*: 9.76%

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

BKCI vs. VXUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
BKCI BNY Mellon Concentrated International ETF	3.52%	9.94%	-2.44%	20.27%	-20.26%	0.38%
VXUS Vanguard Total International Stock ETF	14.25%	32.35%	5.08%	15.86%	-16.08%	0.29%

Correlation

The correlation between BKCI and VXUS is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (All Time) Calculated using the full available price history since Dec 9, 2021	0.91

The correlation between BKCI and VXUS has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.

BKCI vs. VXUS - Sectors Allocation Comparison

Sectors	BKCI	VXUS
Technology	23.5%	18.1%
Healthcare	19.3%	7.1%
Consumer Cyclical	13.9%	8.4%
Industrials	11.7%	16.1%
Basic Materials	11.7%	7.6%
Energy	5.5%	5.2%
Financial Services	5.5%	22.3%
Consumer Defensive	3.5%	5.0%
Real Estate	3.1%	2.6%
Communication Services	2.4%	4.4%
Utilities	-	3.2%

Return for Risk

BKCI vs. VXUS — Risk / Return Rank

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

BKCI

BKCI Risk / Return Rank: 16
BKCI Sharpe Ratio Rank: 16
BKCI Sortino Ratio Rank: 16
BKCI Omega Ratio Rank: 15
BKCI Calmar Ratio Rank: 17
BKCI Martin Ratio Rank: 18

VXUS

VXUS Risk / Return Rank: 60
VXUS Sharpe Ratio Rank: 61
VXUS Sortino Ratio Rank: 60
VXUS Omega Ratio Rank: 62
VXUS Calmar Ratio Rank: 56
VXUS Martin Ratio Rank: 61

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. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Concentrated International ETF (BKCI) and Vanguard Total International Stock ETF (VXUS). 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	VXUS	Difference
Sharpe ratio: Return per unit of total volatility	0.48	2.12	-1.64
Sortino ratio: Return per unit of downside risk	0.76	2.90	-2.14
Omega ratio: Gain probability vs. loss probability	1.09	1.39	-0.30
Calmar ratio: Return relative to maximum drawdown	0.60	2.85	-2.25
Martin ratio: Return relative to average drawdown	1.89	11.14	-9.25
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. VXUS - Sharpe Ratio Comparison

The current BKCI Sharpe Ratio is 0.48, which is lower than the VXUS Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of BKCI and VXUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BKCI	VXUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.48	2.12	-1.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.53	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.57	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	0.39	-0.30

Drawdowns

BKCI vs. VXUS - Drawdown Comparison

The maximum BKCI drawdown since its inception was -31.03%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for BKCI and VXUS.

Drawdown Indicators

	BKCI	VXUS	Difference
Max Drawdown Largest peak-to-trough decline	-31.03%	-35.97%	+4.94%
Max Drawdown (1Y) Largest decline over 1 year	-11.30%	-11.27%	-0.03%
Max Drawdown (3Y) Largest decline over 3 years	-20.02%	-13.58%	-6.44%
Max Drawdown (5Y) Largest decline over 5 years	—	-29.44%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.97%	—
Current Drawdown Current decline from peak	-1.06%	-0.99%	-0.07%
Average Drawdown Average peak-to-trough decline	-9.40%	-8.22%	-1.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.60%	2.88%	+0.72%

Volatility

BKCI vs. VXUS - Volatility Comparison

The current volatility for BNY Mellon Concentrated International ETF (BKCI) is 3.62%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 5.60%. This indicates that BKCI experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BKCI	VXUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.62%	5.60%	-1.98%
Volatility (6M) Calculated over the trailing 6-month period	11.24%	13.00%	-1.76%
Volatility (1Y) Calculated over the trailing 1-year period	14.30%	15.21%	-0.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.61%	16.05%	+0.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.61%	17.16%	-0.55%

BKCI vs. VXUS - Expense Ratio Comparison

BKCI has a 0.80% expense ratio, which is higher than VXUS's 0.05% expense ratio.

Dividends

BKCI vs. VXUS - Dividend Comparison

BKCI's dividend yield for the trailing twelve months is around 1.34%, less than VXUS's 2.66% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BKCI BNY Mellon Concentrated International ETF	1.34%	1.39%	0.78%	0.73%	0.46%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VXUS Vanguard Total International Stock ETF	2.66%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%

Frequently Asked Questions

Can I hold both BKCI and VXUS in my portfolio?

BKCI and VXUS have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BKCI or VXUS?

VXUS has higher volatility (5.60%) compared to BKCI (3.62%). In terms of maximum drawdown, BKCI dropped -31.03% vs VXUS's -35.97%.

Which ETF is better, BKCI or VXUS?

On 3-year performance, VXUS leads with 19.30% vs 4.55% for BKCI. On fees, VXUS is cheaper at 0.05% per year. On volatility, BKCI has been the lower-risk option at 3.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BKCI or VXUS?

Over the 3-year period, VXUS has performed better with a 19.30% return vs 4.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BKCI or VXUS?

VXUS is cheaper with a 0.05% expense ratio, compared with 0.80% for BKCI.

Which ETF pays a higher dividend yield, BKCI or VXUS?

VXUS has the higher dividend yield at 2.66%, compared with 1.34% for BKCI.

What is the main difference between BKCI and VXUS?

BKCI is categorized as Foreign Large Cap Equities, while VXUS is Global Equities. They also come from different issuers: BNY Mellon and Vanguard. Their fees differ too: 0.80% for BKCI and 0.05% for VXUS.

Which has better risk-adjusted returns?

VXUS currently has the higher Sharpe Ratio (2.12 vs 0.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.