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BKEM vs. FLAU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BKEM vs. FLAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Emerging Markets Equity ETF (BKEM) and Franklin FTSE Australia ETF (FLAU). The values are adjusted to include any dividend payments, if applicable.

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BKEM vs. FLAU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BKEM
BNY Mellon Emerging Markets Equity ETF
6.61%30.55%7.53%8.68%-19.43%-3.91%47.53%
FLAU
Franklin FTSE Australia ETF
5.99%15.95%1.81%12.58%-5.58%9.90%52.13%

Returns By Period

In the year-to-date period, BKEM achieves a 6.61% return, which is significantly higher than FLAU's 5.99% return.


BKEM

1D
0.74%
1M
-7.07%
YTD
6.61%
6M
9.15%
1Y
34.00%
3Y*
16.18%
5Y*
3.78%
10Y*

FLAU

1D
1.24%
1M
-6.28%
YTD
5.99%
6M
4.75%
1Y
22.89%
3Y*
11.22%
5Y*
6.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BKEM vs. FLAU - Expense Ratio Comparison

BKEM has a 0.11% expense ratio, which is higher than FLAU's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

BKEM vs. FLAU — Risk / Return Rank

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

BKEM
BKEM Risk / Return Rank: 8383
Overall Rank
BKEM Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BKEM Sortino Ratio Rank: 8383
Sortino Ratio Rank
BKEM Omega Ratio Rank: 8282
Omega Ratio Rank
BKEM Calmar Ratio Rank: 8484
Calmar Ratio Rank
BKEM Martin Ratio Rank: 8282
Martin Ratio Rank

FLAU
FLAU Risk / Return Rank: 6464
Overall Rank
FLAU Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FLAU Sortino Ratio Rank: 5959
Sortino Ratio Rank
FLAU Omega Ratio Rank: 6262
Omega Ratio Rank
FLAU Calmar Ratio Rank: 7070
Calmar Ratio Rank
FLAU Martin Ratio Rank: 6969
Martin Ratio Rank
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.

BKEM vs. FLAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Emerging Markets Equity ETF (BKEM) and Franklin FTSE Australia ETF (FLAU). 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.


BKEMFLAUDifference

Sharpe ratio

Return per unit of total volatility

1.70

1.12

+0.58

Sortino ratio

Return per unit of downside risk

2.28

1.59

+0.69

Omega ratio

Gain probability vs. loss probability

1.33

1.24

+0.10

Calmar ratio

Return relative to maximum drawdown

2.64

1.92

+0.72

Martin ratio

Return relative to average drawdown

9.80

7.51

+2.29

BKEM vs. FLAU - Sharpe Ratio Comparison

The current BKEM Sharpe Ratio is 1.70, which is higher than the FLAU Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of BKEM and FLAU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BKEMFLAUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

1.12

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.36

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.32

+0.27

Correlation

The correlation between BKEM and FLAU is 0.71, 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

BKEM vs. FLAU - Dividend Comparison

BKEM's dividend yield for the trailing twelve months is around 1.77%, less than FLAU's 3.07% yield.


TTM202520242023202220212020201920182017
BKEM
BNY Mellon Emerging Markets Equity ETF
1.77%2.25%2.76%3.02%3.15%2.22%1.78%0.00%0.00%0.00%
FLAU
Franklin FTSE Australia ETF
3.07%3.25%3.37%3.62%5.91%5.14%2.18%4.37%4.34%0.18%

Drawdowns

BKEM vs. FLAU - Drawdown Comparison

The maximum BKEM drawdown since its inception was -39.48%, smaller than the maximum FLAU drawdown of -45.73%. Use the drawdown chart below to compare losses from any high point for BKEM and FLAU.


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Drawdown Indicators


BKEMFLAUDifference

Max Drawdown

Largest peak-to-trough decline

-39.48%

-45.73%

+6.25%

Max Drawdown (1Y)

Largest decline over 1 year

-13.11%

-12.82%

-0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-36.65%

-24.68%

-11.97%

Current Drawdown

Current decline from peak

-9.29%

-7.05%

-2.24%

Average Drawdown

Average peak-to-trough decline

-16.41%

-6.87%

-9.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

3.28%

+0.25%

Volatility

BKEM vs. FLAU - Volatility Comparison

BNY Mellon Emerging Markets Equity ETF (BKEM) has a higher volatility of 9.18% compared to Franklin FTSE Australia ETF (FLAU) at 7.71%. This indicates that BKEM's price experiences larger fluctuations and is considered to be riskier than FLAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKEMFLAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.18%

7.71%

+1.47%

Volatility (6M)

Calculated over the trailing 6-month period

14.68%

12.51%

+2.17%

Volatility (1Y)

Calculated over the trailing 1-year period

20.08%

20.60%

-0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.31%

19.51%

-1.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.87%

23.66%

-4.79%