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BKEM vs. VWO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BKEM and VWO is 0.63, 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.


Performance

BKEM vs. VWO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

BKEM:

0.45

VWO:

0.59

Sortino Ratio

BKEM:

0.77

VWO:

0.96

Omega Ratio

BKEM:

1.10

VWO:

1.13

Calmar Ratio

BKEM:

0.32

VWO:

0.57

Martin Ratio

BKEM:

1.43

VWO:

1.87

Ulcer Index

BKEM:

6.10%

VWO:

5.84%

Daily Std Dev

BKEM:

19.11%

VWO:

18.56%

Max Drawdown

BKEM:

-39.48%

VWO:

-67.68%

Current Drawdown

BKEM:

-13.50%

VWO:

-4.21%

Returns By Period

In the year-to-date period, BKEM achieves a 8.07% return, which is significantly higher than VWO's 7.60% return.


BKEM

YTD

8.07%

1M

5.95%

6M

6.63%

1Y

8.64%

3Y*

5.33%

5Y*

6.16%

10Y*

N/A

VWO

YTD

7.60%

1M

5.22%

6M

6.99%

1Y

10.85%

3Y*

6.91%

5Y*

8.12%

10Y*

4.14%

*Annualized

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BKEM vs. VWO - Expense Ratio Comparison

BKEM has a 0.11% expense ratio, which is higher than VWO's 0.08% 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%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BKEM vs. VWO — Risk-Adjusted Performance Rank

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

BKEM
The Risk-Adjusted Performance Rank of BKEM is 4242
Overall Rank
The Sharpe Ratio Rank of BKEM is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of BKEM is 4444
Sortino Ratio Rank
The Omega Ratio Rank of BKEM is 4242
Omega Ratio Rank
The Calmar Ratio Rank of BKEM is 3737
Calmar Ratio Rank
The Martin Ratio Rank of BKEM is 4343
Martin Ratio Rank

VWO
The Risk-Adjusted Performance Rank of VWO is 5555
Overall Rank
The Sharpe Ratio Rank of VWO is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of VWO is 5656
Sortino Ratio Rank
The Omega Ratio Rank of VWO is 5454
Omega Ratio Rank
The Calmar Ratio Rank of VWO is 5858
Calmar Ratio Rank
The Martin Ratio Rank of VWO is 5151
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BKEM vs. VWO - Risk-Adjusted Performance Comparison

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


The current BKEM Sharpe Ratio is 0.45, which is comparable to the VWO Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of BKEM and VWO, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BKEM vs. VWO - Dividend Comparison

BKEM's dividend yield for the trailing twelve months is around 2.68%, less than VWO's 2.99% yield.


TTM20242023202220212020201920182017201620152014
BKEM
BNY Mellon Emerging Markets Equity ETF
2.68%2.76%3.02%3.15%2.22%1.78%0.00%0.00%0.00%0.00%0.00%0.00%
VWO
Vanguard FTSE Emerging Markets ETF
2.99%3.20%3.52%4.11%2.63%1.91%3.24%2.88%2.30%2.52%3.26%2.86%

Drawdowns

BKEM vs. VWO - Drawdown Comparison

The maximum BKEM drawdown since its inception was -39.48%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for BKEM and VWO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BKEM vs. VWO - Volatility Comparison

BNY Mellon Emerging Markets Equity ETF (BKEM) and Vanguard FTSE Emerging Markets ETF (VWO) have volatilities of 4.08% and 4.05%, 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.


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