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BKHY vs. YLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BKHY vs. YLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon High Yield Beta ETF (BKHY) and Principal Active High Yield ETF (YLD). The values are adjusted to include any dividend payments, if applicable.

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BKHY vs. YLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BKHY
BNY Mellon High Yield Beta ETF
0.00%8.48%8.37%12.40%-10.97%4.75%17.83%
YLD
Principal Active High Yield ETF
0.88%6.55%9.19%12.93%-8.78%9.17%19.81%

Returns By Period


BKHY

1D
0.33%
1M
-0.70%
YTD
0.00%
6M
1.02%
1Y
7.14%
3Y*
8.32%
5Y*
4.07%
10Y*

YLD

1D
-0.07%
1M
-0.60%
YTD
0.88%
6M
1.03%
1Y
6.77%
3Y*
8.51%
5Y*
4.93%
10Y*
5.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BKHY vs. YLD - Expense Ratio Comparison

BKHY has a 0.22% expense ratio, which is lower than YLD's 0.39% expense ratio.


Return for Risk

BKHY vs. YLD — Risk / Return Rank

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

BKHY
BKHY Risk / Return Rank: 7070
Overall Rank
BKHY Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
BKHY Sortino Ratio Rank: 6565
Sortino Ratio Rank
BKHY Omega Ratio Rank: 7676
Omega Ratio Rank
BKHY Calmar Ratio Rank: 6464
Calmar Ratio Rank
BKHY Martin Ratio Rank: 7777
Martin Ratio Rank

YLD
YLD Risk / Return Rank: 6262
Overall Rank
YLD Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
YLD Sortino Ratio Rank: 5858
Sortino Ratio Rank
YLD Omega Ratio Rank: 6464
Omega Ratio Rank
YLD Calmar Ratio Rank: 5858
Calmar Ratio Rank
YLD Martin Ratio Rank: 7474
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.

BKHY vs. YLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon High Yield Beta ETF (BKHY) and Principal Active High Yield ETF (YLD). 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.


BKHYYLDDifference

Sharpe ratio

Return per unit of total volatility

1.24

1.05

+0.19

Sortino ratio

Return per unit of downside risk

1.72

1.55

+0.17

Omega ratio

Gain probability vs. loss probability

1.30

1.25

+0.05

Calmar ratio

Return relative to maximum drawdown

1.75

1.56

+0.19

Martin ratio

Return relative to average drawdown

8.91

8.23

+0.68

BKHY vs. YLD - Sharpe Ratio Comparison

The current BKHY Sharpe Ratio is 1.24, which is comparable to the YLD Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of BKHY and YLD, 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


BKHYYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.05

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.78

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.63

+0.24

Correlation

The correlation between BKHY and YLD is 0.68, 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

BKHY vs. YLD - Dividend Comparison

BKHY's dividend yield for the trailing twelve months is around 7.73%, more than YLD's 7.38% yield.


TTM20252024202320222021202020192018201720162015
BKHY
BNY Mellon High Yield Beta ETF
7.73%7.33%7.34%8.67%6.59%6.78%4.65%0.00%0.00%0.00%0.00%0.00%
YLD
Principal Active High Yield ETF
7.38%7.33%7.12%6.46%6.51%3.92%4.40%4.81%5.42%6.28%4.47%2.56%

Drawdowns

BKHY vs. YLD - Drawdown Comparison

The maximum BKHY drawdown since its inception was -15.89%, smaller than the maximum YLD drawdown of -28.34%. Use the drawdown chart below to compare losses from any high point for BKHY and YLD.


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Drawdown Indicators


BKHYYLDDifference

Max Drawdown

Largest peak-to-trough decline

-15.89%

-28.34%

+12.45%

Max Drawdown (1Y)

Largest decline over 1 year

-4.20%

-4.42%

+0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-15.89%

-13.89%

-2.00%

Max Drawdown (10Y)

Largest decline over 10 years

-28.34%

Current Drawdown

Current decline from peak

-1.11%

-0.85%

-0.26%

Average Drawdown

Average peak-to-trough decline

-3.05%

-2.74%

-0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

0.84%

-0.01%

Volatility

BKHY vs. YLD - Volatility Comparison

BNY Mellon High Yield Beta ETF (BKHY) and Principal Active High Yield ETF (YLD) have volatilities of 2.32% and 2.34%, 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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Volatility by Period


BKHYYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

2.34%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.87%

3.40%

-0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

5.80%

6.50%

-0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.56%

6.38%

+1.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.44%

8.26%

-0.82%