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BKIE vs. BKAG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BKIE vs. BKAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon International Equity ETF (BKIE) and BNY Mellon Core Bond ETF (BKAG). The values are adjusted to include any dividend payments, if applicable.

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BKIE vs. BKAG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BKIE
BNY Mellon International Equity ETF
2.69%32.08%4.63%18.25%-13.60%13.75%34.17%
BKAG
BNY Mellon Core Bond ETF
0.16%7.23%1.17%5.67%-13.29%-1.46%2.15%

Returns By Period

In the year-to-date period, BKIE achieves a 2.69% return, which is significantly higher than BKAG's 0.16% return.


BKIE

1D
1.73%
1M
-4.84%
YTD
2.69%
6M
7.22%
1Y
26.58%
3Y*
15.93%
5Y*
9.31%
10Y*

BKAG

1D
-0.06%
1M
-1.30%
YTD
0.16%
6M
0.86%
1Y
4.03%
3Y*
3.59%
5Y*
0.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BKIE vs. BKAG - Expense Ratio Comparison

BKIE has a 0.04% expense ratio, which is higher than BKAG's 0.00% 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

BKIE vs. BKAG — Risk / Return Rank

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

BKIE
BKIE Risk / Return Rank: 8080
Overall Rank
BKIE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BKIE Sortino Ratio Rank: 8080
Sortino Ratio Rank
BKIE Omega Ratio Rank: 8080
Omega Ratio Rank
BKIE Calmar Ratio Rank: 8181
Calmar Ratio Rank
BKIE Martin Ratio Rank: 8080
Martin Ratio Rank

BKAG
BKAG Risk / Return Rank: 5050
Overall Rank
BKAG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BKAG Sortino Ratio Rank: 4545
Sortino Ratio Rank
BKAG Omega Ratio Rank: 3939
Omega Ratio Rank
BKAG Calmar Ratio Rank: 6666
Calmar Ratio Rank
BKAG Martin Ratio Rank: 4949
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.

BKIE vs. BKAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Equity ETF (BKIE) and BNY Mellon Core Bond ETF (BKAG). 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.


BKIEBKAGDifference

Sharpe ratio

Return per unit of total volatility

1.56

0.93

+0.63

Sortino ratio

Return per unit of downside risk

2.13

1.30

+0.83

Omega ratio

Gain probability vs. loss probability

1.32

1.16

+0.15

Calmar ratio

Return relative to maximum drawdown

2.36

1.74

+0.62

Martin ratio

Return relative to average drawdown

9.18

4.87

+4.31

BKIE vs. BKAG - Sharpe Ratio Comparison

The current BKIE Sharpe Ratio is 1.56, which is higher than the BKAG Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of BKIE and BKAG, 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


BKIEBKAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

0.93

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.04

+0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.01

+0.87

Correlation

The correlation between BKIE and BKAG is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BKIE vs. BKAG - Dividend Comparison

BKIE's dividend yield for the trailing twelve months is around 3.45%, less than BKAG's 4.27% yield.


TTM202520242023202220212020
BKIE
BNY Mellon International Equity ETF
3.45%3.12%3.31%2.88%2.97%2.58%1.49%
BKAG
BNY Mellon Core Bond ETF
4.27%4.17%4.26%3.33%2.49%1.55%1.16%

Drawdowns

BKIE vs. BKAG - Drawdown Comparison

The maximum BKIE drawdown since its inception was -28.19%, which is greater than BKAG's maximum drawdown of -18.53%. Use the drawdown chart below to compare losses from any high point for BKIE and BKAG.


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Drawdown Indicators


BKIEBKAGDifference

Max Drawdown

Largest peak-to-trough decline

-28.19%

-18.53%

-9.66%

Max Drawdown (1Y)

Largest decline over 1 year

-11.41%

-2.51%

-8.90%

Max Drawdown (5Y)

Largest decline over 5 years

-28.19%

-18.00%

-10.19%

Current Drawdown

Current decline from peak

-6.58%

-2.45%

-4.13%

Average Drawdown

Average peak-to-trough decline

-5.04%

-7.26%

+2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

0.90%

+2.04%

Volatility

BKIE vs. BKAG - Volatility Comparison

BNY Mellon International Equity ETF (BKIE) has a higher volatility of 7.26% compared to BNY Mellon Core Bond ETF (BKAG) at 1.72%. This indicates that BKIE's price experiences larger fluctuations and is considered to be riskier than BKAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKIEBKAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.26%

1.72%

+5.54%

Volatility (6M)

Calculated over the trailing 6-month period

11.15%

2.71%

+8.44%

Volatility (1Y)

Calculated over the trailing 1-year period

17.14%

4.37%

+12.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.99%

5.99%

+10.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.31%

5.59%

+10.72%