BKIE vs. BND
BKIE (BNY Mellon International Equity ETF) and BND (Vanguard Total Bond Market ETF) are both exchange-traded funds - BKIE is a Foreign Large Cap Equities fund tracking the Morningstar Developed Markets ex-US Large Cap Index, while BND is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Float Adjusted Index. Both are passively managed. Over the past 5 years, BKIE returned 8.82%/yr vs -0.05%/yr for BND. At a 0.20 correlation, their price movements are largely independent. BKIE charges 0.04%/yr vs 0.03%/yr for BND.
Performance
BKIE vs. BND - Performance Comparison
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Returns By Period
In the year-to-date period, BKIE achieves a 7.27% return, which is significantly higher than BND's -0.07% return.
BKIE
- 1D
- 0.63%
- 1M
- -0.95%
- YTD
- 7.27%
- 6M
- 9.96%
- 1Y
- 20.75%
- 3Y*
- 16.78%
- 5Y*
- 8.82%
- 10Y*
- —
BND
- 1D
- -0.03%
- 1M
- -0.67%
- YTD
- -0.07%
- 6M
- 0.23%
- 1Y
- 4.87%
- 3Y*
- 3.89%
- 5Y*
- -0.05%
- 10Y*
- 1.53%
BKIE vs. BND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BKIE BNY Mellon International Equity ETF | 7.27% | 32.08% | 4.63% | 18.25% | -13.60% | 13.75% | 34.17% |
BND Vanguard Total Bond Market ETF | -0.07% | 7.08% | 1.38% | 5.65% | -13.11% | -1.86% | 2.50% |
Correlation
The correlation between BKIE and BND is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Apr 27, 2020 | 0.20 |
Over the past year, BKIE and BND have become more correlated (0.44) than their long-term average of 0.20, meaning their price movements have been converging.
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Return for Risk
BKIE vs. BND — Risk / Return Rank
BKIE
BND
BKIE vs. BND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Equity ETF (BKIE) and Vanguard Total Bond Market ETF (BND). 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.
| BKIE | BND | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.23 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 1.83 | 0.00 |
| Martin ratioReturn relative to average drawdown | 7.03 | 5.43 | +1.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BKIE | BND | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.41 | 1.32 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | -0.01 | +0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.28 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.58 | +0.32 |
Drawdowns
BKIE vs. BND - Drawdown Comparison
The maximum BKIE drawdown since its inception was -28.19%, which is greater than BND's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for BKIE and BND.
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Drawdown Indicators
| BKIE | BND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.19% | -18.58% | -9.61% |
Max Drawdown (1Y)Largest decline over 1 year | -11.41% | -2.68% | -8.73% |
Max Drawdown (3Y)Largest decline over 3 years | -13.19% | -5.92% | -7.27% |
Max Drawdown (5Y)Largest decline over 5 years | -28.19% | -17.91% | -10.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.58% | — |
Current DrawdownCurrent decline from peak | -2.41% | -2.70% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -3.06% | -1.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 0.90% | +2.06% |
Volatility
BKIE vs. BND - Volatility Comparison
BNY Mellon International Equity ETF (BKIE) has a higher volatility of 4.17% compared to Vanguard Total Bond Market ETF (BND) at 1.20%. This indicates that BKIE's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BKIE | BND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.17% | 1.20% | +2.97% |
Volatility (6M)Calculated over the trailing 6-month period | 12.46% | 2.69% | +9.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.84% | 3.72% | +11.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.16% | 6.02% | +10.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.36% | 5.53% | +10.83% |
BKIE vs. BND - Expense Ratio Comparison
BKIE has a 0.04% expense ratio, which is higher than BND's 0.03% 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%.
Dividends
BKIE vs. BND - Dividend Comparison
BKIE's dividend yield for the trailing twelve months is around 3.30%, less than BND's 3.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKIE BNY Mellon International Equity ETF | 3.30% | 3.12% | 3.31% | 2.88% | 2.97% | 2.58% | 1.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.98% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
Frequently Asked Questions
BKIE and BND have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BKIE has higher volatility (4.17%) compared to BND (1.20%). In terms of maximum drawdown, BKIE dropped -28.19% vs BND's -18.58%.
On 5-year performance, BKIE leads with 8.82% vs -0.05% for BND. On fees, BND is cheaper at 0.03% per year. On volatility, BND has been the lower-risk option at 1.20%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, BKIE has performed better with a 8.82% return vs -0.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BND is cheaper with a 0.03% expense ratio, compared with 0.04% for BKIE.
BND has the higher dividend yield at 3.98%, compared with 3.30% for BKIE.
BKIE is categorized as Foreign Large Cap Equities, while BND is Total Bond Market. BKIE tracks Morningstar Developed Markets ex-US Large Cap Index, while BND tracks Bloomberg U.S. Aggregate Float Adjusted Index. They also come from different issuers: BNY Mellon and Vanguard. Their fees differ too: 0.04% for BKIE and 0.03% for BND.
BKIE currently has the higher Sharpe Ratio (1.41 vs 1.32), 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.
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