BKIE vs. EPIN

Last updated Aug 5, 2026

BKIE (BNY Mellon International Equity ETF) and EPIN (Harbor International Equity ETF) are both Foreign Large Cap Equities funds. BKIE is passively managed, while EPIN is actively managed. Over the past year, BKIE returned 26.45% vs 39.70% for EPIN. Their correlation of 0.88 means they have usually moved in the same direction. BKIE charges 0.04%/yr vs 0.80%/yr for EPIN.

Performance

BKIE vs. EPIN - Performance Comparison

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

Returns By Period

In the year-to-date period, BKIE achieves a 13.51% return, which is significantly lower than EPIN's 26.09% return.

BKIE

• 1D: 1.22%
• 1M: 2.91%
• 6M: 7.75%
• YTD: 13.51%
• 1Y: 26.45%
• 3Y*: 18.64%
• 5Y*: 10.01%
• 10Y*: —
• ALL TIME*: 15.31%

EPIN

• 1D: 1.76%
• 1M: 1.51%
• 6M: 16.61%
• YTD: 26.09%
• 1Y: 39.70%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 36.96%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BKIE BNY Mellon International Equity ETF	$7.38M	$6.81M	$5.78M
EPIN Harbor International Equity ETF	$42.71K	$23.97K	$19.96K

BKIE vs. EPIN - Yearly Performance Comparison

	2026 (YTD)	2025
BKIE BNY Mellon International Equity ETF	13.51%	12.57%
EPIN Harbor International Equity ETF	26.09%	14.36%

Correlation

The correlation between BKIE and EPIN is 0.87, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.87
Correlation (All Time) Calculated using the full available price history since Jun 5, 2025	0.88

The correlation between BKIE and EPIN has been stable across timeframes, ranging from 0.87 to 0.88 - a consistent structural relationship.

BKIE vs. EPIN - Sectors Allocation Comparison

Sectors	BKIE	EPIN
Financial Services	26.6%	19.1%
Industrials	17.9%	20.6%
Technology	11.7%	29.6%
Healthcare	9.1%	8.2%
Consumer Cyclical	7.2%	7.0%
Basic Materials	6.7%	7.1%
Consumer Defensive	6.3%	3.6%
Energy	5.0%	3.8%
Communication Services	4.1%	1.0%
Utilities	3.5%	-
Real Estate	1.8%	-

Return for Risk

BKIE vs. EPIN — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BKIE

BKIE Risk / Return Rank: 65
BKIE Sharpe Ratio Rank: 67
BKIE Sortino Ratio Rank: 66
BKIE Omega Ratio Rank: 65
BKIE Calmar Ratio Rank: 59
BKIE Martin Ratio Rank: 66

EPIN

EPIN Risk / Return Rank: 81
EPIN Sharpe Ratio Rank: 81
EPIN Sortino Ratio Rank: 77
EPIN Omega Ratio Rank: 80
EPIN Calmar Ratio Rank: 83
EPIN Martin Ratio Rank: 82

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BKIE vs. EPIN - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BKIE	EPIN	Difference
Sharpe ratio: Return per unit of total volatility	1.75	2.08	-0.34
Sortino ratio: Return per unit of downside risk	2.46	2.81	-0.35
Omega ratio: Gain probability vs. loss probability	1.31	1.37	-0.06
Calmar ratio: Return relative to maximum drawdown	2.33	3.43	-1.10
Martin ratio: Return relative to average drawdown	9.05	12.33	-3.29

BKIE vs. EPIN - Sharpe Ratio Comparison

The current BKIE Sharpe Ratio is 1.75, which is comparable to the EPIN Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of BKIE and EPIN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BKIE vs. EPIN - Drawdown Comparison

The maximum BKIE drawdown since its inception was -28.19%, which is greater than EPIN's maximum drawdown of -11.64%. Use the drawdown chart below to compare losses from any high point for BKIE and EPIN.

Drawdown Indicators

	BKIE	EPIN	Difference
Max Drawdown Largest peak-to-trough decline	-28.19%	-11.64%	-16.55%
Max Drawdown (1Y) Largest decline over 1 year	-11.41%	-11.64%	+0.23%
Max Drawdown (3Y) Largest decline over 3 years	-13.19%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-28.19%	—	—
Current Drawdown Current decline from peak	0.00%	-0.32%	+0.32%
Average Drawdown Average peak-to-trough decline	-4.87%	-1.92%	-2.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.93%	3.23%	-0.30%

Volatility

BKIE vs. EPIN - Volatility Comparison

The current volatility for BNY Mellon International Equity ETF (BKIE) is 4.18%, while Harbor International Equity ETF (EPIN) has a volatility of 5.54%. This indicates that BKIE experiences smaller price fluctuations and is considered to be less risky than EPIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BKIE	EPIN	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.18%	5.54%	-1.36%
Volatility (6M) Calculated over the trailing 6-month period	13.02%	16.99%	-3.97%
Volatility (1Y) Calculated over the trailing 1-year period	15.25%	19.16%	-3.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.22%	18.37%	-2.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.32%	18.37%	-2.05%

BKIE vs. EPIN - Expense Ratio Comparison

BKIE has a 0.04% expense ratio, which is lower than EPIN's 0.80% expense ratio.

Dividends

BKIE vs. EPIN - Dividend Comparison

BKIE's dividend yield for the trailing twelve months is around 3.10%, more than EPIN's 0.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
BKIE BNY Mellon International Equity ETF	3.10%	3.12%	3.31%	2.88%	2.97%	2.58%	1.49%
EPIN Harbor International Equity ETF	0.63%	0.79%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BKIE and EPIN in my portfolio?

BKIE and EPIN have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BKIE or EPIN?

EPIN has higher volatility (5.54%) compared to BKIE (4.18%). In terms of maximum drawdown, BKIE dropped -28.19% vs EPIN's -11.64%.

Which ETF is better, BKIE or EPIN?

On 1-year performance, EPIN leads with 39.70% vs 26.45% for BKIE. On fees, BKIE is cheaper at 0.04% per year. On volatility, BKIE has been the lower-risk option at 4.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BKIE or EPIN?

Over the 1-year period, EPIN has performed better with a 39.70% return vs 26.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BKIE or EPIN?

BKIE is cheaper with a 0.04% expense ratio, compared with 0.80% for EPIN.

Which ETF pays a higher dividend yield, BKIE or EPIN?

BKIE has the higher dividend yield at 3.10%, compared with 0.63% for EPIN.

What is the main difference between BKIE and EPIN?

They also come from different issuers: BNY Mellon and Harbor. Their fees differ too: 0.04% for BKIE and 0.80% for EPIN.

Which has better risk-adjusted returns?

EPIN currently has the higher Sharpe Ratio (2.08 vs 1.75), 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.