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BKIE vs. VEA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BKIE and VEA is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

BKIE vs. VEA - Performance Comparison

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

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%AugustSeptemberOctoberNovemberDecember2025
-1.38%
-2.21%
BKIE
VEA

Key characteristics

Sharpe Ratio

BKIE:

0.74

VEA:

0.68

Sortino Ratio

BKIE:

1.08

VEA:

1.00

Omega Ratio

BKIE:

1.13

VEA:

1.12

Calmar Ratio

BKIE:

1.00

VEA:

0.88

Martin Ratio

BKIE:

2.50

VEA:

2.18

Ulcer Index

BKIE:

3.72%

VEA:

3.95%

Daily Std Dev

BKIE:

12.66%

VEA:

12.67%

Max Drawdown

BKIE:

-28.19%

VEA:

-60.69%

Current Drawdown

BKIE:

-7.03%

VEA:

-7.53%

Returns By Period

In the year-to-date period, BKIE achieves a 1.31% return, which is significantly lower than VEA's 1.57% return.


BKIE

YTD

1.31%

1M

1.85%

6M

-2.03%

1Y

8.21%

5Y*

N/A

10Y*

N/A

VEA

YTD

1.57%

1M

2.10%

6M

-2.71%

1Y

7.28%

5Y*

4.94%

10Y*

5.57%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BKIE vs. VEA - Expense Ratio Comparison

BKIE has a 0.04% expense ratio, which is lower than VEA's 0.05% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VEA
Vanguard FTSE Developed Markets ETF
Expense ratio chart for VEA: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for BKIE: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

BKIE vs. VEA — Risk-Adjusted Performance Rank

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

BKIE
The Risk-Adjusted Performance Rank of BKIE is 3030
Overall Rank
The Sharpe Ratio Rank of BKIE is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of BKIE is 2626
Sortino Ratio Rank
The Omega Ratio Rank of BKIE is 2626
Omega Ratio Rank
The Calmar Ratio Rank of BKIE is 4141
Calmar Ratio Rank
The Martin Ratio Rank of BKIE is 2727
Martin Ratio Rank

VEA
The Risk-Adjusted Performance Rank of VEA is 2727
Overall Rank
The Sharpe Ratio Rank of VEA is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of VEA is 2424
Sortino Ratio Rank
The Omega Ratio Rank of VEA is 2424
Omega Ratio Rank
The Calmar Ratio Rank of VEA is 3838
Calmar Ratio Rank
The Martin Ratio Rank of VEA is 2525
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.

BKIE vs. VEA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Equity ETF (BKIE) and Vanguard FTSE Developed Markets ETF (VEA). 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.


Sharpe ratio
The chart of Sharpe ratio for BKIE, currently valued at 0.74, compared to the broader market0.002.004.000.740.68
The chart of Sortino ratio for BKIE, currently valued at 1.08, compared to the broader market0.005.0010.001.081.00
The chart of Omega ratio for BKIE, currently valued at 1.13, compared to the broader market1.002.003.001.131.12
The chart of Calmar ratio for BKIE, currently valued at 1.00, compared to the broader market0.005.0010.0015.0020.001.000.88
The chart of Martin ratio for BKIE, currently valued at 2.50, compared to the broader market0.0020.0040.0060.0080.00100.002.502.18
BKIE
VEA

The current BKIE Sharpe Ratio is 0.74, which is comparable to the VEA Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of BKIE and VEA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.74
0.68
BKIE
VEA

Dividends

BKIE vs. VEA - Dividend Comparison

BKIE's dividend yield for the trailing twelve months is around 3.27%, which matches VEA's 3.30% yield.


TTM20242023202220212020201920182017201620152014
BKIE
BNY Mellon International Equity ETF
3.27%3.31%2.88%2.97%2.58%1.49%0.00%0.00%0.00%0.00%0.00%0.00%
VEA
Vanguard FTSE Developed Markets ETF
3.30%3.36%3.16%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%

Drawdowns

BKIE vs. VEA - Drawdown Comparison

The maximum BKIE drawdown since its inception was -28.19%, smaller than the maximum VEA drawdown of -60.69%. Use the drawdown chart below to compare losses from any high point for BKIE and VEA. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.03%
-7.53%
BKIE
VEA

Volatility

BKIE vs. VEA - Volatility Comparison

BNY Mellon International Equity ETF (BKIE) and Vanguard FTSE Developed Markets ETF (VEA) have volatilities of 3.84% and 3.74%, 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.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.84%
3.74%
BKIE
VEA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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