BKIE vs. VGPMX
Compare and contrast key facts about BNY Mellon International Equity ETF (BKIE) and Vanguard Global Capital Cycles Fund (VGPMX).
BKIE is a passively managed fund by The Bank of New York Mellon Corp. that tracks the performance of the Morningstar Developed Markets ex-US Large Cap Index. It was launched on Apr 24, 2020. VGPMX is managed by Vanguard. It was launched on May 23, 1984.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BKIE or VGPMX.
Performance
BKIE vs. VGPMX - Performance Comparison
Returns By Period
In the year-to-date period, BKIE achieves a 5.32% return, which is significantly lower than VGPMX's 8.58% return.
BKIE
5.32%
-5.26%
-2.05%
12.15%
N/A
N/A
VGPMX
8.58%
-4.87%
-2.71%
14.36%
13.52%
5.44%
Key characteristics
| BKIE | VGPMX | |
|---|---|---|
| Sharpe Ratio | 1.05 | 0.95 |
| Sortino Ratio | 1.52 | 1.35 |
| Omega Ratio | 1.18 | 1.17 |
| Calmar Ratio | 1.75 | 0.29 |
| Martin Ratio | 5.43 | 4.58 |
| Ulcer Index | 2.46% | 3.05% |
| Daily Std Dev | 12.76% | 14.64% |
| Max Drawdown | -28.19% | -79.32% |
| Current Drawdown | -7.64% | -40.33% |
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BKIE vs. VGPMX - Expense Ratio Comparison
BKIE has a 0.04% expense ratio, which is lower than VGPMX's 0.36% expense ratio.
Correlation
The correlation between BKIE and VGPMX is 0.84, 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.
Risk-Adjusted Performance
BKIE vs. VGPMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Equity ETF (BKIE) and Vanguard Global Capital Cycles Fund (VGPMX). 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.
Dividends
BKIE vs. VGPMX - Dividend Comparison
BKIE's dividend yield for the trailing twelve months is around 2.90%, less than VGPMX's 3.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKIE BNY Mellon International Equity ETF | 2.90% | 2.88% | 2.97% | 2.58% | 1.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGPMX Vanguard Global Capital Cycles Fund | 3.15% | 3.22% | 3.27% | 3.26% | 2.03% | 2.39% | 3.01% | 0.02% | 1.71% | 2.33% | 0.00% | 0.08% |
Drawdowns
BKIE vs. VGPMX - Drawdown Comparison
The maximum BKIE drawdown since its inception was -28.19%, smaller than the maximum VGPMX drawdown of -79.32%. Use the drawdown chart below to compare losses from any high point for BKIE and VGPMX. For additional features, visit the drawdowns tool.
Volatility
BKIE vs. VGPMX - Volatility Comparison
The current volatility for BNY Mellon International Equity ETF (BKIE) is 3.63%, while Vanguard Global Capital Cycles Fund (VGPMX) has a volatility of 4.44%. This indicates that BKIE experiences smaller price fluctuations and is considered to be less risky than VGPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.