BKIE vs. VOO
Compare and contrast key facts about BNY Mellon International Equity ETF (BKIE) and Vanguard S&P 500 ETF (VOO).
BKIE and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both BKIE and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BKIE or VOO.
Performance
BKIE vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, BKIE achieves a 5.32% return, which is significantly lower than VOO's 24.51% return.
BKIE
5.32%
-5.26%
-2.05%
12.15%
N/A
N/A
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| BKIE | VOO | |
|---|---|---|
| Sharpe Ratio | 1.05 | 2.64 |
| Sortino Ratio | 1.52 | 3.53 |
| Omega Ratio | 1.18 | 1.49 |
| Calmar Ratio | 1.75 | 3.81 |
| Martin Ratio | 5.43 | 17.34 |
| Ulcer Index | 2.46% | 1.86% |
| Daily Std Dev | 12.76% | 12.20% |
| Max Drawdown | -28.19% | -33.99% |
| Current Drawdown | -7.64% | -2.16% |
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BKIE vs. VOO - Expense Ratio Comparison
BKIE has a 0.04% expense ratio, which is higher than VOO'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%.
Correlation
The correlation between BKIE and VOO is 0.78, 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Equity ETF (BKIE) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
BKIE's dividend yield for the trailing twelve months is around 2.90%, more than VOO's 1.26% 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% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
BKIE vs. VOO - Drawdown Comparison
The maximum BKIE drawdown since its inception was -28.19%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BKIE and VOO. For additional features, visit the drawdowns tool.
Volatility
BKIE vs. VOO - Volatility Comparison
The current volatility for BNY Mellon International Equity ETF (BKIE) is 3.63%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.09%. This indicates that BKIE experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.