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

Correlation

The correlation between BKIE and VXUS is 0.96, 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. VXUS - Performance Comparison

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

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-0.33%
-1.65%
BKIE
VXUS

Key characteristics

Sharpe Ratio

BKIE:

0.44

VXUS:

0.49

Sortino Ratio

BKIE:

0.70

VXUS:

0.75

Omega Ratio

BKIE:

1.08

VXUS:

1.09

Calmar Ratio

BKIE:

0.64

VXUS:

0.62

Martin Ratio

BKIE:

1.87

VXUS:

2.03

Ulcer Index

BKIE:

3.07%

VXUS:

3.08%

Daily Std Dev

BKIE:

12.88%

VXUS:

12.88%

Max Drawdown

BKIE:

-28.19%

VXUS:

-35.97%

Current Drawdown

BKIE:

-8.89%

VXUS:

-10.02%

Returns By Period

In the year-to-date period, BKIE achieves a 3.90% return, which is significantly higher than VXUS's 3.12% return.


BKIE

YTD

3.90%

1M

-2.08%

6M

-1.01%

1Y

6.82%

5Y*

N/A

10Y*

N/A

VXUS

YTD

3.12%

1M

-3.29%

6M

-2.23%

1Y

6.25%

5Y*

4.03%

10Y*

4.79%

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. VXUS - Expense Ratio Comparison

BKIE has a 0.04% expense ratio, which is lower than VXUS's 0.07% 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%.


VXUS
Vanguard Total International Stock ETF
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
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. VXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Equity ETF (BKIE) and Vanguard Total International Stock ETF (VXUS). 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 0.53, compared to the broader market0.002.004.000.530.49
The chart of Sortino ratio for BKIE, currently valued at 0.81, compared to the broader market-2.000.002.004.006.008.0010.000.810.75
The chart of Omega ratio for BKIE, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.09
The chart of Calmar ratio for BKIE, currently valued at 0.77, compared to the broader market0.005.0010.0015.000.770.62
The chart of Martin ratio for BKIE, currently valued at 2.19, compared to the broader market0.0020.0040.0060.0080.00100.002.192.03
BKIE
VXUS

The current BKIE Sharpe Ratio is 0.44, which is comparable to the VXUS Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of BKIE and VXUS, 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.53
0.49
BKIE
VXUS

Dividends

BKIE vs. VXUS - Dividend Comparison

BKIE's dividend yield for the trailing twelve months is around 2.94%, more than VXUS's 1.67% yield.


TTM20232022202120202019201820172016201520142013
BKIE
BNY Mellon International Equity ETF
2.94%2.88%2.97%2.58%1.49%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
1.67%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%2.70%

Drawdowns

BKIE vs. VXUS - Drawdown Comparison

The maximum BKIE drawdown since its inception was -28.19%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for BKIE and VXUS. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.89%
-10.02%
BKIE
VXUS

Volatility

BKIE vs. VXUS - Volatility Comparison

The current volatility for BNY Mellon International Equity ETF (BKIE) is 3.52%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 3.77%. This indicates that BKIE experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.52%
3.77%
BKIE
VXUS
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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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