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

Correlation

The correlation between BKIE and VXUS is 0.77, 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.


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.

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Key characteristics

Sharpe Ratio

BKIE:

0.71

VXUS:

0.65

Sortino Ratio

BKIE:

1.09

VXUS:

1.06

Omega Ratio

BKIE:

1.15

VXUS:

1.14

Calmar Ratio

BKIE:

0.91

VXUS:

0.84

Martin Ratio

BKIE:

2.88

VXUS:

2.65

Ulcer Index

BKIE:

4.16%

VXUS:

4.29%

Daily Std Dev

BKIE:

16.91%

VXUS:

16.95%

Max Drawdown

BKIE:

-28.19%

VXUS:

-35.97%

Current Drawdown

BKIE:

0.00%

VXUS:

0.00%

Returns By Period

In the year-to-date period, BKIE achieves a 13.44% return, which is significantly higher than VXUS's 11.89% return.


BKIE

YTD

13.44%

1M

9.90%

6M

11.57%

1Y

11.92%

5Y*

13.17%

10Y*

N/A

VXUS

YTD

11.89%

1M

9.51%

6M

10.03%

1Y

11.02%

5Y*

11.58%

10Y*

5.10%

*Annualized

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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%.


Risk-Adjusted Performance

BKIE vs. VXUS — 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 6868
Overall Rank
The Sharpe Ratio Rank of BKIE is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of BKIE is 6464
Sortino Ratio Rank
The Omega Ratio Rank of BKIE is 6464
Omega Ratio Rank
The Calmar Ratio Rank of BKIE is 7777
Calmar Ratio Rank
The Martin Ratio Rank of BKIE is 6969
Martin Ratio Rank

VXUS
The Risk-Adjusted Performance Rank of VXUS is 6565
Overall Rank
The Sharpe Ratio Rank of VXUS is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 6666
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. 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.


The current BKIE Sharpe Ratio is 0.71, which is comparable to the VXUS Sharpe Ratio of 0.65. 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.


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Dividends

BKIE vs. VXUS - Dividend Comparison

BKIE's dividend yield for the trailing twelve months is around 2.73%, less than VXUS's 2.97% yield.


TTM20242023202220212020201920182017201620152014
BKIE
BNY Mellon International Equity ETF
2.73%3.31%2.88%2.97%2.58%1.49%0.00%0.00%0.00%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
2.97%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%

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.


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Volatility

BKIE vs. VXUS - Volatility Comparison

The current volatility for BNY Mellon International Equity ETF (BKIE) is 3.04%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 3.37%. 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.


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