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BKLC vs. BKAG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BKLC vs. BKAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon US Large Cap Core Equity ETF (BKLC) and BNY Mellon Core Bond ETF (BKAG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BKLC achieves a 10.93% return, which is significantly higher than BKAG's 0.29% return.


BKLC

1D
-0.74%
1M
5.19%
YTD
10.93%
6M
10.81%
1Y
28.05%
3Y*
23.25%
5Y*
14.33%
10Y*

BKAG

1D
-0.19%
1M
0.27%
YTD
0.29%
6M
0.12%
1Y
5.10%
3Y*
3.95%
5Y*
0.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BKLC vs. BKAG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BKLC
BNY Mellon US Large Cap Core Equity ETF
10.93%18.06%25.56%30.88%-20.52%27.41%36.06%
BKAG
BNY Mellon Core Bond ETF
0.29%7.23%1.17%5.67%-13.29%-1.46%2.15%

Correlation

The correlation between BKLC and BKAG is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2020

0.14

The correlation between BKLC and BKAG shifts across timeframes, from 0.14 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BKLC vs. BKAG — Risk / Return Rank

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

BKLC
BKLC Risk / Return Rank: 6868
Overall Rank
BKLC Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
BKLC Sortino Ratio Rank: 6767
Sortino Ratio Rank
BKLC Omega Ratio Rank: 6969
Omega Ratio Rank
BKLC Calmar Ratio Rank: 6161
Calmar Ratio Rank
BKLC Martin Ratio Rank: 7373
Martin Ratio Rank

BKAG
BKAG Risk / Return Rank: 3636
Overall Rank
BKAG Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
BKAG Sortino Ratio Rank: 3737
Sortino Ratio Rank
BKAG Omega Ratio Rank: 3434
Omega Ratio Rank
BKAG Calmar Ratio Rank: 3737
Calmar Ratio Rank
BKAG Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BKLC vs. BKAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon US Large Cap Core Equity ETF (BKLC) and BNY Mellon Core Bond ETF (BKAG). 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.


BKLCBKAGDifference
Sharpe ratioReturn per unit of total volatility

+1.01

Sortino ratioReturn per unit of downside risk

+1.20

Omega ratioGain probability vs. loss probability

1.42

1.23

+0.19

Calmar ratioReturn relative to maximum drawdown

3.10

1.86

+1.24

Martin ratioReturn relative to average drawdown

14.15

5.49

+8.65

BKLC vs. BKAG - Sharpe Ratio Comparison

The current BKLC Sharpe Ratio is 2.33, which is higher than the BKAG Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of BKLC and BKAG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BKLCBKAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

1.32

+1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.01

+0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

0.01

+1.11

Drawdowns

BKLC vs. BKAG - Drawdown Comparison

The maximum BKLC drawdown since its inception was -26.14%, which is greater than BKAG's maximum drawdown of -18.53%. Use the drawdown chart below to compare losses from any high point for BKLC and BKAG.


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Drawdown Indicators


BKLCBKAGDifference

Max Drawdown

Largest peak-to-trough decline

-26.14%

-18.53%

-7.61%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

-2.76%

-6.34%

Max Drawdown (3Y)

Largest decline over 3 years

-19.05%

-6.04%

-13.01%

Max Drawdown (5Y)

Largest decline over 5 years

-26.14%

-18.00%

-8.14%

Current Drawdown

Current decline from peak

-0.74%

-2.32%

+1.58%

Average Drawdown

Average peak-to-trough decline

-5.27%

-7.12%

+1.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

0.93%

+1.06%

Volatility

BKLC vs. BKAG - Volatility Comparison

BNY Mellon US Large Cap Core Equity ETF (BKLC) has a higher volatility of 3.00% compared to BNY Mellon Core Bond ETF (BKAG) at 1.22%. This indicates that BKLC's price experiences larger fluctuations and is considered to be riskier than BKAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKLCBKAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.00%

1.22%

+1.78%

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

2.74%

+6.38%

Volatility (1Y)

Calculated over the trailing 1-year period

12.11%

3.87%

+8.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.16%

6.01%

+11.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.44%

5.55%

+11.89%

BKLC vs. BKAG - Expense Ratio Comparison

BKLC has a 0.00% expense ratio, which is lower than BKAG's 0.00% 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%.


Dividends

BKLC vs. BKAG - Dividend Comparison

BKLC's dividend yield for the trailing twelve months is around 1.01%, less than BKAG's 4.24% yield.


PositionTTM202520242023202220212020
BKAG
BNY Mellon Core Bond ETF
4.24%4.17%4.26%3.33%2.49%1.55%1.16%
BKLC
BNY Mellon US Large Cap Core Equity ETF
1.01%1.05%1.22%1.35%1.64%1.10%0.84%

Frequently Asked Questions


BKLC and BKAG have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BKLC has higher volatility (3.00%) compared to BKAG (1.22%). In terms of maximum drawdown, BKLC dropped -26.14% vs BKAG's -18.53%.

On 5-year performance, BKLC leads with 14.33% vs 0.07% for BKAG. Both ETFs have the same 0.00% expense ratio. On volatility, BKAG has been the lower-risk option at 1.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BKLC has performed better with a 14.33% return vs 0.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BKLC and BKAG have the same expense ratio: 0.00% per year.

BKAG has the higher dividend yield at 4.24%, compared with 1.01% for BKLC.

BKLC is categorized as Large Cap Growth Equities, while BKAG is Total Bond Market. BKLC tracks Morningstar US Large Cap Index, while BKAG tracks Bloomberg US Aggregate Total Return Index.

BKLC currently has the higher Sharpe Ratio (2.33 vs 1.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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