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BKLC vs. BKEM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BKLC vs. BKEM - 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 Emerging Markets Equity ETF (BKEM). The values are adjusted to include any dividend payments, if applicable.

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BKLC vs. BKEM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BKLC
BNY Mellon US Large Cap Core Equity ETF
-4.58%18.06%25.56%30.88%-20.52%27.41%36.06%
BKEM
BNY Mellon Emerging Markets Equity ETF
5.83%30.55%7.53%8.68%-19.43%-3.91%47.53%

Returns By Period

In the year-to-date period, BKLC achieves a -4.58% return, which is significantly lower than BKEM's 5.83% return.


BKLC

1D
2.97%
1M
-4.99%
YTD
-4.58%
6M
-2.24%
1Y
18.74%
3Y*
19.44%
5Y*
12.04%
10Y*

BKEM

1D
3.62%
1M
-8.93%
YTD
5.83%
6M
9.17%
1Y
33.56%
3Y*
15.90%
5Y*
3.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BKLC vs. BKEM - Expense Ratio Comparison

BKLC has a 0.00% expense ratio, which is lower than BKEM's 0.11% 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%.


Return for Risk

BKLC vs. BKEM — Risk / Return Rank

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

BKLC
BKLC Risk / Return Rank: 6666
Overall Rank
BKLC Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
BKLC Sortino Ratio Rank: 6363
Sortino Ratio Rank
BKLC Omega Ratio Rank: 6767
Omega Ratio Rank
BKLC Calmar Ratio Rank: 6666
Calmar Ratio Rank
BKLC Martin Ratio Rank: 7474
Martin Ratio Rank

BKEM
BKEM Risk / Return Rank: 8585
Overall Rank
BKEM Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
BKEM Sortino Ratio Rank: 8585
Sortino Ratio Rank
BKEM Omega Ratio Rank: 8484
Omega Ratio Rank
BKEM Calmar Ratio Rank: 8585
Calmar Ratio Rank
BKEM Martin Ratio Rank: 8585
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. BKEM - 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 Emerging Markets Equity ETF (BKEM). 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.


BKLCBKEMDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.68

-0.66

Sortino ratio

Return per unit of downside risk

1.53

2.26

-0.73

Omega ratio

Gain probability vs. loss probability

1.24

1.33

-0.09

Calmar ratio

Return relative to maximum drawdown

1.55

2.53

-0.98

Martin ratio

Return relative to average drawdown

7.24

9.54

-2.30

BKLC vs. BKEM - Sharpe Ratio Comparison

The current BKLC Sharpe Ratio is 1.02, which is lower than the BKEM Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of BKLC and BKEM, 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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Sharpe Ratios by Period


BKLCBKEMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.68

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.20

+0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.58

+0.40

Correlation

The correlation between BKLC and BKEM is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BKLC vs. BKEM - Dividend Comparison

BKLC's dividend yield for the trailing twelve months is around 1.11%, less than BKEM's 2.13% yield.


TTM202520242023202220212020
BKLC
BNY Mellon US Large Cap Core Equity ETF
1.11%1.05%1.22%1.35%1.64%1.10%0.84%
BKEM
BNY Mellon Emerging Markets Equity ETF
2.13%2.25%2.76%3.02%3.15%2.22%1.78%

Drawdowns

BKLC vs. BKEM - Drawdown Comparison

The maximum BKLC drawdown since its inception was -26.14%, smaller than the maximum BKEM drawdown of -39.48%. Use the drawdown chart below to compare losses from any high point for BKLC and BKEM.


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Drawdown Indicators


BKLCBKEMDifference

Max Drawdown

Largest peak-to-trough decline

-26.14%

-39.48%

+13.34%

Max Drawdown (1Y)

Largest decline over 1 year

-12.05%

-13.11%

+1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-26.14%

-36.65%

+10.51%

Current Drawdown

Current decline from peak

-6.40%

-9.96%

+3.56%

Average Drawdown

Average peak-to-trough decline

-5.40%

-16.41%

+11.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

3.48%

-0.90%

Volatility

BKLC vs. BKEM - Volatility Comparison

The current volatility for BNY Mellon US Large Cap Core Equity ETF (BKLC) is 5.41%, while BNY Mellon Emerging Markets Equity ETF (BKEM) has a volatility of 10.47%. This indicates that BKLC experiences smaller price fluctuations and is considered to be less risky than BKEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKLCBKEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

10.47%

-5.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.69%

14.67%

-4.98%

Volatility (1Y)

Calculated over the trailing 1-year period

18.48%

20.07%

-1.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.18%

18.32%

-1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.59%

18.88%

-1.29%