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BKLC vs. BKSE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BKLC vs. BKSE - 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 US Small Cap Core Equity ETF (BKSE). The values are adjusted to include any dividend payments, if applicable.

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BKLC vs. BKSE - 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%37.38%
BKSE
BNY Mellon US Small Cap Core Equity ETF
1.26%13.09%9.56%22.37%-18.44%16.18%55.56%

Returns By Period

In the year-to-date period, BKLC achieves a -4.58% return, which is significantly lower than BKSE's 1.26% return.


BKLC

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

BKSE

1D
2.99%
1M
-4.63%
YTD
1.26%
6M
4.17%
1Y
23.75%
3Y*
13.57%
5Y*
5.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BKLC vs. BKSE - Expense Ratio Comparison

BKLC has a 0.00% expense ratio, which is lower than BKSE's 0.04% 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. BKSE — 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

BKSE
BKSE Risk / Return Rank: 6262
Overall Rank
BKSE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
BKSE Sortino Ratio Rank: 6363
Sortino Ratio Rank
BKSE Omega Ratio Rank: 5757
Omega Ratio Rank
BKSE Calmar Ratio Rank: 6565
Calmar Ratio Rank
BKSE Martin Ratio Rank: 6767
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. BKSE - 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 US Small Cap Core Equity ETF (BKSE). 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.


BKLCBKSEDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.05

-0.03

Sortino ratio

Return per unit of downside risk

1.53

1.60

-0.06

Omega ratio

Gain probability vs. loss probability

1.24

1.21

+0.03

Calmar ratio

Return relative to maximum drawdown

1.55

1.62

-0.07

Martin ratio

Return relative to average drawdown

7.24

6.68

+0.56

BKLC vs. BKSE - Sharpe Ratio Comparison

The current BKLC Sharpe Ratio is 1.02, which is comparable to the BKSE Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of BKLC and BKSE, 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


BKLCBKSEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.05

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.24

+0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.65

+0.33

Correlation

The correlation between BKLC and BKSE 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.


Dividends

BKLC vs. BKSE - Dividend Comparison

BKLC's dividend yield for the trailing twelve months is around 1.11%, less than BKSE's 1.24% 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%
BKSE
BNY Mellon US Small Cap Core Equity ETF
1.24%1.26%1.55%1.38%1.50%1.17%0.82%

Drawdowns

BKLC vs. BKSE - Drawdown Comparison

The maximum BKLC drawdown since its inception was -26.14%, smaller than the maximum BKSE drawdown of -29.08%. Use the drawdown chart below to compare losses from any high point for BKLC and BKSE.


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Drawdown Indicators


BKLCBKSEDifference

Max Drawdown

Largest peak-to-trough decline

-26.14%

-29.08%

+2.94%

Max Drawdown (1Y)

Largest decline over 1 year

-12.05%

-14.76%

+2.71%

Max Drawdown (5Y)

Largest decline over 5 years

-26.14%

-29.08%

+2.94%

Current Drawdown

Current decline from peak

-6.40%

-6.69%

+0.29%

Average Drawdown

Average peak-to-trough decline

-5.40%

-9.28%

+3.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

3.57%

-0.99%

Volatility

BKLC vs. BKSE - Volatility Comparison

The current volatility for BNY Mellon US Large Cap Core Equity ETF (BKLC) is 5.41%, while BNY Mellon US Small Cap Core Equity ETF (BKSE) has a volatility of 6.51%. This indicates that BKLC experiences smaller price fluctuations and is considered to be less risky than BKSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKLCBKSEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

6.51%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.69%

13.32%

-3.63%

Volatility (1Y)

Calculated over the trailing 1-year period

18.48%

22.83%

-4.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.18%

21.46%

-4.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.59%

22.47%

-4.88%