PortfoliosLab logoPortfoliosLab logo
BKLC vs. BSMIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BKLC vs. BSMIX - 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 iShares Russell Small/Mid-Cap Index Fund (BSMIX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BKLC achieves a 9.77% return, which is significantly lower than BSMIX's 20.93% return.


BKLC

1D
-0.36%
1M
0.24%
YTD
9.77%
6M
9.28%
1Y
26.77%
3Y*
22.14%
5Y*
13.82%
10Y*

BSMIX

1D
1.80%
1M
4.00%
YTD
20.93%
6M
17.90%
1Y
38.69%
3Y*
18.20%
5Y*
8.58%
10Y*
12.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BKLC vs. BSMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BKLC
BNY Mellon US Large Cap Core Equity ETF
9.77%18.06%25.56%30.88%-20.52%27.41%37.31%
BSMIX
iShares Russell Small/Mid-Cap Index Fund
20.93%11.92%12.04%17.15%-18.39%18.00%62.70%

Correlation

The correlation between BKLC and BSMIX is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.80

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

0.79

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

0.82

Correlation (All Time)
Calculated using the full available price history since Apr 9, 2020

0.80

The correlation between BKLC and BSMIX has been stable across timeframes, ranging from 0.79 to 0.82 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BKLC vs. BSMIX — 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: 6767
Sharpe Ratio Rank
BKLC Sortino Ratio Rank: 6363
Sortino Ratio Rank
BKLC Omega Ratio Rank: 6767
Omega Ratio Rank
BKLC Calmar Ratio Rank: 6161
Calmar Ratio Rank
BKLC Martin Ratio Rank: 7272
Martin Ratio Rank

BSMIX
BSMIX Risk / Return Rank: 7272
Overall Rank
BSMIX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BSMIX Sortino Ratio Rank: 6363
Sortino Ratio Rank
BSMIX Omega Ratio Rank: 5353
Omega Ratio Rank
BSMIX Calmar Ratio Rank: 8888
Calmar Ratio Rank
BSMIX Martin Ratio Rank: 8888
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. BSMIX - 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 iShares Russell Small/Mid-Cap Index Fund (BSMIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BKLCBSMIXDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

1.38

1.37

+0.02

Calmar ratioReturn relative to maximum drawdown

2.95

4.14

-1.18

Martin ratioReturn relative to average drawdown

13.05

15.63

-2.58

BKLC vs. BSMIX - Sharpe Ratio Comparison

The current BKLC Sharpe Ratio is 2.11, which is comparable to the BSMIX Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of BKLC and BSMIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BKLC vs. BSMIX - Drawdown Comparison

The maximum BKLC drawdown since its inception was -26.14%, smaller than the maximum BSMIX drawdown of -41.32%. Use the drawdown chart below to compare losses from any high point for BKLC and BSMIX.


Loading charts...

Drawdown Indicators


BKLCBSMIXDifference

Max Drawdown

Largest peak-to-trough decline

-26.14%

-41.32%

+15.18%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

-9.39%

+0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-19.05%

-25.49%

+6.44%

Max Drawdown (5Y)

Largest decline over 5 years

-26.14%

-28.33%

+2.19%

Max Drawdown (10Y)

Largest decline over 10 years

-41.32%

Current Drawdown

Current decline from peak

-1.78%

-0.14%

-1.64%

Average Drawdown

Average peak-to-trough decline

-5.24%

-7.38%

+2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

2.48%

-0.42%

Volatility

BKLC vs. BSMIX - Volatility Comparison

The current volatility for BNY Mellon US Large Cap Core Equity ETF (BKLC) is 4.83%, while iShares Russell Small/Mid-Cap Index Fund (BSMIX) has a volatility of 6.29%. This indicates that BKLC experiences smaller price fluctuations and is considered to be less risky than BSMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BKLCBSMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

6.29%

-1.46%

Volatility (6M)

Calculated over the trailing 6-month period

10.00%

13.48%

-3.48%

Volatility (1Y)

Calculated over the trailing 1-year period

12.77%

17.81%

-5.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.27%

21.29%

-4.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.47%

21.76%

-4.29%

BKLC vs. BSMIX - Expense Ratio Comparison

BKLC has a 0.00% expense ratio, which is lower than BSMIX's 0.12% 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. BSMIX - Dividend Comparison

BKLC's dividend yield for the trailing twelve months is around 1.02%, less than BSMIX's 2.39% yield.


PositionTTM2025202420232022202120202019201820172016
BKLC
BNY Mellon US Large Cap Core Equity ETF
1.02%1.05%1.22%1.35%1.64%1.10%0.84%0.00%0.00%0.00%0.00%
BSMIX
iShares Russell Small/Mid-Cap Index Fund
2.39%2.90%2.04%1.37%4.94%4.77%4.42%2.83%4.33%2.83%1.45%

Frequently Asked Questions


BKLC and BSMIX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSMIX has higher volatility (6.29%) compared to BKLC (4.83%). In terms of maximum drawdown, BKLC dropped -26.14% vs BSMIX's -41.32%.

BSMIX currently has the higher Sharpe Ratio (2.18 vs 2.11), 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

Find the right allocation for BKLC and BSMIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer