BKLC vs. BSMIX
BKLC (BNY Mellon US Large Cap Core Equity ETF) and BSMIX (iShares Russell Small/Mid-Cap Index Fund) are both funds - BKLC is a Large Cap Blend Equities fund tracking the Morningstar US Large Cap Index, while BSMIX is a Small Cap Blend Equities fund managed by BlackRock. Over the past 5 years, BKLC returned 13.17%/yr vs 7.96%/yr for BSMIX. Their correlation of 0.80 suggests significant overlap in exposure. BKLC charges 0.00%/yr vs 0.12%/yr for BSMIX.
Performance
BKLC vs. BSMIX - Performance Comparison
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Returns By Period
In the year-to-date period, BKLC achieves a 10.47% return, which is significantly lower than BSMIX's 20.65% return.
BKLC
- 1D
- -0.77%
- 1M
- 1.31%
- 6M
- 8.45%
- YTD
- 10.47%
- 1Y
- 21.59%
- 3Y*
- 21.06%
- 5Y*
- 13.17%
- 10Y*
- —
BSMIX
- 1D
- -0.23%
- 1M
- 0.59%
- 6M
- 14.16%
- YTD
- 20.65%
- 1Y
- 31.24%
- 3Y*
- 17.05%
- 5Y*
- 7.96%
- 10Y*
- 11.57%
BKLC vs. BSMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BKLC BNY Mellon US Large Cap Core Equity ETF | 10.47% | 18.06% | 25.56% | 30.88% | -20.52% | 27.41% | 37.31% |
BSMIX iShares Russell Small/Mid-Cap Index Fund | 20.65% | 11.92% | 12.04% | 17.15% | -18.39% | 18.00% | 62.70% |
Correlation
The correlation between BKLC and BSMIX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
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.
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Return for Risk
BKLC vs. BSMIX — Risk / Return Rank
BKLC
BSMIX
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.
| BKLC | BSMIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.29 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 3.20 | -0.82 |
| Martin ratioReturn relative to average drawdown | 10.23 | 12.04 | -1.81 |
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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.
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Drawdown Indicators
| BKLC | BSMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.15% | -1.61% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -5.21% | -7.35% | +2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 2.49% | -0.37% |
Volatility
BKLC vs. BSMIX - Volatility Comparison
The current volatility for BNY Mellon US Large Cap Core Equity ETF (BKLC) is 4.13%, while iShares Russell Small/Mid-Cap Index Fund (BSMIX) has a volatility of 5.47%. 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.
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Volatility by Period
| BKLC | BSMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 5.47% | -1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 10.19% | 13.48% | -3.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.87% | 17.84% | -4.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.29% | 21.27% | -3.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.42% | 21.68% | -4.26% |
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 1.06%, less than BSMIX's 2.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BKLC BNY Mellon US Large Cap Core Equity ETF | 1.06% | 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 | 2.40% | 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 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BSMIX has higher volatility (5.47%) compared to BKLC (4.13%). In terms of maximum drawdown, BKLC dropped -26.14% vs BSMIX's -41.32%.
BKLC currently has the higher Sharpe Ratio (1.69 vs 1.68), 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.
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