BKLC vs. CGGR

Last updated Jun 10, 2026

BKLC (BNY Mellon US Large Cap Core Equity ETF) and CGGR (Capital Group Growth ETF) are both exchange-traded funds - BKLC is a Large Cap Blend Equities fund tracking the Morningstar US Large Cap Index, while CGGR is a Large Cap Growth Equities fund actively managed by Capital Group. BKLC is passively managed, while CGGR is actively managed. Over the past 3 years, BKLC returned 22.22%/yr vs 23.98%/yr for CGGR. Their correlation of 0.95 suggests significant overlap in exposure. BKLC charges 0.00%/yr vs 0.39%/yr for CGGR.

Performance

BKLC vs. CGGR - 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 Capital Group Growth ETF (CGGR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BKLC achieves a 8.41% return, which is significantly higher than CGGR's 2.70% return.

BKLC

• 1D: -0.32%
• 1M: 0.16%
• YTD: 8.41%
• 6M: 8.51%
• 1Y: 24.40%
• 3Y*: 22.22%
• 5Y*: 13.70%
• 10Y*: —

CGGR

• 1D: -0.22%
• 1M: -1.25%
• YTD: 2.70%
• 6M: 2.82%
• 1Y: 17.24%
• 3Y*: 23.98%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BKLC vs. CGGR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
BKLC BNY Mellon US Large Cap Core Equity ETF	8.41%	18.06%	25.56%	30.88%	-9.50%
CGGR Capital Group Growth ETF	2.70%	19.75%	32.12%	42.18%	-14.68%

Correlation

The correlation between BKLC and CGGR is 0.94, 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	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022	0.95

The correlation between BKLC and CGGR has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

BKLC vs. CGGR - Sectors Allocation Comparison

Sectors	BKLC	CGGR
Technology	38.2%	38.1%
Communication Services	10.8%	16.9%
Financial Services	10.7%	5.1%
Consumer Cyclical	10.0%	13.1%
Healthcare	8.4%	9.3%
Industrials	7.8%	7.5%
Consumer Defensive	4.4%	2.1%
Energy	3.2%	2.1%
Utilities	2.5%	0.8%
Real Estate	1.6%	0.8%
Basic Materials	1.6%	2.3%

Return for Risk

BKLC vs. CGGR — Risk / Return Rank

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

BKLC

BKLC Risk / Return Rank: 67
BKLC Sharpe Ratio Rank: 68
BKLC Sortino Ratio Rank: 65
BKLC Omega Ratio Rank: 69
BKLC Calmar Ratio Rank: 61
BKLC Martin Ratio Rank: 73

CGGR

CGGR Risk / Return Rank: 30
CGGR Sharpe Ratio Rank: 32
CGGR Sortino Ratio Rank: 30
CGGR Omega Ratio Rank: 32
CGGR Calmar Ratio Rank: 26
CGGR Martin Ratio Rank: 32

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. CGGR - 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 Capital Group Growth ETF (CGGR). 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.

	BKLC	CGGR	Difference
Sharpe ratio: Return per unit of total volatility	1.98	1.03	+0.94
Sortino ratio: Return per unit of downside risk	2.65	1.46	+1.19
Omega ratio: Gain probability vs. loss probability	1.36	1.19	+0.17
Calmar ratio: Return relative to maximum drawdown	2.69	1.14	+1.55
Martin ratio: Return relative to average drawdown	12.15	4.19	+7.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BKLC vs. CGGR - Sharpe Ratio Comparison

The current BKLC Sharpe Ratio is 1.98, which is higher than the CGGR Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of BKLC and CGGR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BKLC	CGGR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.98	1.03	+0.94
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.09	0.79	+0.31

Drawdowns

BKLC vs. CGGR - Drawdown Comparison

The maximum BKLC drawdown since its inception was -26.14%, smaller than the maximum CGGR drawdown of -28.90%. Use the drawdown chart below to compare losses from any high point for BKLC and CGGR.

Drawdown Indicators

	BKLC	CGGR	Difference
Max Drawdown Largest peak-to-trough decline	-26.14%	-28.90%	+2.76%
Max Drawdown (1Y) Largest decline over 1 year	-9.10%	-15.13%	+6.03%
Max Drawdown (3Y) Largest decline over 3 years	-19.05%	-23.37%	+4.32%
Max Drawdown (5Y) Largest decline over 5 years	-26.14%	—	—
Current Drawdown Current decline from peak	-3.00%	-4.40%	+1.40%
Average Drawdown Average peak-to-trough decline	-5.26%	-7.70%	+2.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.01%	4.13%	-2.12%

Volatility

BKLC vs. CGGR - Volatility Comparison

The current volatility for BNY Mellon US Large Cap Core Equity ETF (BKLC) is 3.91%, while Capital Group Growth ETF (CGGR) has a volatility of 5.81%. This indicates that BKLC experiences smaller price fluctuations and is considered to be less risky than CGGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BKLC	CGGR	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.91%	5.81%	-1.90%
Volatility (6M) Calculated over the trailing 6-month period	9.58%	13.13%	-3.55%
Volatility (1Y) Calculated over the trailing 1-year period	12.40%	16.75%	-4.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.21%	21.95%	-4.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.46%	21.95%	-4.49%

BKLC vs. CGGR - Expense Ratio Comparison

BKLC has a 0.00% expense ratio, which is lower than CGGR's 0.39% expense ratio.

Dividends

BKLC vs. CGGR - Dividend Comparison

BKLC's dividend yield for the trailing twelve months is around 1.04%, more than CGGR's 0.09% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
BKLC BNY Mellon US Large Cap Core Equity ETF	1.04%	1.05%	1.22%	1.35%	1.64%	1.10%	0.84%
CGGR Capital Group Growth ETF	0.09%	0.10%	0.33%	0.40%	0.33%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BKLC and CGGR in my portfolio?

With a correlation of 0.94, BKLC and CGGR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, BKLC or CGGR?

CGGR has higher volatility (5.81%) compared to BKLC (3.91%). In terms of maximum drawdown, BKLC dropped -26.14% vs CGGR's -28.90%.

Which ETF is better, BKLC or CGGR?

On 3-year performance, CGGR leads with 23.98% vs 22.22% for BKLC. On fees, BKLC is cheaper at 0.00% per year. On volatility, BKLC has been the lower-risk option at 3.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BKLC or CGGR?

Over the 3-year period, CGGR has performed better with a 23.98% return vs 22.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BKLC or CGGR?

BKLC is cheaper with a 0.00% expense ratio, compared with 0.39% for CGGR.

Which ETF pays a higher dividend yield, BKLC or CGGR?

BKLC has the higher dividend yield at 1.04%, compared with 0.09% for CGGR.

What is the main difference between BKLC and CGGR?

BKLC is categorized as Large Cap Blend Equities, while CGGR is Large Cap Growth Equities. They also come from different issuers: BNY Mellon and Capital Group. Their fees differ too: 0.00% for BKLC and 0.39% for CGGR.

Which has better risk-adjusted returns?

BKLC currently has the higher Sharpe Ratio (1.98 vs 1.03), 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.