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BKLC vs. FNDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BKLC and FNDX is 0.88, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

BKLC vs. FNDX - 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 Schwab Fundamental U.S. Large Company Index ETF (FNDX). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
115.14%
144.38%
BKLC
FNDX

Key characteristics

Sharpe Ratio

BKLC:

0.55

FNDX:

0.46

Sortino Ratio

BKLC:

0.89

FNDX:

0.76

Omega Ratio

BKLC:

1.13

FNDX:

1.11

Calmar Ratio

BKLC:

0.57

FNDX:

0.48

Martin Ratio

BKLC:

2.31

FNDX:

2.00

Ulcer Index

BKLC:

4.68%

FNDX:

3.90%

Daily Std Dev

BKLC:

19.55%

FNDX:

16.91%

Max Drawdown

BKLC:

-26.14%

FNDX:

-37.71%

Current Drawdown

BKLC:

-10.17%

FNDX:

-9.15%

Returns By Period

In the year-to-date period, BKLC achieves a -5.89% return, which is significantly lower than FNDX's -4.05% return.


BKLC

YTD

-5.89%

1M

-3.22%

6M

-4.09%

1Y

11.23%

5Y*

16.08%

10Y*

N/A

FNDX

YTD

-4.05%

1M

-5.08%

6M

-4.25%

1Y

8.46%

5Y*

19.72%

10Y*

13.06%

*Annualized

Compare stocks, funds, or ETFs

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BKLC vs. FNDX - Expense Ratio Comparison

BKLC has a 0.00% expense ratio, which is lower than FNDX's 0.25% 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%.


Expense ratio chart for FNDX: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FNDX: 0.25%
Expense ratio chart for BKLC: current value is 0.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BKLC: 0.00%

Risk-Adjusted Performance

BKLC vs. FNDX — Risk-Adjusted Performance Rank

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

BKLC
The Risk-Adjusted Performance Rank of BKLC is 6262
Overall Rank
The Sharpe Ratio Rank of BKLC is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of BKLC is 6060
Sortino Ratio Rank
The Omega Ratio Rank of BKLC is 6262
Omega Ratio Rank
The Calmar Ratio Rank of BKLC is 6565
Calmar Ratio Rank
The Martin Ratio Rank of BKLC is 6363
Martin Ratio Rank

FNDX
The Risk-Adjusted Performance Rank of FNDX is 5555
Overall Rank
The Sharpe Ratio Rank of FNDX is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of FNDX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of FNDX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of FNDX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of FNDX is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BKLC vs. FNDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon US Large Cap Core Equity ETF (BKLC) and Schwab Fundamental U.S. Large Company Index ETF (FNDX). 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.


The chart of Sharpe ratio for BKLC, currently valued at 0.55, compared to the broader market-1.000.001.002.003.004.00
BKLC: 0.55
FNDX: 0.46
The chart of Sortino ratio for BKLC, currently valued at 0.89, compared to the broader market-2.000.002.004.006.008.00
BKLC: 0.89
FNDX: 0.76
The chart of Omega ratio for BKLC, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
BKLC: 1.13
FNDX: 1.11
The chart of Calmar ratio for BKLC, currently valued at 0.57, compared to the broader market0.002.004.006.008.0010.0012.00
BKLC: 0.57
FNDX: 0.48
The chart of Martin ratio for BKLC, currently valued at 2.31, compared to the broader market0.0020.0040.0060.00
BKLC: 2.31
FNDX: 2.00

The current BKLC Sharpe Ratio is 0.55, which is comparable to the FNDX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of BKLC and FNDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.55
0.46
BKLC
FNDX

Dividends

BKLC vs. FNDX - Dividend Comparison

BKLC's dividend yield for the trailing twelve months is around 1.30%, less than FNDX's 1.89% yield.


TTM20242023202220212020201920182017201620152014
BKLC
BNY Mellon US Large Cap Core Equity ETF
1.30%1.22%1.35%1.64%1.10%0.84%0.00%0.00%0.00%0.00%0.00%0.00%
FNDX
Schwab Fundamental U.S. Large Company Index ETF
1.89%1.76%1.82%2.07%1.65%2.29%2.23%2.40%1.87%2.90%2.01%1.62%

Drawdowns

BKLC vs. FNDX - Drawdown Comparison

The maximum BKLC drawdown since its inception was -26.14%, smaller than the maximum FNDX drawdown of -37.71%. Use the drawdown chart below to compare losses from any high point for BKLC and FNDX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.17%
-9.15%
BKLC
FNDX

Volatility

BKLC vs. FNDX - Volatility Comparison

BNY Mellon US Large Cap Core Equity ETF (BKLC) has a higher volatility of 14.26% compared to Schwab Fundamental U.S. Large Company Index ETF (FNDX) at 12.57%. This indicates that BKLC's price experiences larger fluctuations and is considered to be riskier than FNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.26%
12.57%
BKLC
FNDX