BKLC vs. QNST

Last updated Apr 1, 2026

Compare and contrast key facts about BNY Mellon US Large Cap Core Equity ETF (BKLC) and QuinStreet, Inc. (QNST).

BKLC is a passively managed fund by BNY Mellon that tracks the performance of the Morningstar US Large Cap Index. It was launched on Apr 9, 2020.

Performance

BKLC vs. QNST - 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 QuinStreet, Inc. (QNST). The values are adjusted to include any dividend payments, if applicable.

BKLC vs. QNST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
BKLC BNY Mellon US Large Cap Core Equity ETF	-4.58%	18.06%	25.56%	30.88%	-20.52%	27.41%	37.38%
QNST QuinStreet, Inc.	-16.42%	-37.71%	79.95%	-10.66%	-21.11%	-15.16%	159.88%

Returns By Period

In the year-to-date period, BKLC achieves a -4.58% return, which is significantly higher than QNST's -16.42% return.

BKLC

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

QNST

• 1D: -1.48%
• 1M: 2.47%
• YTD: -16.42%
• 6M: -22.37%
• 1Y: -32.68%
• 3Y*: -8.87%
• 5Y*: -10.32%
• 10Y*: 13.28%

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

Return for Risk

BKLC vs. QNST — Risk / Return Rank

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

BKLC

BKLC Risk / Return Rank: 66
BKLC Sharpe Ratio Rank: 61
BKLC Sortino Ratio Rank: 63
BKLC Omega Ratio Rank: 67
BKLC Calmar Ratio Rank: 66
BKLC Martin Ratio Rank: 74

QNST

QNST Risk / Return Rank: 14
QNST Sharpe Ratio Rank: 12
QNST Sortino Ratio Rank: 14
QNST Omega Ratio Rank: 15
QNST Calmar Ratio Rank: 15
QNST Martin Ratio Rank: 13

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. QNST - 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 QuinStreet, Inc. (QNST). 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	QNST	Difference
Sharpe ratio Return per unit of total volatility	1.02	-0.69	+1.71
Sortino ratio Return per unit of downside risk	1.53	-0.79	+2.32
Omega ratio Gain probability vs. loss probability	1.24	0.90	+0.34
Calmar ratio Return relative to maximum drawdown	1.55	-0.74	+2.29
Martin ratio Return relative to average drawdown	7.24	-1.40	+8.64
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. QNST - Sharpe Ratio Comparison

The current BKLC Sharpe Ratio is 1.02, which is higher than the QNST Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of BKLC and QNST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BKLC	QNST	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.02	-0.69	+1.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	-0.21	+0.91
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.24	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.98	-0.03	+1.01

Correlation

The correlation between BKLC and QNST is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

BKLC vs. QNST - Dividend Comparison

BKLC's dividend yield for the trailing twelve months is around 1.11%, while QNST has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020
BKLC BNY Mellon US Large Cap Core Equity ETF	1.11%	1.05%	1.22%	1.35%	1.64%	1.10%	0.84%
QNST QuinStreet, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

BKLC vs. QNST - Drawdown Comparison

The maximum BKLC drawdown since its inception was -26.14%, smaller than the maximum QNST drawdown of -89.10%. Use the drawdown chart below to compare losses from any high point for BKLC and QNST.

Drawdown Indicators

	BKLC	QNST	Difference
Max Drawdown Largest peak-to-trough decline	-26.14%	-89.10%	+62.96%
Max Drawdown (1Y) Largest decline over 1 year	-12.05%	-44.30%	+32.25%
Max Drawdown (5Y) Largest decline over 5 years	-26.14%	-67.33%	+41.19%
Max Drawdown (10Y) Largest decline over 10 years	—	-72.05%	—
Current Drawdown Current decline from peak	-6.40%	-52.28%	+45.88%
Average Drawdown Average peak-to-trough decline	-5.40%	-51.42%	+46.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.58%	23.54%	-20.96%

Volatility

BKLC vs. QNST - Volatility Comparison

The current volatility for BNY Mellon US Large Cap Core Equity ETF (BKLC) is 5.41%, while QuinStreet, Inc. (QNST) has a volatility of 12.42%. This indicates that BKLC experiences smaller price fluctuations and is considered to be less risky than QNST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BKLC	QNST	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.41%	12.42%	-7.01%
Volatility (6M) Calculated over the trailing 6-month period	9.69%	34.81%	-25.12%
Volatility (1Y) Calculated over the trailing 1-year period	18.48%	47.36%	-28.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.18%	49.69%	-32.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.59%	54.71%	-37.12%