BKLC vs. SGRT

Last updated Jun 4, 2026

BKLC (BNY Mellon US Large Cap Core Equity ETF) and SGRT (SMART Earnings Growth 30 ETF) are both Large Cap Growth Equities funds. BKLC is passively managed, while SGRT is actively managed. A 0.73 correlation means they provide meaningful diversification when combined. BKLC charges 0.00%/yr vs 0.59%/yr for SGRT.

Performance

BKLC vs. SGRT - 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 SMART Earnings Growth 30 ETF (SGRT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BKLC achieves a 10.93% return, which is significantly lower than SGRT's 51.46% return.

BKLC

• 1D: -0.74%
• 1M: 5.19%
• YTD: 10.93%
• 6M: 10.81%
• 1Y: 28.05%
• 3Y*: 23.25%
• 5Y*: 14.33%
• 10Y*: —

SGRT

• 1D: 0.03%
• 1M: 14.68%
• YTD: 51.46%
• 6M: 56.17%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BKLC vs. SGRT - Yearly Performance Comparison

	2026 (YTD)	2025
BKLC BNY Mellon US Large Cap Core Equity ETF	10.93%	7.53%
SGRT SMART Earnings Growth 30 ETF	51.46%	25.25%

Correlation

The correlation between BKLC and SGRT is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 21, 2025	0.73

Return for Risk

BKLC vs. SGRT — Risk / Return Rank

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

BKLC

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

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. SGRT - 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 SMART Earnings Growth 30 ETF (SGRT). 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	SGRT	Difference
Sharpe ratio: Return per unit of total volatility	2.33	—	—
Sortino ratio: Return per unit of downside risk	3.15	—	—
Omega ratio: Gain probability vs. loss probability	1.42	—	—
Calmar ratio: Return relative to maximum drawdown	3.10	—	—
Martin ratio: Return relative to average drawdown	14.15	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BKLC	SGRT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.33	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.84	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.12	3.81	-2.68

Drawdowns

BKLC vs. SGRT - Drawdown Comparison

The maximum BKLC drawdown since its inception was -26.14%, which is greater than SGRT's maximum drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for BKLC and SGRT.

Drawdown Indicators

	BKLC	SGRT	Difference
Max Drawdown Largest peak-to-trough decline	-26.14%	-17.87%	-8.27%
Max Drawdown (1Y) Largest decline over 1 year	-9.10%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-19.05%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-26.14%	—	—
Current Drawdown Current decline from peak	-0.74%	0.00%	-0.74%
Average Drawdown Average peak-to-trough decline	-5.27%	-3.11%	-2.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.99%	—	—

Volatility

Volatility by Period

	BKLC	SGRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.00%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.12%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.11%	33.41%	-21.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.16%	33.41%	-16.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.44%	33.41%	-15.97%

BKLC vs. SGRT - Expense Ratio Comparison

BKLC has a 0.00% expense ratio, which is lower than SGRT's 0.59% expense ratio.

Dividends

BKLC vs. SGRT - Dividend Comparison

BKLC's dividend yield for the trailing twelve months is around 1.01%, more than SGRT's 0.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
BKLC BNY Mellon US Large Cap Core Equity ETF	1.01%	1.05%	1.22%	1.35%	1.64%	1.10%	0.84%
SGRT SMART Earnings Growth 30 ETF	0.11%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BKLC and SGRT in my portfolio?

BKLC and SGRT have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BKLC or SGRT?

On fees, BKLC is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BKLC or SGRT?

BKLC is cheaper with a 0.00% expense ratio, compared with 0.59% for SGRT.

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

BKLC has the higher dividend yield at 1.01%, compared with 0.11% for SGRT.

What is the main difference between BKLC and SGRT?

Their fees differ too: 0.00% for BKLC and 0.59% for SGRT.