BKMC vs. BBHM

Last updated Jun 24, 2026

BKMC (BNY Mellon US Mid Cap Core Equity ETF) and BBHM (BBH Select Mid Cap ETF) are both Mid Cap Growth Equities funds - BKMC tracks the Morningstar US Mid Cap Index while BBHM tracks the Actively Managed. Both are passively managed. Their correlation of 0.87 suggests significant overlap in exposure. BKMC charges 0.04%/yr vs 0.81%/yr for BBHM.

Performance

BKMC vs. BBHM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon US Mid Cap Core Equity ETF (BKMC) and BBH Select Mid Cap ETF (BBHM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BKMC achieves a 11.34% return, which is significantly higher than BBHM's 3.11% return.

BKMC

• 1D: -0.86%
• 1M: 1.78%
• YTD: 11.34%
• 6M: 9.13%
• 1Y: 21.96%
• 3Y*: 15.64%
• 5Y*: 7.82%
• 10Y*: —

BBHM

• 1D: -0.85%
• 1M: 2.63%
• YTD: 3.11%
• 6M: 1.63%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BKMC vs. BBHM - Yearly Performance Comparison

	2026 (YTD)	2025
BKMC BNY Mellon US Mid Cap Core Equity ETF	11.34%	3.11%
BBHM BBH Select Mid Cap ETF	3.11%	0.98%

Correlation

The correlation between BKMC and BBHM is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 17, 2025	0.87

Return for Risk

BKMC vs. BBHM — Risk / Return Rank

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

BKMC

BKMC Risk / Return Rank: 46
BKMC Sharpe Ratio Rank: 43
BKMC Sortino Ratio Rank: 44
BKMC Omega Ratio Rank: 40
BKMC Calmar Ratio Rank: 49
BKMC Martin Ratio Rank: 53

BBHM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

BKMC vs. BBHM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon US Mid Cap Core Equity ETF (BKMC) and BBH Select Mid Cap ETF (BBHM). 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.

	BKMC	BBHM	Difference
Sharpe ratio: Return per unit of total volatility	1.43	—	—
Sortino ratio: Return per unit of downside risk	2.11	—	—
Omega ratio: Gain probability vs. loss probability	1.25	—	—
Calmar ratio: Return relative to maximum drawdown	2.25	—	—
Martin ratio: Return relative to average drawdown	8.61	—	—

Drawdowns

BKMC vs. BBHM - Drawdown Comparison

The maximum BKMC drawdown since its inception was -25.02%, which is greater than BBHM's maximum drawdown of -9.78%. Use the drawdown chart below to compare losses from any high point for BKMC and BBHM.

Drawdown Indicators

	BKMC	BBHM	Difference
Max Drawdown Largest peak-to-trough decline	-25.02%	-9.78%	-15.24%
Max Drawdown (1Y) Largest decline over 1 year	-9.82%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-23.68%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.02%	—	—
Current Drawdown Current decline from peak	-1.30%	-4.05%	+2.75%
Average Drawdown Average peak-to-trough decline	-6.50%	-2.97%	-3.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.56%	—	—

Volatility

Volatility by Period

	BKMC	BBHM	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.66%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.45%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.47%	18.20%	-2.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.84%	18.20%	+0.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.15%	18.20%	+0.95%

BKMC vs. BBHM - Expense Ratio Comparison

BKMC has a 0.04% expense ratio, which is lower than BBHM's 0.81% expense ratio.

Dividends

BKMC vs. BBHM - Dividend Comparison

BKMC's dividend yield for the trailing twelve months is around 1.38%, while BBHM has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020
BBHM BBH Select Mid Cap ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BKMC BNY Mellon US Mid Cap Core Equity ETF	1.38%	1.35%	1.54%	1.38%	1.63%	1.15%	0.86%

Frequently Asked Questions

Can I hold both BKMC and BBHM in my portfolio?

BKMC and BBHM have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BKMC or BBHM?

On fees, BKMC is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BKMC or BBHM?

BKMC is cheaper with a 0.04% expense ratio, compared with 0.81% for BBHM.

Which ETF pays a higher dividend yield, BKMC or BBHM?

BKMC has the higher dividend yield at 1.38%, compared with 0.00% for BBHM.

What is the main difference between BKMC and BBHM?

BKMC tracks Morningstar US Mid Cap Index, while BBHM tracks Actively Managed. They also come from different issuers: BNY Mellon and BBH. Their fees differ too: 0.04% for BKMC and 0.81% for BBHM.