BKMC vs. QQJG

Last updated Apr 1, 2026

Compare and contrast key facts about BNY Mellon US Mid Cap Core Equity ETF (BKMC) and Invesco ESG NASDAQ Next Gen 100 ETF (QQJG).

BKMC and QQJG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BKMC is a passively managed fund by BNY Mellon that tracks the performance of the Morningstar US Mid Cap Index. It was launched on Apr 9, 2020. QQJG is a passively managed fund by Invesco that tracks the performance of the Nasdaq Next Generation 100 ESG Index - Benchmark TR Gross. It was launched on Oct 27, 2021. Both BKMC and QQJG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

BKMC vs. QQJG - 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 Invesco ESG NASDAQ Next Gen 100 ETF (QQJG). The values are adjusted to include any dividend payments, if applicable.

BKMC vs. QQJG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
BKMC BNY Mellon US Mid Cap Core Equity ETF	1.26%	8.74%	13.78%	17.50%	-16.03%	2.39%
QQJG Invesco ESG NASDAQ Next Gen 100 ETF	1.44%	18.05%	14.67%	17.20%	-27.69%	0.91%

Returns By Period

In the year-to-date period, BKMC achieves a 1.26% return, which is significantly lower than QQJG's 1.44% return.

BKMC

• 1D: 3.05%
• 1M: -6.35%
• YTD: 1.26%
• 6M: 2.40%
• 1Y: 16.99%
• 3Y*: 12.41%
• 5Y*: 6.92%
• 10Y*: —

QQJG

• 1D: 0.00%
• 1M: 0.00%
• YTD: 1.44%
• 6M: 3.93%
• 1Y: 28.17%
• 3Y*: 14.20%
• 5Y*: —
• 10Y*: —

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

BKMC vs. QQJG - Expense Ratio Comparison

BKMC has a 0.04% expense ratio, which is lower than QQJG's 0.20% 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%.

QQJG

Invesco ESG NASDAQ Next Gen 100 ETF

BKMC

BNY Mellon US Mid Cap Core Equity ETF

Return for Risk

BKMC vs. QQJG — Risk / Return Rank

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

BKMC

BKMC Risk / Return Rank: 48
BKMC Sharpe Ratio Rank: 45
BKMC Sortino Ratio Rank: 48
BKMC Omega Ratio Rank: 46
BKMC Calmar Ratio Rank: 48
BKMC Martin Ratio Rank: 54

QQJG

QQJG Risk / Return Rank: 73
QQJG Sharpe Ratio Rank: 73
QQJG Sortino Ratio Rank: 75
QQJG Omega Ratio Rank: 77
QQJG Calmar Ratio Rank: 64
QQJG Martin Ratio Rank: 75

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. QQJG - 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 Invesco ESG NASDAQ Next Gen 100 ETF (QQJG). 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.

	BKMC	QQJG	Difference
Sharpe ratio Return per unit of total volatility	0.82	1.31	-0.49
Sortino ratio Return per unit of downside risk	1.28	1.92	-0.64
Omega ratio Gain probability vs. loss probability	1.18	1.29	-0.11
Calmar ratio Return relative to maximum drawdown	1.21	1.63	-0.42
Martin ratio Return relative to average drawdown	5.17	7.94	-2.78
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BKMC vs. QQJG - Sharpe Ratio Comparison

The current BKMC Sharpe Ratio is 0.82, which is lower than the QQJG Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of BKMC and QQJG, 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

	BKMC	QQJG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.82	1.31	-0.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.37	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	0.17	+0.58

Correlation

The correlation between BKMC and QQJG 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.

Dividends

BKMC vs. QQJG - Dividend Comparison

BKMC's dividend yield for the trailing twelve months is around 1.34%, less than QQJG's 13.86% yield.

	TTM	2025	2024	2023	2022	2021	2020
BKMC BNY Mellon US Mid Cap Core Equity ETF	1.04%	1.35%	1.54%	1.38%	1.63%	1.15%	0.86%
QQJG Invesco ESG NASDAQ Next Gen 100 ETF	13.86%	0.68%	0.65%	0.54%	0.70%	0.08%	0.00%

Drawdowns

BKMC vs. QQJG - Drawdown Comparison

The maximum BKMC drawdown since its inception was -25.02%, smaller than the maximum QQJG drawdown of -36.76%. Use the drawdown chart below to compare losses from any high point for BKMC and QQJG.

Drawdown Indicators

	BKMC	QQJG	Difference
Max Drawdown Largest peak-to-trough decline	-25.02%	-36.76%	+11.74%
Max Drawdown (1Y) Largest decline over 1 year	-14.15%	-14.51%	+0.36%
Max Drawdown (5Y) Largest decline over 5 years	-25.02%	—	—
Current Drawdown Current decline from peak	-7.06%	-2.09%	-4.97%
Average Drawdown Average peak-to-trough decline	-6.68%	-15.85%	+9.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.31%	3.12%	+0.19%

Volatility

BKMC vs. QQJG - Volatility Comparison

BNY Mellon US Mid Cap Core Equity ETF (BKMC) has a higher volatility of 6.08% compared to Invesco ESG NASDAQ Next Gen 100 ETF (QQJG) at 0.00%. This indicates that BKMC's price experiences larger fluctuations and is considered to be riskier than QQJG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BKMC	QQJG	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.08%	0.00%	+6.08%
Volatility (6M) Calculated over the trailing 6-month period	11.71%	11.78%	-0.07%
Volatility (1Y) Calculated over the trailing 1-year period	20.91%	21.80%	-0.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.73%	22.13%	-3.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.29%	22.13%	-2.84%