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BKMC vs. RWK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BKMC vs. RWK - 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 S&P MidCap 400 Revenue ETF (RWK). The values are adjusted to include any dividend payments, if applicable.

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BKMC vs. RWK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BKMC
BNY Mellon US Mid Cap Core Equity ETF
1.26%8.74%13.78%17.50%-16.03%23.83%45.93%
RWK
Invesco S&P MidCap 400 Revenue ETF
1.75%10.27%11.94%23.76%-8.19%34.31%56.57%

Returns By Period

In the year-to-date period, BKMC achieves a 1.26% return, which is significantly lower than RWK's 1.75% return.


BKMC

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

RWK

1D
2.65%
1M
-4.67%
YTD
1.75%
6M
3.23%
1Y
20.47%
3Y*
13.66%
5Y*
9.50%
10Y*
11.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BKMC vs. RWK - Expense Ratio Comparison

BKMC has a 0.04% expense ratio, which is lower than RWK's 0.39% expense ratio.


Return for Risk

BKMC vs. RWK — Risk / Return Rank

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

BKMC
BKMC Risk / Return Rank: 4848
Overall Rank
BKMC Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
BKMC Sortino Ratio Rank: 4848
Sortino Ratio Rank
BKMC Omega Ratio Rank: 4646
Omega Ratio Rank
BKMC Calmar Ratio Rank: 4848
Calmar Ratio Rank
BKMC Martin Ratio Rank: 5454
Martin Ratio Rank

RWK
RWK Risk / Return Rank: 5757
Overall Rank
RWK Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
RWK Sortino Ratio Rank: 5959
Sortino Ratio Rank
RWK Omega Ratio Rank: 5454
Omega Ratio Rank
RWK Calmar Ratio Rank: 6060
Calmar Ratio Rank
RWK Martin Ratio Rank: 5555
Martin Ratio Rank
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. RWK - 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 S&P MidCap 400 Revenue ETF (RWK). 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.


BKMCRWKDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.94

-0.12

Sortino ratio

Return per unit of downside risk

1.28

1.48

-0.20

Omega ratio

Gain probability vs. loss probability

1.18

1.20

-0.02

Calmar ratio

Return relative to maximum drawdown

1.21

1.46

-0.25

Martin ratio

Return relative to average drawdown

5.17

5.14

+0.02

BKMC vs. RWK - Sharpe Ratio Comparison

The current BKMC Sharpe Ratio is 0.82, which is comparable to the RWK Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of BKMC and RWK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BKMCRWKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.94

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.45

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.45

+0.30

Correlation

The correlation between BKMC and RWK is 0.91, 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. RWK - Dividend Comparison

BKMC's dividend yield for the trailing twelve months is around 1.34%, more than RWK's 1.25% yield.


TTM20252024202320222021202020192018201720162015
BKMC
BNY Mellon US Mid Cap Core Equity ETF
1.34%1.35%1.54%1.38%1.63%1.15%0.86%0.00%0.00%0.00%0.00%0.00%
RWK
Invesco S&P MidCap 400 Revenue ETF
1.25%1.25%1.11%1.05%1.18%0.85%0.96%1.09%1.22%0.99%1.30%0.92%

Drawdowns

BKMC vs. RWK - Drawdown Comparison

The maximum BKMC drawdown since its inception was -25.02%, smaller than the maximum RWK drawdown of -56.49%. Use the drawdown chart below to compare losses from any high point for BKMC and RWK.


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Drawdown Indicators


BKMCRWKDifference

Max Drawdown

Largest peak-to-trough decline

-25.02%

-56.49%

+31.47%

Max Drawdown (1Y)

Largest decline over 1 year

-14.15%

-14.17%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-25.02%

-24.58%

-0.44%

Max Drawdown (10Y)

Largest decline over 10 years

-46.20%

Current Drawdown

Current decline from peak

-7.06%

-7.69%

+0.63%

Average Drawdown

Average peak-to-trough decline

-6.68%

-7.60%

+0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

4.01%

-0.70%

Volatility

BKMC vs. RWK - Volatility Comparison

BNY Mellon US Mid Cap Core Equity ETF (BKMC) and Invesco S&P MidCap 400 Revenue ETF (RWK) have volatilities of 6.08% and 5.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKMCRWKDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.08%

5.93%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

11.71%

12.12%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

20.91%

21.97%

-1.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.73%

21.14%

-2.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.29%

22.93%

-3.64%