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BKMC vs. VO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BKMC vs. VO - 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 Vanguard Mid-Cap ETF (VO). The values are adjusted to include any dividend payments, if applicable.

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BKMC vs. VO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BKMC
BNY Mellon US Mid Cap Core Equity ETF
2.04%8.74%13.78%17.50%-16.03%23.83%45.93%
VO
Vanguard Mid-Cap ETF
-0.05%11.62%15.31%16.03%-18.73%24.70%44.28%

Returns By Period

In the year-to-date period, BKMC achieves a 2.04% return, which is significantly higher than VO's -0.05% return.


BKMC

1D
0.78%
1M
-5.83%
YTD
2.04%
6M
2.84%
1Y
17.25%
3Y*
12.70%
5Y*
7.09%
10Y*

VO

1D
0.63%
1M
-5.18%
YTD
-0.05%
6M
-0.76%
1Y
13.07%
3Y*
12.85%
5Y*
6.79%
10Y*
10.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BKMC vs. VO - Expense Ratio Comparison

Both BKMC and VO have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

BKMC vs. VO — Risk / Return Rank

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

BKMC
BKMC Risk / Return Rank: 4545
Overall Rank
BKMC Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BKMC Sortino Ratio Rank: 4444
Sortino Ratio Rank
BKMC Omega Ratio Rank: 4343
Omega Ratio Rank
BKMC Calmar Ratio Rank: 4545
Calmar Ratio Rank
BKMC Martin Ratio Rank: 5252
Martin Ratio Rank

VO
VO Risk / Return Rank: 4141
Overall Rank
VO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
VO Sortino Ratio Rank: 3838
Sortino Ratio Rank
VO Omega Ratio Rank: 3939
Omega Ratio Rank
VO Calmar Ratio Rank: 3939
Calmar Ratio Rank
VO Martin Ratio Rank: 4848
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. VO - 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 Vanguard Mid-Cap ETF (VO). 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.


BKMCVODifference

Sharpe ratio

Return per unit of total volatility

0.83

0.75

+0.08

Sortino ratio

Return per unit of downside risk

1.29

1.15

+0.15

Omega ratio

Gain probability vs. loss probability

1.18

1.16

+0.02

Calmar ratio

Return relative to maximum drawdown

1.27

1.06

+0.21

Martin ratio

Return relative to average drawdown

5.37

4.83

+0.54

BKMC vs. VO - Sharpe Ratio Comparison

The current BKMC Sharpe Ratio is 0.83, which is comparable to the VO Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of BKMC and VO, 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


BKMCVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.75

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.39

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.48

+0.27

Correlation

The correlation between BKMC and VO is 0.96, 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. VO - Dividend Comparison

BKMC's dividend yield for the trailing twelve months is around 1.51%, which matches VO's 1.50% yield.


TTM20252024202320222021202020192018201720162015
BKMC
BNY Mellon US Mid Cap Core Equity ETF
1.51%1.35%1.54%1.38%1.63%1.15%0.86%0.00%0.00%0.00%0.00%0.00%
VO
Vanguard Mid-Cap ETF
1.50%1.52%1.49%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%

Drawdowns

BKMC vs. VO - Drawdown Comparison

The maximum BKMC drawdown since its inception was -25.02%, smaller than the maximum VO drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for BKMC and VO.


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Drawdown Indicators


BKMCVODifference

Max Drawdown

Largest peak-to-trough decline

-25.02%

-58.87%

+33.85%

Max Drawdown (1Y)

Largest decline over 1 year

-14.15%

-12.74%

-1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-25.02%

-27.57%

+2.55%

Max Drawdown (10Y)

Largest decline over 10 years

-39.37%

Current Drawdown

Current decline from peak

-6.34%

-5.53%

-0.81%

Average Drawdown

Average peak-to-trough decline

-6.68%

-7.91%

+1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

2.79%

+0.55%

Volatility

BKMC vs. VO - Volatility Comparison

BNY Mellon US Mid Cap Core Equity ETF (BKMC) has a higher volatility of 6.02% compared to Vanguard Mid-Cap ETF (VO) at 4.83%. This indicates that BKMC's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKMCVODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.02%

4.83%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

11.74%

9.73%

+2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

20.92%

17.57%

+3.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.73%

17.61%

+1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.28%

18.94%

+0.34%