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BKMS vs. OVM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BKMS vs. OVM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Municipal Short Duration ETF (BKMS) and Overlay Shares Municipal Bond ETF (OVM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BKMS

1D
0.04%
1M
0.34%
YTD
6M
1Y
3Y*
5Y*
10Y*

OVM

1D
0.24%
1M
1.20%
YTD
4.20%
6M
4.67%
1Y
11.88%
3Y*
5.37%
5Y*
1.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BKMS vs. OVM - Yearly Performance Comparison


Correlation

The correlation between BKMS and OVM is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 13, 2026

0.24

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Return for Risk

BKMS vs. OVM — Risk / Return Rank

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

BKMS

OVM
OVM Risk / Return Rank: 8989
Overall Rank
OVM Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
OVM Sortino Ratio Rank: 9191
Sortino Ratio Rank
OVM Omega Ratio Rank: 9191
Omega Ratio Rank
OVM Calmar Ratio Rank: 8787
Calmar Ratio Rank
OVM Martin Ratio Rank: 8888
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.

BKMS vs. OVM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Municipal Short Duration ETF (BKMS) and Overlay Shares Municipal Bond ETF (OVM). 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.


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

BKMS vs. OVM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BKMSOVMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

1.28

0.43

+0.85

Drawdowns

BKMS vs. OVM - Drawdown Comparison

The maximum BKMS drawdown since its inception was -0.87%, smaller than the maximum OVM drawdown of -15.58%. Use the drawdown chart below to compare losses from any high point for BKMS and OVM.


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Drawdown Indicators


BKMSOVMDifference

Max Drawdown

Largest peak-to-trough decline

-0.87%

-15.58%

+14.71%

Max Drawdown (1Y)

Largest decline over 1 year

-2.44%

Max Drawdown (3Y)

Largest decline over 3 years

-8.20%

Max Drawdown (5Y)

Largest decline over 5 years

-15.58%

Current Drawdown

Current decline from peak

-0.09%

0.00%

-0.09%

Average Drawdown

Average peak-to-trough decline

-0.29%

-4.01%

+3.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

Volatility

BKMS vs. OVM - Volatility Comparison


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Volatility by Period


BKMSOVMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

Volatility (6M)

Calculated over the trailing 6-month period

3.37%

Volatility (1Y)

Calculated over the trailing 1-year period

1.24%

4.16%

-2.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.24%

5.39%

-4.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.24%

6.54%

-5.30%

BKMS vs. OVM - Expense Ratio Comparison

BKMS has a 0.35% expense ratio, which is lower than OVM's 0.82% expense ratio.


Dividends

BKMS vs. OVM - Dividend Comparison

BKMS's dividend yield for the trailing twelve months is around 1.11%, less than OVM's 6.10% yield.


PositionTTM2025202420232022202120202019
BKMS
BNY Mellon Municipal Short Duration ETF
1.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OVM
Overlay Shares Municipal Bond ETF
6.10%5.45%4.91%4.66%4.21%6.10%3.97%0.58%

Frequently Asked Questions


BKMS and OVM have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BKMS is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BKMS is cheaper with a 0.35% expense ratio, compared with 0.82% for OVM.

OVM has the higher dividend yield at 6.10%, compared with 1.11% for BKMS.

They also come from different issuers: BNY Mellon and Liquid Strategies. Their fees differ too: 0.35% for BKMS and 0.82% for OVM.

Portfolio Optimizer

Find the right allocation for BKMS and OVM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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