BKSE vs. CALF
Compare and contrast key facts about BNY Mellon US Small Cap Core Equity ETF (BKSE) and Pacer US Small Cap Cash Cows 100 ETF (CALF).
BKSE and CALF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BKSE is a passively managed fund by The Bank of New York Mellon Corp. that tracks the performance of the Morningstar US Small Cap Index. It was launched on Apr 9, 2020. CALF is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer US Small Cap Cash Cows Index. It was launched on Jun 16, 2017. Both BKSE and CALF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BKSE or CALF.
Key characteristics
| BKSE | CALF | |
|---|---|---|
| YTD Return | -0.88% | -3.29% |
| 1Y Return | 20.65% | 31.03% |
| 3Y Return (Ann) | -0.19% | 4.30% |
| Sharpe Ratio | 1.03 | 1.51 |
| Daily Std Dev | 18.54% | 19.88% |
| Max Drawdown | -29.08% | -47.58% |
| Current Drawdown | -6.96% | -5.68% |
Correlation
The correlation between BKSE and CALF is 0.90, 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.
Performance
BKSE vs. CALF - Performance Comparison
In the year-to-date period, BKSE achieves a -0.88% return, which is significantly higher than CALF's -3.29% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BKSE vs. CALF - Expense Ratio Comparison
BKSE has a 0.04% expense ratio, which is lower than CALF's 0.59% expense ratio.
Risk-Adjusted Performance
BKSE vs. CALF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon US Small Cap Core Equity ETF (BKSE) and Pacer US Small Cap Cash Cows 100 ETF (CALF). 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.
Dividends
BKSE vs. CALF - Dividend Comparison
BKSE's dividend yield for the trailing twelve months is around 1.46%, more than CALF's 1.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
BKSE BNY Mellon US Small Cap Core Equity ETF | 1.46% | 1.38% | 1.50% | 1.17% | 0.82% | 0.00% | 0.00% | 0.00% |
CALF Pacer US Small Cap Cash Cows 100 ETF | 1.12% | 1.18% | 0.85% | 2.63% | 0.82% | 0.99% | 1.39% | 0.70% |
Drawdowns
BKSE vs. CALF - Drawdown Comparison
The maximum BKSE drawdown since its inception was -29.08%, smaller than the maximum CALF drawdown of -47.58%. Use the drawdown chart below to compare losses from any high point for BKSE and CALF. For additional features, visit the drawdowns tool.
Volatility
BKSE vs. CALF - Volatility Comparison
The current volatility for BNY Mellon US Small Cap Core Equity ETF (BKSE) is 5.19%, while Pacer US Small Cap Cash Cows 100 ETF (CALF) has a volatility of 5.84%. This indicates that BKSE experiences smaller price fluctuations and is considered to be less risky than CALF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.