BSMIX vs. BKLC
BSMIX (iShares Russell Small/Mid-Cap Index Fund) and BKLC (BNY Mellon US Large Cap Core Equity ETF) are both funds - BSMIX is a Small Cap Blend Equities fund managed by BlackRock, while BKLC is a Large Cap Blend Equities fund tracking the Morningstar US Large Cap Index. Over the past 5 years, BSMIX returned 8.10%/yr vs 12.94%/yr for BKLC. Their correlation of 0.80 means they have usually moved in the same direction. BSMIX charges 0.12%/yr vs 0.00%/yr for BKLC.
Performance
BSMIX vs. BKLC - Performance Comparison
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Returns By Period
In the year-to-date period, BSMIX achieves a 19.88% return, which is significantly higher than BKLC's 9.90% return.
BSMIX
- 1D
- 1.02%
- 1M
- -1.45%
- 6M
- 14.20%
- YTD
- 19.88%
- 1Y
- 33.27%
- 3Y*
- 15.54%
- 5Y*
- 8.10%
- 10Y*
- 11.38%
- ALL TIME*
- 11.87%
BKLC
- 1D
- 0.70%
- 1M
- -0.06%
- 6M
- 8.66%
- YTD
- 9.90%
- 1Y
- 21.26%
- 3Y*
- 20.12%
- 5Y*
- 12.94%
- 10Y*
- —
- ALL TIME*
- 18.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $18.57M | $19.73M | $22.60M | |
| $0.00 | $0.00 | $0.00 |
BSMIX vs. BKLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BSMIX iShares Russell Small/Mid-Cap Index Fund | 19.88% | 11.92% | 12.04% | 17.15% | -18.39% | 18.00% | 62.70% |
BKLC BNY Mellon US Large Cap Core Equity ETF | 9.90% | 18.06% | 25.56% | 30.88% | -20.52% | 27.41% | 37.31% |
Correlation
The correlation between BSMIX and BKLC is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.79 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Apr 9, 2020 | 0.80 |
The correlation between BSMIX and BKLC has been stable across timeframes, ranging from 0.79 to 0.82 - a consistent structural relationship.
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Return for Risk
BSMIX vs. BKLC — Risk / Return Rank
BSMIX
BKLC
BSMIX vs. BKLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Small/Mid-Cap Index Fund (BSMIX) and BNY Mellon US Large Cap Core Equity ETF (BKLC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BSMIX | BKLC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.26 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.20 | 2.06 | +1.13 |
| Martin ratioReturn relative to average drawdown | 12.07 | 8.65 | +3.42 |
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Drawdowns
BSMIX vs. BKLC - Drawdown Comparison
The maximum BSMIX drawdown since its inception was -41.32%, which is greater than BKLC's maximum drawdown of -26.14%. Use the drawdown chart below to compare losses from any high point for BSMIX and BKLC.
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Drawdown Indicators
| BSMIX | BKLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.32% | -26.14% | -15.18% |
Max Drawdown (1Y)Largest decline over 1 year | -9.39% | -9.10% | -0.29% |
Max Drawdown (3Y)Largest decline over 3 years | -25.49% | -19.05% | -6.44% |
Max Drawdown (5Y)Largest decline over 5 years | -28.33% | -26.14% | -2.19% |
Max Drawdown (10Y)Largest decline over 10 years | -41.32% | — | — |
Current DrawdownCurrent decline from peak | -2.24% | -1.66% | -0.58% |
Average DrawdownAverage peak-to-trough decline | -7.32% | -5.19% | -2.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.17% | +0.32% |
Volatility
BSMIX vs. BKLC - Volatility Comparison
iShares Russell Small/Mid-Cap Index Fund (BSMIX) and BNY Mellon US Large Cap Core Equity ETF (BKLC) have volatilities of 3.46% and 3.52%, 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
| BSMIX | BKLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 3.52% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 13.43% | 10.31% | +3.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.74% | 13.15% | +4.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.21% | 17.29% | +3.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.69% | 17.39% | +4.30% |
BSMIX vs. BKLC - Expense Ratio Comparison
BSMIX has a 0.12% expense ratio, which is higher than BKLC's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
BSMIX vs. BKLC - Dividend Comparison
BSMIX's dividend yield for the trailing twelve months is around 2.47%, more than BKLC's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BKLC BNY Mellon US Large Cap Core Equity ETF | 1.06% | 1.05% | 1.22% | 1.35% | 1.64% | 1.10% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% |
BSMIX iShares Russell Small/Mid-Cap Index Fund | 2.47% | 2.90% | 2.04% | 1.37% | 4.94% | 4.77% | 4.42% | 2.83% | 4.33% | 2.83% | 1.45% |
Frequently Asked Questions
BSMIX and BKLC have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BKLC has higher volatility (3.52%) compared to BSMIX (3.46%). In terms of maximum drawdown, BSMIX dropped -41.32% vs BKLC's -26.14%.
BSMIX currently has the higher Sharpe Ratio (1.69 vs 1.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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