GMOI vs. BKIE
Compare and contrast key facts about GMO International Value ETF (GMOI) and BNY Mellon International Equity ETF (BKIE).
GMOI and BKIE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GMOI is a passively managed fund by GMO that tracks the performance of the MSCI World ex USA Value. It was launched on Oct 28, 2024. BKIE is a passively managed fund by BNY Mellon that tracks the performance of the Morningstar Developed Markets ex-US Large Cap Index. It was launched on Apr 24, 2020. Both GMOI and BKIE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
GMOI vs. BKIE - Performance Comparison
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GMOI vs. BKIE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
GMOI GMO International Value ETF | 9.05% | 45.64% | -4.57% |
BKIE BNY Mellon International Equity ETF | 2.69% | 32.08% | -3.73% |
Returns By Period
In the year-to-date period, GMOI achieves a 9.05% return, which is significantly higher than BKIE's 2.69% return.
GMOI
- 1D
- 1.08%
- 1M
- -2.63%
- YTD
- 9.05%
- 6M
- 18.28%
- 1Y
- 41.23%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BKIE
- 1D
- 1.73%
- 1M
- -4.84%
- YTD
- 2.69%
- 6M
- 7.22%
- 1Y
- 26.58%
- 3Y*
- 15.93%
- 5Y*
- 9.31%
- 10Y*
- —
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GMOI vs. BKIE - Expense Ratio Comparison
GMOI has a 0.60% expense ratio, which is higher than BKIE's 0.04% expense ratio.
Return for Risk
GMOI vs. BKIE — Risk / Return Rank
GMOI
BKIE
GMOI vs. BKIE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO International Value ETF (GMOI) and BNY Mellon International Equity ETF (BKIE). 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.
| GMOI | BKIE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.50 | 1.56 | +0.95 |
Sortino ratioReturn per unit of downside risk | 3.30 | 2.13 | +1.17 |
Omega ratioGain probability vs. loss probability | 1.50 | 1.32 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 3.58 | 2.36 | +1.21 |
Martin ratioReturn relative to average drawdown | 17.00 | 9.18 | +7.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GMOI | BKIE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.50 | 1.56 | +0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.18 | 0.88 | +1.30 |
Correlation
The correlation between GMOI and BKIE 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.
Dividends
GMOI vs. BKIE - Dividend Comparison
GMOI's dividend yield for the trailing twelve months is around 2.51%, less than BKIE's 3.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GMOI GMO International Value ETF | 2.51% | 2.74% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% |
BKIE BNY Mellon International Equity ETF | 3.45% | 3.12% | 3.31% | 2.88% | 2.97% | 2.58% | 1.49% |
Drawdowns
GMOI vs. BKIE - Drawdown Comparison
The maximum GMOI drawdown since its inception was -14.67%, smaller than the maximum BKIE drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for GMOI and BKIE.
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Drawdown Indicators
| GMOI | BKIE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.67% | -28.19% | +13.52% |
Max Drawdown (1Y)Largest decline over 1 year | -11.51% | -11.41% | -0.10% |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.19% | — |
Current DrawdownCurrent decline from peak | -3.68% | -6.58% | +2.90% |
Average DrawdownAverage peak-to-trough decline | -1.75% | -5.04% | +3.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 2.94% | -0.52% |
Volatility
GMOI vs. BKIE - Volatility Comparison
The current volatility for GMO International Value ETF (GMOI) is 5.81%, while BNY Mellon International Equity ETF (BKIE) has a volatility of 7.26%. This indicates that GMOI experiences smaller price fluctuations and is considered to be less risky than BKIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GMOI | BKIE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.81% | 7.26% | -1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 9.77% | 11.15% | -1.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.55% | 17.14% | -0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.77% | 15.99% | -0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.77% | 16.31% | -0.54% |