MDLZ vs. BKLC
MDLZ (Mondelez International, Inc.) is a stock, while BKLC (BNY Mellon US Large Cap Core Equity ETF) is Large Cap Blend Equities fund tracking the Morningstar US Large Cap Index. Over the past 5 years, MDLZ returned 2.38%/yr vs 12.94%/yr for BKLC. Their 0.28 correlation means their historical movements had little consistent relationship.
Performance
MDLZ vs. BKLC - Performance Comparison
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Returns By Period
In the year-to-date period, MDLZ achieves a 17.73% return, which is significantly higher than BKLC's 9.90% return.
MDLZ
- 1D
- -1.22%
- 1M
- 2.30%
- 6M
- 8.39%
- YTD
- 17.73%
- 1Y
- 0.85%
- 3Y*
- -2.95%
- 5Y*
- 2.38%
- 10Y*
- 6.26%
- ALL TIME*
- 7.17%
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 | |
| $659.78M | $585.31M | $549.68M |
MDLZ vs. BKLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MDLZ Mondelez International, Inc. | 17.73% | -7.03% | -15.30% | 11.17% | 2.92% | 15.87% | 14.79% |
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 MDLZ and BKLC is -0.12, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.12 |
Correlation (3Y) Balances recent behavior with more history. | 0.05 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.21 |
Correlation (All Time) Calculated using the full available price history since Apr 9, 2020 | 0.28 |
The correlation between MDLZ and BKLC shifts across timeframes, from -0.12 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MDLZ vs. BKLC — Risk / Return Rank
MDLZ
BKLC
MDLZ vs. BKLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mondelez International, Inc. (MDLZ) 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.
| MDLZ | BKLC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.26 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 2.06 | -2.08 |
| Martin ratioReturn relative to average drawdown | -0.04 | 8.65 | -8.69 |
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Drawdowns
MDLZ vs. BKLC - Drawdown Comparison
The maximum MDLZ drawdown since its inception was -42.52%, which is greater than BKLC's maximum drawdown of -26.14%. Use the drawdown chart below to compare losses from any high point for MDLZ and BKLC.
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Drawdown Indicators
| MDLZ | BKLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.52% | -26.14% | -16.38% |
Max Drawdown (1Y)Largest decline over 1 year | -18.62% | -9.10% | -9.52% |
Max Drawdown (3Y)Largest decline over 3 years | -29.00% | -19.05% | -9.95% |
Max Drawdown (5Y)Largest decline over 5 years | -29.14% | -26.14% | -3.00% |
Max Drawdown (10Y)Largest decline over 10 years | -29.74% | — | — |
Current DrawdownCurrent decline from peak | -12.81% | -1.66% | -11.15% |
Average DrawdownAverage peak-to-trough decline | -11.06% | -5.19% | -5.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.23% | 2.17% | +6.06% |
Volatility
MDLZ vs. BKLC - Volatility Comparison
Mondelez International, Inc. (MDLZ) has a higher volatility of 9.83% compared to BNY Mellon US Large Cap Core Equity ETF (BKLC) at 3.52%. This indicates that MDLZ's price experiences larger fluctuations and is considered to be riskier than BKLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDLZ | BKLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.83% | 3.52% | +6.31% |
Volatility (6M)Calculated over the trailing 6-month period | 18.40% | 10.31% | +8.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.07% | 13.15% | +9.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.09% | 17.29% | +2.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.10% | 17.39% | +3.71% |
Dividends
MDLZ vs. BKLC - Dividend Comparison
MDLZ's dividend yield for the trailing twelve months is around 3.21%, more than BKLC's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
MDLZ Mondelez International, Inc. | 3.21% | 3.60% | 3.00% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% |
Frequently Asked Questions
MDLZ and BKLC have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MDLZ has higher volatility (9.83%) compared to BKLC (3.52%). In terms of maximum drawdown, MDLZ dropped -42.52% vs BKLC's -26.14%.
BKLC currently has the higher Sharpe Ratio (1.43 vs -0.01), 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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