QNST vs. BKLC

Last updated Apr 1, 2026

Compare and contrast key facts about QuinStreet, Inc. (QNST) and BNY Mellon US Large Cap Core Equity ETF (BKLC).

BKLC is a passively managed fund by BNY Mellon that tracks the performance of the Morningstar US Large Cap Index. It was launched on Apr 9, 2020.

Performance

QNST vs. BKLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QuinStreet, Inc. (QNST) and BNY Mellon US Large Cap Core Equity ETF (BKLC). The values are adjusted to include any dividend payments, if applicable.

QNST vs. BKLC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
QNST QuinStreet, Inc.	-16.42%	-37.71%	79.95%	-10.66%	-21.11%	-15.16%	159.88%
BKLC BNY Mellon US Large Cap Core Equity ETF	-4.58%	18.06%	25.56%	30.88%	-20.52%	27.41%	37.38%

Returns By Period

In the year-to-date period, QNST achieves a -16.42% return, which is significantly lower than BKLC's -4.58% return.

QNST

• 1D: -1.48%
• 1M: 2.47%
• YTD: -16.42%
• 6M: -22.37%
• 1Y: -32.68%
• 3Y*: -8.87%
• 5Y*: -10.32%
• 10Y*: 13.28%

BKLC

• 1D: 2.97%
• 1M: -4.99%
• YTD: -4.58%
• 6M: -2.24%
• 1Y: 18.74%
• 3Y*: 19.44%
• 5Y*: 12.04%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

QNST vs. BKLC — Risk / Return Rank

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

QNST

QNST Risk / Return Rank: 14
QNST Sharpe Ratio Rank: 12
QNST Sortino Ratio Rank: 14
QNST Omega Ratio Rank: 15
QNST Calmar Ratio Rank: 15
QNST Martin Ratio Rank: 13

BKLC

BKLC Risk / Return Rank: 66
BKLC Sharpe Ratio Rank: 61
BKLC Sortino Ratio Rank: 63
BKLC Omega Ratio Rank: 67
BKLC Calmar Ratio Rank: 66
BKLC Martin Ratio Rank: 74

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.

QNST vs. BKLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for QuinStreet, Inc. (QNST) 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.

	QNST	BKLC	Difference
Sharpe ratio Return per unit of total volatility	-0.69	1.02	-1.71
Sortino ratio Return per unit of downside risk	-0.79	1.53	-2.32
Omega ratio Gain probability vs. loss probability	0.90	1.24	-0.34
Calmar ratio Return relative to maximum drawdown	-0.74	1.55	-2.29
Martin ratio Return relative to average drawdown	-1.40	7.24	-8.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QNST vs. BKLC - Sharpe Ratio Comparison

The current QNST Sharpe Ratio is -0.69, which is lower than the BKLC Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of QNST and BKLC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	QNST	BKLC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.69	1.02	-1.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.21	0.70	-0.91
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.24	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.03	0.98	-1.01

Correlation

The correlation between QNST and BKLC is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

QNST vs. BKLC - Dividend Comparison

QNST has not paid dividends to shareholders, while BKLC's dividend yield for the trailing twelve months is around 1.11%.

	TTM	2025	2024	2023	2022	2021	2020
QNST QuinStreet, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BKLC BNY Mellon US Large Cap Core Equity ETF	1.11%	1.05%	1.22%	1.35%	1.64%	1.10%	0.84%

Drawdowns

QNST vs. BKLC - Drawdown Comparison

The maximum QNST drawdown since its inception was -89.10%, which is greater than BKLC's maximum drawdown of -26.14%. Use the drawdown chart below to compare losses from any high point for QNST and BKLC.

Drawdown Indicators

	QNST	BKLC	Difference
Max Drawdown Largest peak-to-trough decline	-89.10%	-26.14%	-62.96%
Max Drawdown (1Y) Largest decline over 1 year	-44.30%	-12.05%	-32.25%
Max Drawdown (5Y) Largest decline over 5 years	-67.33%	-26.14%	-41.19%
Max Drawdown (10Y) Largest decline over 10 years	-72.05%	—	—
Current Drawdown Current decline from peak	-52.28%	-6.40%	-45.88%
Average Drawdown Average peak-to-trough decline	-51.42%	-5.40%	-46.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.54%	2.58%	+20.96%

Volatility

QNST vs. BKLC - Volatility Comparison

QuinStreet, Inc. (QNST) has a higher volatility of 12.42% compared to BNY Mellon US Large Cap Core Equity ETF (BKLC) at 5.41%. This indicates that QNST'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.

Volatility by Period

	QNST	BKLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.42%	5.41%	+7.01%
Volatility (6M) Calculated over the trailing 6-month period	34.81%	9.69%	+25.12%
Volatility (1Y) Calculated over the trailing 1-year period	47.36%	18.48%	+28.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.69%	17.18%	+32.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.71%	17.59%	+37.12%