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ZHOG vs. BCPL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZHOG vs. BCPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/m Opportunistic Income ETF (ZHOG) and BNY Mellon Core Plus ETF (BCPL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ZHOG

1D
-0.05%
1M
0.18%
YTD
0.77%
6M
1.11%
1Y
5.54%
3Y*
5Y*
10Y*

BCPL

1D
-0.08%
1M
0.38%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZHOG vs. BCPL - Yearly Performance Comparison


Correlation

The correlation between ZHOG and BCPL is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 13, 2026

0.80

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Return for Risk

ZHOG vs. BCPL — Risk / Return Rank

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

ZHOG
ZHOG Risk / Return Rank: 9090
Overall Rank
ZHOG Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
ZHOG Sortino Ratio Rank: 9696
Sortino Ratio Rank
ZHOG Omega Ratio Rank: 9595
Omega Ratio Rank
ZHOG Calmar Ratio Rank: 8282
Calmar Ratio Rank
ZHOG Martin Ratio Rank: 8787
Martin Ratio Rank

BCPL
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.

ZHOG vs. BCPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/m Opportunistic Income ETF (ZHOG) and BNY Mellon Core Plus ETF (BCPL). 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.


ZHOGBCPLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.72

Calmar ratioReturn relative to maximum drawdown

4.25

Martin ratioReturn relative to average drawdown

18.40

ZHOG vs. BCPL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ZHOGBCPLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.50

Sharpe Ratio (All Time)

Calculated using the full available price history

1.62

0.36

+1.27

Drawdowns

ZHOG vs. BCPL - Drawdown Comparison

The maximum ZHOG drawdown since its inception was -3.66%, which is greater than BCPL's maximum drawdown of -2.95%. Use the drawdown chart below to compare losses from any high point for ZHOG and BCPL.


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Drawdown Indicators


ZHOGBCPLDifference

Max Drawdown

Largest peak-to-trough decline

-3.66%

-2.95%

-0.71%

Max Drawdown (1Y)

Largest decline over 1 year

-1.31%

Current Drawdown

Current decline from peak

-0.08%

-1.12%

+1.04%

Average Drawdown

Average peak-to-trough decline

-0.70%

-1.05%

+0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

Volatility

ZHOG vs. BCPL - Volatility Comparison


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Volatility by Period


ZHOGBCPLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.45%

Volatility (6M)

Calculated over the trailing 6-month period

1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

1.59%

4.04%

-2.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.01%

4.04%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.01%

4.04%

-0.03%

ZHOG vs. BCPL - Expense Ratio Comparison

ZHOG has a 0.43% expense ratio, which is higher than BCPL's 0.40% expense ratio.


Dividends

ZHOG vs. BCPL - Dividend Comparison

ZHOG's dividend yield for the trailing twelve months is around 5.11%, more than BCPL's 1.57% yield.


PositionTTM202520242023
BCPL
BNY Mellon Core Plus ETF
1.57%0.00%0.00%0.00%
ZHOG
F/m Opportunistic Income ETF
5.11%5.35%5.50%1.70%

Frequently Asked Questions


ZHOG and BCPL have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BCPL is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BCPL is cheaper with a 0.40% expense ratio, compared with 0.43% for ZHOG.

ZHOG has the higher dividend yield at 5.11%, compared with 1.57% for BCPL.

They also come from different issuers: F/m Investments and BNY Mellon. Their fees differ too: 0.43% for ZHOG and 0.40% for BCPL.

Portfolio Optimizer

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