BNY Mellon Core Bond ETF

10-Year Study

BKAG.US · · US · ETF

Executive Summary: BNY Mellon Core Bond ETF has compounded at -0.0% annually over the last 10 years, with a maximum drawdown of 17.4% and an annualized volatility of 6.9%.

1Y CAGR
+4.8%
3Y CAGR
+3.8%
5Y CAGR
+0.0%
10Y CAGR
-0.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
17.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.73
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-1.15
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
6.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +7.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -13.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.31.3-2.00.4————————-0.1%
20250.62.3-0.00.4-0.81.5-0.31.21.10.60.6-0.37.2%
2024-0.2-1.50.9-2.51.70.92.21.81.2-2.51.1-1.71.2%
20233.3-2.62.70.5-1.2-0.2-0.2-0.6-2.5-1.64.53.85.7%
2022-2.1-1.0-3.0-3.80.4-1.42.3-3.1-4.0-1.43.8-0.7-13.3%
2021-0.7-1.5-1.00.80.10.91.1-0.2-0.90.10.2-0.2-1.5%
2020————0.30.61.4-0.90.1-0.61.2-0.12.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 6.9%. The dominant macroeconomic risk driver is LQD.US, accounting for 42.7% of variance. Idiosyncratic stock-specific factors contribute 1.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-04-0110000
2020-05-0110034.671766059064
2020-06-0110097.341279045
2020-07-0110239.412686316367
2020-08-0110144.722081536635
2020-09-0110157.66778531432
2020-10-0110097.080944965375
2020-11-0110215.69861833604
2020-12-0110205.900590248359
2021-01-0110132.533713263312
2021-02-019978.202937515087
2021-03-019877.595649107527
2021-04-019955.269871773633
2021-05-019969.682913091017
2021-06-0110056.326828136907
2021-07-0110162.377465482068
2021-08-0110146.071085403779
2021-09-0110051.4988142966
2021-10-0110059.450837092401
2021-11-0110080.230229993325
2021-12-0110057.013163437736
2022-01-019845.337889968618
2022-02-019743.996932791208
2022-03-019454.789437063053
2022-04-019099.031083889107
2022-05-019139.643200310507
2022-06-019012.363502108707
2022-07-019220.039097445413
2022-08-018934.925946787715
2022-09-018581.250266250763
2022-10-018459.887251676788
2022-11-018785.233851003708
2022-12-018720.860333132954
2023-01-019005.973483790654
2023-02-018769.448139084665
2023-03-019007.630155206443
2023-04-019051.389947317848
2023-05-018946.853980981412
2023-06-018925.506586452215
2023-07-018911.022544931295
2023-08-018859.713064510785
2023-09-018637.979428874361
2023-10-018496.925691186982
2023-11-018882.480463110662
2023-12-019215.63708482631
2024-01-019193.934689279442
2024-02-019059.17630297207
2024-03-019142.95654314209
2024-04-018914.903889391151
2024-05-019063.317981511547
2024-06-019143.003876611114
2024-07-019348.005130948042
2024-08-019513.530272120113
2024-09-019625.876260845282
2024-10-019388.427913493353
2024-11-019488.98786843189
2024-12-019323.794061542978
2025-01-019378.08555051191
2025-02-019594.32850374171
2025-03-019593.784168847951
2025-04-019636.597291578903
2025-05-019563.230414593856
2025-06-019707.976162865001
2025-07-019682.74742387595
2025-08-019797.815087069916
2025-09-019907.889069281997
2025-10-019967.647573923046
2025-11-0110025.915074289882
2025-12-019997.940994097517
2026-01-0110026.719743263264
2026-02-0110155.869113491459
2026-03-019948.122517951218
2026-04-019984.995290319832
Annual Return Matrix
YearAnnual Return
2021-0.01458836733652713
2022-0.13285781857802115
20230.05673485559831315
20240.011736245223322506
20250.07230392778998995
2026-0.001294836985468062
Total Factor Risk
0.0687112449564337
VTI.US Exposure
-0.006752961980626449
VEA.US Exposure
0.015342524730862976
VWO.US Exposure
-0.0023892689189921085
QQQ.US Exposure
0.0007496676185428299
VTV.US Exposure
0.016991725366736366
IJR.US Exposure
0.002233613229730028
QUAL.US Exposure
-0.03341791601543841
SHV.US Exposure
0.3935272062933239
TLT.US Exposure
0.09464125074980738
LQD.US Exposure
0.4273252938950798
HYG.US Exposure
-0.016065210212528405
GLD.US Exposure
0.0014628145708772181
USO.US Exposure
0.008422931860742739
VNQ.US Exposure
-0.00773524102093121
BTC-USD.CC Exposure
0.0008746898261869842
CPER.US Exposure
-0.004482338177093555
VIX.INDX Exposure
-0.0009755031845389898
UUP.US Exposure
-0.00014579580575717867
TIP.US Exposure
0.09616954158851398
Idiosyncratic Exposure
0.014222975585502097
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
49.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
6.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.10%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$72
Avg Yield on Cost
0.72%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$71.880.72%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BNY Mellon Core Bond ETF a high-risk investment?

BNY Mellon Core Bond ETF (BKAG.US) has an annualized volatility of 6.9% and experienced a maximum drawdown of 17.4% over the last 10 years. Its primary macro risk driver is LQD.US.

What is the 10-year return of BKAG.US?

Over the past 10 years, BKAG.US has generated a Compound Annual Growth Rate (CAGR) of -0.0%. It has had a positive return in 50% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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