BNY Mellon US Large Cap Core Equity ETF

10-Year Study

BKLC.US · · US · ETF

Executive Summary: BNY Mellon US Large Cap Core Equity ETF has compounded at 17.6% annually over the last 10 years, with a maximum drawdown of 25.3% and an annualized volatility of 12.3%.

1Y CAGR
+21.4%
3Y CAGR
+21.8%
5Y CAGR
+12.9%
10Y CAGR
+17.6%

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 →
25.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.91
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.51
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +30.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -20.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
83%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.1-0.7-5.38.0————————2.7%
20253.0-1.6-6.4-0.27.14.53.11.53.82.30.10.018.1%
20241.65.33.2-3.94.73.71.12.52.2-0.86.4-2.525.6%
20236.2-2.24.61.81.46.43.3-1.1-4.5-1.89.54.630.9%
2022-5.6-3.44.0-9.8-0.3-8.29.6-4.1-9.27.84.9-5.9-20.5%
2021-0.82.13.85.20.43.22.53.0-4.87.0-0.74.027.4%
2020————4.72.35.68.9-4.2-3.911.33.830.8%

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 12.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 73.5% of variance. Idiosyncratic stock-specific factors contribute 0.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-04-0110000
2020-05-0110467.559670595909
2020-06-0110703.333929367935
2020-07-0111307.771963711317
2020-08-0112309.562032464892
2020-09-0111792.348094686973
2020-10-0111332.903664433828
2020-11-0112607.939573881109
2020-12-0113082.435515278461
2021-01-0112983.20557888387
2021-02-0113255.331398513319
2021-03-0113754.841143679054
2021-04-0114472.853243836445
2021-05-0114524.963697562875
2021-06-0114991.796336941634
2021-07-0115370.756446507203
2021-08-0115837.589085885966
2021-09-0115079.826062693672
2021-10-0116141.154093283998
2021-11-0116025.398933818544
2021-12-0116667.78013790014
2022-01-0115726.726650016995
2022-02-0115190.550952116151
2022-03-0115796.050059046725
2022-04-0114249.065175401192
2022-05-0114210.08058256815
2022-06-0113038.931539203686
2022-07-0114284.709354533825
2022-08-0113705.737062282995
2022-09-0112444.770189362158
2022-10-0113415.612307656032
2022-11-0114074.931374147947
2022-12-0113247.314405632329
2023-01-0114066.462442942786
2023-02-0113754.624999263144
2023-03-0114391.523994977591
2023-04-0114651.13308797667
2023-05-0114852.147394772057
2023-06-0115807.89870293701
2023-07-0116330.752045020916
2023-08-0116144.219414091436
2023-09-0115417.148897958221
2023-10-0115139.540869961626
2023-11-0116570.574099218145
2023-12-0117337.827827218083
2024-01-0117617.833093282035
2024-02-0118546.094761641834
2024-03-0119140.649101330466
2024-04-0118386.992822040444
2024-05-0119254.8716003922
2024-06-0119970.722256390505
2024-07-0120188.30108524146
2024-08-0120692.173017710087
2024-09-0121151.656746947945
2024-10-0120973.6912946854
2024-11-0122321.587521786372
2024-12-0121769.200992692353
2025-01-0122425.80842923923
2025-02-0122066.419214059606
2025-03-0120654.131600510103
2025-04-0120617.87828711445
2025-05-0122087.24767595629
2025-06-0123079.173699547475
2025-07-0123797.91283092201
2025-08-0124161.389140511554
2025-09-0125087.666210143463
2025-10-0125664.8307490976
2025-11-0125694.22638966122
2025-12-0125701.53600081742
2026-01-0125996.278386147897
2026-02-0125811.573158007464
2026-03-0124442.59302560918
2026-04-0126391.23318249073
Annual Return Matrix
YearAnnual Return
20210.2740578861202483
2022-0.20521423392729787
20230.30878057969595707
20240.25558987029030256
20250.1806375442739081
20260.026834862385320957
Total Factor Risk
0.12278998800241021
VTI.US Exposure
0.7352668198560007
VEA.US Exposure
-0.03850609527434765
VWO.US Exposure
0.00476787201070593
QQQ.US Exposure
0.2102166028433368
VTV.US Exposure
0.10908920899373584
IJR.US Exposure
-0.10126924937824969
QUAL.US Exposure
0.046871793847107934
SHV.US Exposure
0.009665375136764076
TLT.US Exposure
-0.004283532772538101
LQD.US Exposure
-0.0006241305856073582
HYG.US Exposure
0.020794582745601614
GLD.US Exposure
0.0017604397243747806
USO.US Exposure
0.0022347830469460995
VNQ.US Exposure
-0.01929240686155794
BTC-USD.CC Exposure
0.0003878118670365772
CPER.US Exposure
-0.004455632419201723
VIX.INDX Exposure
0.01756836860388188
UUP.US Exposure
0.0018991746244580792
TIP.US Exposure
0.005323787250714682
Idiosyncratic Exposure
0.002584426740837491
Value Score
41.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
12.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.3%

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 →20.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.05%
Market Cap$396.7B
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
$82
Avg Yield on Cost
0.82%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$81.940.82%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 →
+4.1%
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 →
+5.4%
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 →
0.0% 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 →
1.01
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BNY Mellon US Large Cap Core Equity ETF a high-risk investment?

BNY Mellon US Large Cap Core Equity ETF (BKLC.US) has an annualized volatility of 12.3% and experienced a maximum drawdown of 25.3% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BKLC.US has generated a Compound Annual Growth Rate (CAGR) of 17.6%. It has had a positive return in 83% 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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