BNY Mellon US Mid Cap Core Equity ETF

10-Year Study

BKMC.US · · US · ETF

Executive Summary: BNY Mellon US Mid Cap Core Equity ETF has compounded at 14.6% annually over the last 10 years, with a maximum drawdown of 23.3% and an annualized volatility of 15.3%.

1Y CAGR
+20.7%
3Y CAGR
+16.1%
5Y CAGR
+7.1%
10Y CAGR
+14.6%

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 →
23.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.67
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.18
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +23.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -16.0%
% 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.
20265.03.0-6.85.6————————6.4%
20254.4-4.3-5.8-1.95.53.82.13.20.9-0.01.4-0.38.7%
2024-1.35.74.8-7.03.6-0.95.30.92.2-0.38.6-7.213.8%
20238.3-2.5-1.9-0.8-2.68.33.7-3.7-4.8-4.99.59.317.5%
2022-6.7-0.62.5-7.40.5-9.99.6-2.9-9.58.46.5-5.2-16.0%
20210.05.42.74.81.01.10.72.7-3.86.2-3.04.323.8%
2020————7.42.25.74.0-1.7-0.213.74.340.5%

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 15.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 102.7% of variance. Idiosyncratic stock-specific factors contribute 2.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-04-0110000
2020-05-0110744.829791631731
2020-06-0110982.52483220953
2020-07-0111612.367941783239
2020-08-0112081.849770494617
2020-09-0111871.375589362808
2020-10-0111849.166019943765
2020-11-0113474.520417594502
2020-12-0114051.28675108513
2021-01-0114052.261710234341
2021-02-0114808.849509205564
2021-03-0115211.078655804322
2021-04-0115938.690668860976
2021-05-0116103.692755273556
2021-06-0116274.408102300515
2021-07-0116396.161000854063
2021-08-0116841.717332043787
2021-09-0116209.378327048098
2021-10-0117208.847949270923
2021-11-0116689.54570803483
2021-12-0117400.193431895204
2022-01-0116229.501483887827
2022-02-0116134.052983180005
2022-03-0116530.529870798415
2022-04-0115307.365621380464
2022-05-0115380.097573911655
2022-06-0113855.24196536165
2022-07-0115190.955498964595
2022-08-0114746.608117119893
2022-09-0113346.469282937043
2022-10-0114470.34369259928
2022-11-0115403.84757878645
2022-12-0114610.52331907293
2023-01-0115826.706860982524
2023-02-0115428.338552614647
2023-03-0115142.383034150867
2023-04-0115023.087032653333
2023-05-0114634.955795352174
2023-06-0115852.036299679045
2023-07-0116435.763841495045
2023-08-0115834.955015384856
2023-09-0115082.462044840322
2023-10-0114346.445883917464
2023-11-0115707.937337425561
2023-12-0117167.04170095273
2024-01-0116940.383197944004
2024-02-0117898.339059593403
2024-03-0118753.88521220961
2024-04-0117436.968891003467
2024-05-0118070.51684534418
2024-06-0117910.058068566927
2024-07-0118854.384001310347
2024-08-0119024.494873664793
2024-09-0119437.9165512965
2024-10-0119371.34634058833
2024-11-0121045.000214491014
2024-12-0119533.813533212957
2025-01-0120385.713338611113
2025-02-0119509.888035691307
2025-03-0118384.570686488238
2025-04-0118032.181451597182
2025-05-0119019.308090990988
2025-06-0119749.104012541877
2025-07-0120165.665058634047
2025-08-0120815.90431360926
2025-09-0121003.72044411339
2025-10-0121001.18555032544
2025-11-0121298.450594920072
2025-12-0121241.434983874176
2026-01-0122297.900717959918
2026-02-0122968.087637128006
2026-03-0121406.76855639749
2026-04-0122609.49766204796
Annual Return Matrix
YearAnnual Return
20210.23833451982975506
2022-0.16032408626611605
20230.17497787902931972
20240.1378671918836707
20250.08741874431010532
20260.06440537935466106
Total Factor Risk
0.15324007001507453
VTI.US Exposure
1.0273738476148033
VEA.US Exposure
0.055910726621691366
VWO.US Exposure
0.00034114972310928757
QQQ.US Exposure
-0.2562069306717306
VTV.US Exposure
-0.06429815801243816
IJR.US Exposure
0.24877524958322422
QUAL.US Exposure
-0.05000875684693377
SHV.US Exposure
0.00025435183252890453
TLT.US Exposure
0.026518051323109866
LQD.US Exposure
0.008123469398534495
HYG.US Exposure
-0.04026034760799494
GLD.US Exposure
0.006656193149335352
USO.US Exposure
-0.0005649338198460963
VNQ.US Exposure
0.04765105367931655
BTC-USD.CC Exposure
0.013725317455672407
CPER.US Exposure
0.009049644110583146
VIX.INDX Exposure
-0.027506892207178602
UUP.US Exposure
-0.01429244221551816
TIP.US Exposure
-0.01510932917057221
Idiosyncratic Exposure
0.02386873606030354
Value Score
43.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
15
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
15.3%

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 →16.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.25%
Market Cap$11.5B
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
$102
Avg Yield on Cost
1.02%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$101.981.02%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 →
+1.7%
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 →
+5.9%
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 →
2.3% 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 →
1.16
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

BNY Mellon US Mid Cap Core Equity ETF (BKMC.US) has an annualized volatility of 15.3% and experienced a maximum drawdown of 23.3% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BKMC.US has generated a Compound Annual Growth Rate (CAGR) of 14.6%. 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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