BKHY vs IMOM

Comparison between BNY MELLON HIGH YIELD ETF (BKHY, ETF) and ALPHA ARCHITECT INTERNATIONAL QUANTITATIVE MOMENTUM ETF (IMOM, ETF).

5-Year PerformanceIMOM has outperformed BKHY, delivering a return of +7.0% compared to +4.0%

BKHY vs IMOM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	BKHY(ETF)	IMOM(ETF)
Net Assets	$159M	$159M
Expense Ratio	0.22%	0.38%
Max Drawdown	22.43%	47.07%
Sharpe Ratio	0.59	1.08
5Y Beta	0.23	0.88
5Y Dividends CAGR	0.87%	53.23%

Net Assets

Winner

BKHY

$159M

IMOM

$159M

Expense Ratio

Winner

BKHY

0.22%

IMOM

0.38%

Max Drawdown

Winner

BKHY

22.43%

IMOM

47.07%

Sharpe Ratio

BKHY

0.59

Winner

IMOM

1.08

5Y Beta

Winner

BKHY

0.23

IMOM

0.88

5Y Dividends CAGR

BKHY

0.87%

Winner

IMOM

53.23%

BKHY vs IMOM - Historical Returns

Returns include dividend reinvestment.

Period	BKHY	IMOM
1 month	+0.24%	-7.30%
3 months	+0.96%	-4.47%
6 months	+1.51%	-0.70%
1 year	+5.99%	+27.35%
5 years(CAGR)	+4.02%	+6.98%
10 years(CAGR)	N/A	+7.08%
Max(CAGR)	+6.53%	+7.05%

Winner

BKHY

+0.24%

IMOM

-7.30%

Winner

BKHY

+0.96%

IMOM

-4.47%

Winner

BKHY

+1.51%

IMOM

-0.70%

BKHY

+5.99%

Winner

IMOM

+27.35%

5Y(CAGR)

BKHY

+4.02%

Winner

IMOM

+6.98%

10Y(CAGR)

BKHY

N/A

IMOM

+7.08%

Max(CAGR)

BKHY

+6.53%

Winner

IMOM

+7.05%

BKHY vs IMOM - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	BKHY	IMOM
2026	+2.12%	+7.05%
2025	+8.27%	+46.80%
2024	+8.85%	+6.38%
2023	+12.42%	+9.92%
2022	-10.93%	-22.11%
2021	+5.02%	-2.16%
2020	+17.82%	+26.49%
2019	N/A	+18.49%
2018	N/A	-23.45%
2017	N/A	+33.06%
2016	N/A	-8.55%

BKHY vs IMOM Drawdown Comparison

The maximum drawdown for BKHY was -15.89%, occurring on Sep 27, 2022. Recovery took 503 trading sessions.

The maximum drawdown for IMOM was -45.70%, occurring on Mar 18, 2020. Recovery took 716 trading sessions.

The current BKHY drawdown is -0.17%. The current IMOM drawdown is -10.22%.

Rank	BKHY	IMOM
#1	-15.89% Dec 27, 2021 - Dec 27, 2023	-45.70% Jan 29, 2018 - Dec 1, 2020
#2	-4.87% Feb 28, 2025 - May 12, 2025	-39.27% Sep 15, 2021 - Jun 24, 2025
#3	-3.59% Jun 8, 2020 - Jul 20, 2020	-16.48% Jul 29, 2016 - Jun 2, 2017
#4	-2.53% Feb 20, 2026 - Apr 14, 2026	-16.22% Feb 16, 2021 - Sep 7, 2021
#5	-2.50% Sep 2, 2020 - Oct 9, 2020	-15.61% Feb 25, 2026 - May 6, 2026
#6	-2.21% Nov 9, 2021 - Dec 23, 2021	-14.05% Jan 4, 2016 - Apr 4, 2016
#7	-2.08% Mar 20, 2024 - May 6, 2024	-12.62% May 26, 2026 - Jul 20, 2026
#8	-1.86% Feb 12, 2021 - Apr 7, 2021	-5.71% Jun 20, 2016 - Jul 1, 2016
#9	-1.85% Oct 12, 2020 - Nov 4, 2020	-5.57% Jan 25, 2021 - Feb 9, 2021
#10	-1.75% Dec 6, 2024 - Jan 23, 2025	-4.92% Jan 27, 2026 - Feb 9, 2026
#11	-1.48% Sep 15, 2021 - Nov 9, 2021	-4.74% Nov 24, 2017 - Jan 3, 2018
#12	-1.41% Dec 27, 2023 - Jan 29, 2024	-4.30% May 13, 2026 - May 26, 2026
#13	-1.31% Apr 30, 2020 - May 18, 2020	-4.17% Nov 13, 2025 - Dec 10, 2025
#14	-1.20% Aug 6, 2020 - Aug 26, 2020	-4.15% Jun 8, 2017 - Jul 19, 2017
#15	-1.14% Feb 1, 2024 - Mar 1, 2024	-3.92% Oct 6, 2025 - Nov 10, 2025

Correlation

Correlation between BKHY and IMOM is 0.87 which considered as a strong positive correlation - the stocks tend to move together.

0.87

-101

Dividend Comparison (2016 - 2026)

BKHY vs IMOM dividend yield comparison.

Year	BKHY	IMOM
2026	3.67%	0.00%
2025	7.33%	2.53%
2024	7.34%	4.52%
2023	8.67%	2.95%
2022	6.59%	6.06%
2021	6.78%	1.27%
2020	4.65%	0.59%
2019	0.00%	1.17%
2018	0.00%	0.78%
2017	0.00%	1.11%
2016	0.00%	0.54%