IMOM vs BKHY

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

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

IMOM vs BKHY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

IMOM

$159M

Winner

BKHY

$159M

Expense Ratio

IMOM

0.38%

Winner

BKHY

0.22%

Max Drawdown

IMOM

47.07%

Winner

BKHY

22.43%

Sharpe Ratio

Winner

IMOM

1.08

BKHY

0.59

5Y Beta

IMOM

0.88

Winner

BKHY

0.23

5Y Dividends CAGR

Winner

IMOM

53.23%

BKHY

0.87%

IMOM vs BKHY - Historical Returns

Returns include dividend reinvestment.

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

IMOM

-7.30%

Winner

BKHY

+0.24%

IMOM

-4.47%

Winner

BKHY

+0.96%

IMOM

-0.70%

Winner

BKHY

+1.51%

Winner

IMOM

+27.35%

BKHY

+5.99%

5Y(CAGR)

Winner

IMOM

+6.98%

BKHY

+4.02%

10Y(CAGR)

IMOM

+7.08%

BKHY

N/A

Max(CAGR)

Winner

IMOM

+7.05%

BKHY

+6.53%

IMOM vs BKHY - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

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

IMOM vs BKHY Drawdown Comparison

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

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

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

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

Correlation

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

0.87

-101

Dividend Comparison (2016 - 2026)

IMOM vs BKHY dividend yield comparison.

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