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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in BNY Mellon International Bond Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
BNY Mellon International Bond Fund (DIBRX) has returned -3.38% so far this year and 2.02% over the past 12 months. Over the last ten years, DIBRX has returned -0.36% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
BNY Mellon International Bond Fund
- 1D
- -0.16%
- 1M
- -5.06%
- YTD
- -3.38%
- 6M
- -3.78%
- 1Y
- 2.02%
- 3Y*
- 1.68%
- 5Y*
- -2.59%
- 10Y*
- -0.36%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Dec 30, 2005, DIBRX's average daily return is +0.01%, while the average monthly return is +0.27%. At this rate, your investment would double in approximately 21.4 years.
Historically, 58% of months were positive and 42% were negative. The best month was Dec 2008 with a return of +8.3%, while the worst month was Mar 2020 at -8.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 9 months.
On a daily basis, DIBRX closed higher 47% of trading days. The best single day was Dec 16, 2008 with a return of +3.1%, while the worst single day was Mar 18, 2020 at -3.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.85% | 0.92% | -5.06% | -3.38% | |||||||||
| 2025 | 0.65% | 1.05% | 1.04% | 4.68% | -0.15% | 2.43% | -3.48% | 2.45% | 0.15% | -1.12% | -0.04% | 0.76% | 8.51% |
| 2024 | -2.00% | -0.87% | 0.48% | -2.92% | 1.38% | -0.48% | 3.79% | 2.64% | 1.74% | -4.02% | 0.08% | -2.69% | -3.14% |
| 2023 | 3.10% | -3.95% | 3.13% | 0.32% | -2.63% | 0.49% | 1.06% | -2.01% | -3.45% | -0.77% | 6.17% | 4.68% | 5.70% |
| 2022 | -2.02% | -1.03% | -2.85% | -6.51% | 0.16% | -5.30% | 2.03% | -4.61% | -5.50% | 0.18% | 6.43% | 1.57% | -16.81% |
| 2021 | -1.11% | -2.31% | -1.79% | 1.69% | 1.32% | -2.02% | 1.36% | -0.66% | -2.18% | -0.07% | -1.06% | -0.07% | -6.80% |
Benchmark Metrics
BNY Mellon International Bond Fund has an annualized alpha of 2.95%, beta of 0.03, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since January 03, 2006.
- This fund participated in 22.14% of S&P 500 Index downside but only 20.99% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.03 may look defensive, but with R² of 0.01 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R² of 0.01 means this fund moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 2.95%
- Beta
- 0.03
- R²
- 0.01
- Upside Capture
- 20.99%
- Downside Capture
- 22.14%
Expense Ratio
DIBRX has an expense ratio of 0.73%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DIBRX ranks 11 for risk / return — in the bottom 11% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for BNY Mellon International Bond Fund (DIBRX) and compare them to a chosen benchmark (S&P 500 Index).
| DIBRX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.26 | 0.90 | -0.63 |
Sortino ratioReturn per unit of downside risk | 0.44 | 1.39 | -0.94 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.21 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.48 | 1.40 | -0.92 |
Martin ratioReturn relative to average drawdown | 1.34 | 6.61 | -5.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore DIBRX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
BNY Mellon International Bond Fund provided a 2.57% dividend yield over the last twelve months, with an annual payout of $0.32 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.32 | $0.32 | $0.29 | $0.00 | $0.07 | $0.28 | $0.35 | $0.00 | $0.53 | $0.61 | $0.09 | $0.75 |
Dividend yield | 2.57% | 2.48% | 2.34% | 0.00% | 0.58% | 1.90% | 2.16% | 0.00% | 3.64% | 3.81% | 0.61% | 5.14% |
Monthly Dividends
The table displays the monthly dividend distributions for BNY Mellon International Bond Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.25 | $0.32 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $0.29 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.05 | $0.17 | $0.28 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the BNY Mellon International Bond Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the BNY Mellon International Bond Fund was 30.62%, occurring on Oct 14, 2022. The portfolio has not yet recovered.
The current BNY Mellon International Bond Fund drawdown is 17.38%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.62% | Jan 6, 2021 | 448 | Oct 14, 2022 | — | — | — |
| -18.99% | Mar 27, 2018 | 499 | Mar 19, 2020 | 180 | Dec 3, 2020 | 679 |
| -12.01% | Mar 18, 2008 | 157 | Oct 28, 2008 | 35 | Dec 17, 2008 | 192 |
| -10.7% | Aug 19, 2016 | 83 | Dec 15, 2016 | 154 | Jul 28, 2017 | 237 |
| -10.21% | Dec 18, 2008 | 51 | Mar 4, 2009 | 53 | May 19, 2009 | 104 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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