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BNY Mellon International Bond Fund (DIBRX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US05588E8848
Issuer
Dreyfus
Inception Date
Dec 29, 2005
Category
Global Bonds
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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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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S&P 500 Index

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.85%0.92%-5.06%-3.38%
20250.65%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%
20233.10%-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
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.


DIBRX Risk / Return Rank: 1111
Overall Rank
DIBRX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
DIBRX Sortino Ratio Rank: 99
Sortino Ratio Rank
DIBRX Omega Ratio Rank: 88
Omega Ratio Rank
DIBRX Calmar Ratio Rank: 1616
Calmar Ratio Rank
DIBRX Martin Ratio Rank: 1414
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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).


DIBRXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.26

0.90

-0.63

Sortino ratio

Return per unit of downside risk

0.44

1.39

-0.94

Omega ratio

Gain probability vs. loss probability

1.05

1.21

-0.16

Calmar ratio

Return relative to maximum drawdown

0.48

1.40

-0.92

Martin ratio

Return relative to average drawdown

1.34

6.61

-5.27

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.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.20$0.40$0.60$0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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, 2021448Oct 14, 2022
-18.99%Mar 27, 2018499Mar 19, 2020180Dec 3, 2020679
-12.01%Mar 18, 2008157Oct 28, 200835Dec 17, 2008192
-10.7%Aug 19, 201683Dec 15, 2016154Jul 28, 2017237
-10.21%Dec 18, 200851Mar 4, 200953May 19, 2009104

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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