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BNY Mellon U.S. Mortgage Fund (DRGMX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US05588P1030

CUSIP

05588P103

Inception Date

May 28, 1985

Min. Investment

$1,000

Asset Class

Bond

Expense Ratio

DRGMX has an expense ratio of 0.68%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

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BNY Mellon U.S. Mortgage Fund

Performance

Performance Chart


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S&P 500

Returns By Period


DRGMX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-0.63%

1M

13.31%

6M

-1.23%

1Y

9.83%

3Y*

14.42%

5Y*

14.61%

10Y*

10.64%

*Annualized

Monthly Returns

The table below presents the monthly returns of DRGMX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.71%2.09%-0.44%2.36%
2024-0.08%-1.28%0.96%-2.46%1.80%1.14%2.39%1.48%1.09%-2.67%1.12%-1.33%2.02%
20233.12%-2.41%2.07%0.61%-0.79%-0.57%0.00%-0.48%-2.57%-1.83%4.21%3.68%4.85%
2022-0.90%-0.62%-2.72%-2.92%0.68%-1.41%2.74%-3.09%-4.55%-1.56%3.48%-1.02%-11.56%
20210.20%-0.20%0.07%0.15%-0.22%-0.29%-0.16%-0.16%-0.16%-0.44%0.03%-0.36%-1.53%
20200.74%0.84%0.10%0.66%0.45%0.05%-0.10%-0.03%0.14%0.26%0.36%0.25%3.79%
20190.55%-0.05%1.22%-0.03%1.17%0.70%0.38%1.09%0.06%0.21%-0.12%0.02%5.30%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DRGMX is 71, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DRGMX is 7171
Overall Rank
The Sharpe Ratio Rank of DRGMX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of DRGMX is 7979
Sortino Ratio Rank
The Omega Ratio Rank of DRGMX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of DRGMX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of DRGMX is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for BNY Mellon U.S. Mortgage Fund (DRGMX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


There isn't enough data available to calculate the Sharpe ratio for BNY Mellon U.S. Mortgage Fund. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend History

BNY Mellon U.S. Mortgage Fund provided a 2.88% dividend yield over the last twelve months, with an annual payout of $0.37 per share.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%$0.00$0.10$0.20$0.30$0.402015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018201720162015
Dividend$0.37$0.39$0.35$0.29$0.43$0.37$0.37$0.32$0.34$0.32$0.30

Dividend yield

2.88%3.06%2.78%2.35%3.01%2.46%2.51%0.00%0.00%0.00%0.00%

Monthly Dividends

The table displays the monthly dividend distributions for BNY Mellon U.S. Mortgage Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.03$0.07$0.10
2024$0.00$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.08$0.39
2023$0.00$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.06$0.35
2022$0.00$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.03$0.06$0.29
2021$0.00$0.03$0.03$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.03$0.09$0.43
2020$0.00$0.03$0.02$0.01$0.02$0.03$0.04$0.03$0.03$0.03$0.03$0.13$0.37
2019$0.00$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.08$0.37
2018$0.02$0.03$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.06$0.32
2017$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.07$0.34
2016$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.02$0.06$0.32
2015$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.03$0.03$0.03$0.07$0.30

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 U.S. Mortgage 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 U.S. Mortgage Fund was 16.53%, occurring on Oct 19, 2023. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.53%Feb 5, 2021681Oct 19, 2023
-2.64%Mar 9, 20209Mar 19, 202012Apr 6, 202021
-0.62%Jun 8, 202023Jul 9, 202081Nov 2, 2020104
-0.58%Oct 7, 201924Nov 7, 201939Jan 6, 202063
-0.57%Mar 28, 201917Apr 22, 201911May 7, 201928

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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