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ISIN
US09661D4097
CUSIP
09661D409
Inception Date
Mar 29, 1972
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

DRTHX Performance Chart

BNY Mellon Sustainable U.S. Equity Fund (DRTHX) is up 7.5% since the beginning of the year. DRTHX is currently trading at $21 per share. Investors who bought $1,000 worth of DRTHX shares 5 years ago would now be looking at an investment worth $1,917.


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S&P 500 Index

Returns By Period

BNY Mellon Sustainable U.S. Equity Fund (DRTHX) has returned 7.54% so far this year and 23.09% over the past 12 months. Looking at the last ten years, DRTHX has achieved an annualized return of 15.24%, outperforming the S&P 500 Index benchmark, which averaged 13.75% per year.


BNY Mellon Sustainable U.S. Equity Fund

1D
0.42%
1M
3.38%
YTD
7.54%
6M
8.18%
1Y
23.09%
3Y*
24.65%
5Y*
13.90%
10Y*
15.24%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRTHX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 1980, DRTHX's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, an investment would double in approximately 7.8 years.

Historically, 61% of months were positive and 39% were negative. The best month was Jan 1980 with a return of +14.6%, while the worst month was Jul 1986 at -22.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.

On a daily basis, DRTHX closed higher 51% of trading days. The best single day was Dec 6, 2024 with a return of +11.6%, while the worst single day was Jul 25, 1986 at -16.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.96%-0.80%-6.02%10.36%3.10%0.42%7.54%
20253.05%-2.96%-7.00%0.06%8.43%4.65%3.34%0.68%2.68%3.08%-0.77%0.51%15.96%
20242.21%5.95%3.69%-3.12%5.31%3.27%-0.78%2.83%2.24%-0.30%5.04%7.59%39.07%
20236.18%-2.91%2.86%1.32%1.44%5.47%2.18%-0.94%-5.06%-2.20%9.54%4.81%24.01%
2022-6.96%-4.12%2.60%-9.42%0.73%-7.13%9.95%-4.91%-9.39%6.59%4.83%-6.33%-23.10%
2021-0.31%1.54%3.39%4.86%-0.33%3.08%4.18%3.34%-5.50%7.21%-0.10%3.15%26.71%

Benchmark Metrics

BNY Mellon Sustainable U.S. Equity Fund has an annualized alpha of -0.56%, beta of 0.90, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since January 03, 1980.

  • This fund participated in 102.88% of S&P 500 Index downside but only 94.37% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.90 and R2 of 0.77, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-0.56%
Beta
0.90
0.77
Upside Capture
94.37%
Downside Capture
102.88%

Expense Ratio

DRTHX has an expense ratio of 0.74%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DRTHX ranks 39 for risk / return — below 39% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


DRTHX Risk / Return Rank: 3939
Overall Rank
DRTHX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
DRTHX Sortino Ratio Rank: 3737
Sortino Ratio Rank
DRTHX Omega Ratio Rank: 3737
Omega Ratio Rank
DRTHX Calmar Ratio Rank: 3535
Calmar Ratio Rank
DRTHX Martin Ratio Rank: 4646
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 Sustainable U.S. Equity Fund (DRTHX) and compare them to S&P 500 Index.


DRTHXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.85

2.39

-0.54

Sortino ratio

Return per unit of downside risk

2.56

3.25

-0.70

Omega ratio

Gain probability vs. loss probability

1.32

1.43

-0.11

Calmar ratio

Return relative to maximum drawdown

2.22

3.11

-0.89

Martin ratio

Return relative to average drawdown

9.62

14.38

-4.76

Dividends

Dividend History

BNY Mellon Sustainable U.S. Equity Fund provided a 9.89% dividend yield over the last twelve months, with an annual payout of $2.12 per share.


5.00%10.00%15.00%20.00%25.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.12$2.12$3.40$0.56$1.76$0.83$0.51$0.31$0.49$3.03$0.67$1.82

Dividend yield

9.89%10.63%17.93%3.41%12.94%4.19%3.13%2.31%4.74%26.74%5.37%15.21%

Monthly Dividends

The table displays the monthly dividend distributions for BNY Mellon Sustainable U.S. Equity 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$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$0.00$2.12$2.12
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.40$3.40
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.56$0.56
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.76$1.76
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.83$0.83

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 Sustainable U.S. Equity 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 Sustainable U.S. Equity Fund was 63.27%, occurring on Mar 9, 2009. Recovery took 1164 trading sessions.

The current BNY Mellon Sustainable U.S. Equity Fund drawdown is 0.19%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-63.27%Mar 2009
8y 6mo4y 7mo
13y 1moSep 2000 - Oct 2013
1982 bear market1982
-44.65%Aug 1982
1y 8mo8y 6mo
10y 2moDec 1980 - Feb 1991
COVID crash2020
-31.34%Mar 2020
1mo 2d3mo 29d
5mo 1dFeb 2020 - Jul 2020
Bear market2022
-27.58%Oct 2022
10mo 26d1y 3mo
2y 2moNov 2021 - Feb 2024
1998 bear market1998
-23.54%Oct 1998
2mo 19d2mo 14d
5mo 3dJul 1998 - Dec 1998

Drawdown Indicators


DRTHXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-63.27%

-56.78%

-6.49%

Max Drawdown (1Y)

Largest decline over 1 year

-10.66%

-9.10%

-1.56%

Max Drawdown (3Y)

Largest decline over 3 years

-21.55%

-18.90%

-2.65%

Max Drawdown (5Y)

Largest decline over 5 years

-27.58%

-25.43%

-2.15%

Max Drawdown (10Y)

Largest decline over 10 years

-31.34%

-33.92%

+2.58%

Current Drawdown

Current decline from peak

-0.19%

0.00%

-0.19%

Average Drawdown

Average peak-to-trough decline

-17.39%

-10.72%

-6.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

1.97%

+0.49%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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