PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BNY Mellon S&P 500 Index Fund (PEOPX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS09661L3024
CUSIP09661L302
IssuerBNY Mellon
Inception DateJan 2, 1990
CategoryLarge Cap Blend Equities
Min. Investment$2,500
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

PEOPX features an expense ratio of 0.50%, falling within the medium range.


Expense ratio chart for PEOPX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: PEOPX vs. PRNHX, PEOPX vs. MEIAX, PEOPX vs. VGSLX, PEOPX vs. VOO, PEOPX vs. SPY, PEOPX vs. PRDGX, PEOPX vs. PRCOX, PEOPX vs. PRBLX, PEOPX vs. DGRO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in BNY Mellon S&P 500 Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
15.41%
14.94%
PEOPX (BNY Mellon S&P 500 Index Fund)
Benchmark (^GSPC)

Returns By Period

BNY Mellon S&P 500 Index Fund had a return of 26.74% year-to-date (YTD) and 29.16% in the last 12 months. Over the past 10 years, BNY Mellon S&P 500 Index Fund had an annualized return of 3.16%, while the S&P 500 had an annualized return of 11.43%, indicating that BNY Mellon S&P 500 Index Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date26.74%25.82%
1 month3.22%3.20%
6 months15.41%14.94%
1 year29.16%35.92%
5 years (annualized)4.58%14.22%
10 years (annualized)3.16%11.43%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.65%5.28%3.19%-4.12%4.90%3.54%1.18%2.39%2.09%-0.95%26.74%
20236.24%-2.48%3.63%1.54%0.38%6.58%3.16%-1.62%-4.82%-2.14%9.09%-1.60%18.34%
2022-5.23%-3.03%3.69%-8.76%0.15%-8.30%9.18%-4.14%-9.25%8.06%5.54%-14.70%-26.23%
2021-1.04%2.71%4.34%5.30%0.68%2.27%2.34%2.99%-4.70%6.96%-0.73%-6.81%14.27%
2020-0.10%-8.27%-12.42%12.78%4.72%1.95%5.61%7.13%-3.83%-1.51%9.58%-6.20%6.42%
20197.96%3.16%1.90%4.01%-6.40%7.02%1.38%-1.63%1.85%2.44%3.27%-8.57%16.18%
20185.68%-3.73%-2.60%0.35%2.36%0.56%3.69%3.22%0.52%-7.88%3.12%-20.86%-17.20%
20171.85%3.93%0.06%0.99%1.36%0.59%2.02%0.26%2.03%2.29%3.04%-6.04%12.70%
2016-5.04%-0.17%6.71%0.35%1.75%0.20%3.65%0.10%-0.02%-1.87%3.66%-6.46%2.15%
2015-3.06%5.71%-1.64%0.92%1.24%-1.97%2.09%-6.08%-2.50%8.38%0.26%-7.08%-4.71%
2014-3.50%4.54%0.79%0.70%2.30%2.01%-1.40%3.94%-1.44%2.41%2.65%-5.32%7.43%
20135.15%1.34%3.69%1.88%2.31%-1.38%5.02%-2.92%3.08%4.56%3.00%0.40%29.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PEOPX is 49, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of PEOPX is 4949
Combined Rank
The Sharpe Ratio Rank of PEOPX is 5050Sharpe Ratio Rank
The Sortino Ratio Rank of PEOPX is 4040Sortino Ratio Rank
The Omega Ratio Rank of PEOPX is 5252Omega Ratio Rank
The Calmar Ratio Rank of PEOPX is 5555Calmar Ratio Rank
The Martin Ratio Rank of PEOPX is 4848Martin 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 S&P 500 Index Fund (PEOPX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


PEOPX
Sharpe ratio
The chart of Sharpe ratio for PEOPX, currently valued at 2.33, compared to the broader market0.002.004.002.33
Sortino ratio
The chart of Sortino ratio for PEOPX, currently valued at 2.94, compared to the broader market0.005.0010.002.94
Omega ratio
The chart of Omega ratio for PEOPX, currently valued at 1.46, compared to the broader market1.002.003.004.001.46
Calmar ratio
The chart of Calmar ratio for PEOPX, currently valued at 1.37, compared to the broader market0.005.0010.0015.0020.001.37
Martin ratio
The chart of Martin ratio for PEOPX, currently valued at 12.05, compared to the broader market0.0020.0040.0060.0080.00100.0012.05
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.08, compared to the broader market0.002.004.003.08
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.10, compared to the broader market0.005.0010.004.10
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.58, compared to the broader market1.002.003.004.001.58
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.48, compared to the broader market0.005.0010.0015.0020.004.48
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 20.05, compared to the broader market0.0020.0040.0060.0080.00100.0020.05

Sharpe Ratio

The current BNY Mellon S&P 500 Index Fund Sharpe ratio is 2.33. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of BNY Mellon S&P 500 Index Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.33
3.08
PEOPX (BNY Mellon S&P 500 Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

BNY Mellon S&P 500 Index Fund provided a 0.92% dividend yield over the last twelve months, with an annual payout of $0.60 per share.


1.00%1.20%1.40%1.60%1.80%2.00%$0.00$0.20$0.40$0.60$0.80$1.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.60$0.60$0.62$0.58$0.75$0.85$0.84$0.86$0.91$0.87$0.83$0.74

Dividend yield

0.92%1.17%1.42%0.97%1.42%1.68%1.92%1.60%1.86%1.79%1.61%1.51%

Monthly Dividends

The table displays the monthly dividend distributions for BNY Mellon S&P 500 Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.60$0.60
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.62$0.62
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.58$0.58
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.75$0.75
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.85$0.85
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.84$0.84
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.86$0.86
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.91$0.91
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.87$0.87
2014$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
2013$0.74$0.74

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.10%
0
PEOPX (BNY Mellon S&P 500 Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the BNY Mellon S&P 500 Index 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 S&P 500 Index Fund was 55.51%, occurring on Mar 9, 2009. Recovery took 974 trading sessions.

The current BNY Mellon S&P 500 Index Fund drawdown is 0.10%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.51%Oct 10, 2007354Mar 9, 2009974Jan 22, 20131328
-48.09%Mar 27, 2000634Oct 9, 20021052Dec 14, 20061686
-39.67%Sep 21, 2018377Mar 23, 2020179Dec 4, 2020556
-34.38%Dec 13, 2021263Dec 28, 2022
-20.02%Dec 29, 2014283Feb 11, 2016210Dec 9, 2016493

Volatility

Volatility Chart

The current BNY Mellon S&P 500 Index Fund volatility is 3.89%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.89%
3.89%
PEOPX (BNY Mellon S&P 500 Index Fund)
Benchmark (^GSPC)