DBMYX vs. DRTHX
DBMYX (BNY Mellon Small/Mid Cap Growth Fund Class Y) and DRTHX (BNY Mellon Sustainable U.S. Equity Fund) are both mutual funds - DBMYX is a Mid Cap Growth Equities fund tracking the Russell 2500 Growth Index, while DRTHX is a Large Cap Blend Equities fund managed by BNY Mellon. Over the past 10 years, DBMYX returned 11.31%/yr vs 14.88%/yr for DRTHX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. DBMYX charges 0.63%/yr vs 0.74%/yr for DRTHX.
Performance
DBMYX vs. DRTHX - Performance Comparison
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Returns By Period
In the year-to-date period, DBMYX achieves a 8.30% return, which is significantly higher than DRTHX's 7.29% return. Over the past 10 years, DBMYX has underperformed DRTHX with an annualized return of 11.31%, while DRTHX has yielded a comparatively higher 14.88% annualized return.
DBMYX
- 1D
- 2.03%
- 1M
- -5.37%
- 6M
- 0.55%
- YTD
- 8.30%
- 1Y
- 16.71%
- 3Y*
- 10.50%
- 5Y*
- -0.55%
- 10Y*
- 11.31%
- ALL TIME*
- 9.99%
DRTHX
- 1D
- 2.35%
- 1M
- 0.23%
- 6M
- 6.27%
- YTD
- 7.29%
- 1Y
- 16.04%
- 3Y*
- 22.25%
- 5Y*
- 12.22%
- 10Y*
- 14.88%
- ALL TIME*
- 7.70%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DBMYX vs. DRTHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBMYX BNY Mellon Small/Mid Cap Growth Fund Class Y | 8.30% | 11.94% | 10.09% | 15.63% | -33.11% | -4.44% | 68.62% | 39.27% | -1.35% | 26.80% |
DRTHX BNY Mellon Sustainable U.S. Equity Fund | 7.29% | 15.96% | 39.07% | 24.01% | -23.10% | 26.71% | 24.21% | 34.01% | -4.54% | 15.01% |
Correlation
The correlation between DBMYX and DRTHX is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.74 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.80 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.79 |
The correlation between DBMYX and DRTHX has been stable across timeframes, ranging from 0.74 to 0.80 - a consistent structural relationship.
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Return for Risk
DBMYX vs. DRTHX — Risk / Return Rank
DBMYX
DRTHX
DBMYX vs. DRTHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Small/Mid Cap Growth Fund Class Y (DBMYX) and BNY Mellon Sustainable U.S. Equity Fund (DRTHX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DBMYX | DRTHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.17 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.65 | 1.25 | -0.60 |
| Martin ratioReturn relative to average drawdown | 1.97 | 5.22 | -3.25 |
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Drawdowns
DBMYX vs. DRTHX - Drawdown Comparison
The maximum DBMYX drawdown since its inception was -48.24%, smaller than the maximum DRTHX drawdown of -63.27%. Use the drawdown chart below to compare losses from any high point for DBMYX and DRTHX.
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Drawdown Indicators
| DBMYX | DRTHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.24% | -63.27% | +15.03% |
Max Drawdown (1Y)Largest decline over 1 year | -19.58% | -10.66% | -8.92% |
Max Drawdown (3Y)Largest decline over 3 years | -25.20% | -21.55% | -3.65% |
Max Drawdown (5Y)Largest decline over 5 years | -45.79% | -27.58% | -18.21% |
Max Drawdown (10Y)Largest decline over 10 years | -48.24% | -31.34% | -16.90% |
Current DrawdownCurrent decline from peak | -12.74% | -1.20% | -11.54% |
Average DrawdownAverage peak-to-trough decline | -15.13% | -17.34% | +2.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.44% | 2.55% | +3.89% |
Volatility
DBMYX vs. DRTHX - Volatility Comparison
BNY Mellon Small/Mid Cap Growth Fund Class Y (DBMYX) has a higher volatility of 5.57% compared to BNY Mellon Sustainable U.S. Equity Fund (DRTHX) at 4.15%. This indicates that DBMYX's price experiences larger fluctuations and is considered to be riskier than DRTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBMYX | DRTHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 4.15% | +1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 17.18% | 11.17% | +6.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.48% | 14.13% | +8.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.73% | 18.74% | +5.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.35% | 18.46% | +5.89% |
DBMYX vs. DRTHX - Expense Ratio Comparison
DBMYX has a 0.63% expense ratio, which is lower than DRTHX's 0.74% expense ratio.
Dividends
DBMYX vs. DRTHX - Dividend Comparison
DBMYX's dividend yield for the trailing twelve months is around 47.26%, more than DRTHX's 9.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBMYX BNY Mellon Small/Mid Cap Growth Fund Class Y | 47.26% | 51.19% | 0.43% | 0.00% | 0.00% | 8.97% | 7.86% | 0.00% | 8.66% | 9.12% | 2.20% | 6.55% |
DRTHX BNY Mellon Sustainable U.S. Equity Fund | 9.91% | 10.63% | 17.93% | 3.41% | 12.94% | 4.19% | 3.13% | 2.31% | 4.74% | 26.74% | 5.37% | 15.21% |
Frequently Asked Questions
DBMYX and DRTHX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DBMYX has higher volatility (5.57%) compared to DRTHX (4.15%). In terms of maximum drawdown, DBMYX dropped -48.24% vs DRTHX's -63.27%.
DRTHX currently has the higher Sharpe Ratio (0.94 vs 0.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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