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DBMYX vs. DSTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBMYX vs. DSTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Small/Mid Cap Growth Fund Class Y (DBMYX) and BNY Mellon Short Term Income Fund (DSTIX). The values are adjusted to include any dividend payments, if applicable.

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DBMYX vs. DSTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBMYX
BNY Mellon Small/Mid Cap Growth Fund Class Y
-4.63%11.94%10.09%15.63%-33.11%-4.44%68.62%39.27%-1.35%26.80%
DSTIX
BNY Mellon Short Term Income Fund
-0.38%6.03%4.93%6.08%-5.81%-0.73%4.93%4.63%-0.49%1.47%

Returns By Period

In the year-to-date period, DBMYX achieves a -4.63% return, which is significantly lower than DSTIX's -0.38% return. Over the past 10 years, DBMYX has outperformed DSTIX with an annualized return of 10.93%, while DSTIX has yielded a comparatively lower 2.03% annualized return.


DBMYX

1D
4.00%
1M
-10.19%
YTD
-4.63%
6M
-4.41%
1Y
16.53%
3Y*
8.68%
5Y*
-2.45%
10Y*
10.93%

DSTIX

1D
0.21%
1M
-1.12%
YTD
-0.38%
6M
0.67%
1Y
3.69%
3Y*
4.85%
5Y*
2.03%
10Y*
2.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DBMYX vs. DSTIX - Expense Ratio Comparison

DBMYX has a 0.63% expense ratio, which is higher than DSTIX's 0.60% expense ratio.


Return for Risk

DBMYX vs. DSTIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DBMYX
DBMYX Risk / Return Rank: 2727
Overall Rank
DBMYX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
DBMYX Sortino Ratio Rank: 3131
Sortino Ratio Rank
DBMYX Omega Ratio Rank: 2424
Omega Ratio Rank
DBMYX Calmar Ratio Rank: 2626
Calmar Ratio Rank
DBMYX Martin Ratio Rank: 2828
Martin Ratio Rank

DSTIX
DSTIX Risk / Return Rank: 8686
Overall Rank
DSTIX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
DSTIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
DSTIX Omega Ratio Rank: 8787
Omega Ratio Rank
DSTIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
DSTIX Martin Ratio Rank: 8686
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.

DBMYX vs. DSTIX - 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 Short Term Income Fund (DSTIX). 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.


DBMYXDSTIXDifference

Sharpe ratio

Return per unit of total volatility

0.71

1.63

-0.92

Sortino ratio

Return per unit of downside risk

1.18

2.68

-1.50

Omega ratio

Gain probability vs. loss probability

1.15

1.38

-0.24

Calmar ratio

Return relative to maximum drawdown

0.85

2.42

-1.57

Martin ratio

Return relative to average drawdown

3.29

9.81

-6.52

DBMYX vs. DSTIX - Sharpe Ratio Comparison

The current DBMYX Sharpe Ratio is 0.71, which is lower than the DSTIX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of DBMYX and DSTIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DBMYXDSTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

1.63

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

0.80

-0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.88

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

1.38

-0.99

Correlation

The correlation between DBMYX and DSTIX is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DBMYX vs. DSTIX - Dividend Comparison

DBMYX's dividend yield for the trailing twelve months is around 53.67%, more than DSTIX's 4.28% yield.


TTM20252024202320222021202020192018201720162015
DBMYX
BNY Mellon Small/Mid Cap Growth Fund Class Y
53.67%51.19%0.43%0.00%0.00%8.97%7.86%0.00%8.66%9.12%2.20%6.55%
DSTIX
BNY Mellon Short Term Income Fund
4.28%4.60%4.28%3.42%1.90%1.52%2.34%2.13%3.10%1.76%1.12%1.82%

Drawdowns

DBMYX vs. DSTIX - Drawdown Comparison

The maximum DBMYX drawdown since its inception was -48.24%, which is greater than DSTIX's maximum drawdown of -8.77%. Use the drawdown chart below to compare losses from any high point for DBMYX and DSTIX.


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Drawdown Indicators


DBMYXDSTIXDifference

Max Drawdown

Largest peak-to-trough decline

-48.24%

-8.77%

-39.47%

Max Drawdown (1Y)

Largest decline over 1 year

-19.58%

-1.73%

-17.85%

Max Drawdown (5Y)

Largest decline over 5 years

-45.79%

-8.77%

-37.02%

Max Drawdown (10Y)

Largest decline over 10 years

-48.24%

-8.77%

-39.47%

Current Drawdown

Current decline from peak

-23.16%

-1.32%

-21.84%

Average Drawdown

Average peak-to-trough decline

-15.18%

-0.87%

-14.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.07%

0.43%

+4.64%

Volatility

DBMYX vs. DSTIX - Volatility Comparison

BNY Mellon Small/Mid Cap Growth Fund Class Y (DBMYX) has a higher volatility of 9.05% compared to BNY Mellon Short Term Income Fund (DSTIX) at 0.72%. This indicates that DBMYX's price experiences larger fluctuations and is considered to be riskier than DSTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBMYXDSTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.05%

0.72%

+8.33%

Volatility (6M)

Calculated over the trailing 6-month period

16.13%

1.43%

+14.70%

Volatility (1Y)

Calculated over the trailing 1-year period

24.69%

2.37%

+22.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.54%

2.55%

+21.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.16%

2.31%

+21.85%