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DBMYX vs. MPBFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBMYX vs. MPBFX - 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 Bond Fund (MPBFX). The values are adjusted to include any dividend payments, if applicable.

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DBMYX vs. MPBFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
MPBFX
BNY Mellon Bond Fund
-0.45%7.20%1.08%5.48%-13.55%-1.50%7.87%8.82%-0.53%3.91%

Returns By Period

In the year-to-date period, DBMYX achieves a -8.30% return, which is significantly lower than MPBFX's -0.45% return. Over the past 10 years, DBMYX has outperformed MPBFX with an annualized return of 10.49%, while MPBFX has yielded a comparatively lower 1.59% annualized return.


DBMYX

1D
-1.33%
1M
-13.87%
YTD
-8.30%
6M
-7.43%
1Y
12.85%
3Y*
7.27%
5Y*
-2.84%
10Y*
10.49%

MPBFX

1D
0.46%
1M
-2.14%
YTD
-0.45%
6M
0.48%
1Y
3.85%
3Y*
3.30%
5Y*
-0.07%
10Y*
1.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DBMYX vs. MPBFX - Expense Ratio Comparison

DBMYX has a 0.63% expense ratio, which is higher than MPBFX's 0.55% expense ratio.


Return for Risk

DBMYX vs. MPBFX — Risk / Return Rank

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

DBMYX
DBMYX Risk / Return Rank: 1919
Overall Rank
DBMYX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
DBMYX Sortino Ratio Rank: 2222
Sortino Ratio Rank
DBMYX Omega Ratio Rank: 1919
Omega Ratio Rank
DBMYX Calmar Ratio Rank: 1717
Calmar Ratio Rank
DBMYX Martin Ratio Rank: 1919
Martin Ratio Rank

MPBFX
MPBFX Risk / Return Rank: 5353
Overall Rank
MPBFX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
MPBFX Sortino Ratio Rank: 4747
Sortino Ratio Rank
MPBFX Omega Ratio Rank: 3535
Omega Ratio Rank
MPBFX Calmar Ratio Rank: 7777
Calmar Ratio Rank
MPBFX Martin Ratio Rank: 5353
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. MPBFX - 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 Bond Fund (MPBFX). 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.


DBMYXMPBFXDifference

Sharpe ratio

Return per unit of total volatility

0.50

0.95

-0.45

Sortino ratio

Return per unit of downside risk

0.89

1.37

-0.47

Omega ratio

Gain probability vs. loss probability

1.11

1.17

-0.06

Calmar ratio

Return relative to maximum drawdown

0.50

1.80

-1.30

Martin ratio

Return relative to average drawdown

1.97

5.19

-3.22

DBMYX vs. MPBFX - Sharpe Ratio Comparison

The current DBMYX Sharpe Ratio is 0.50, which is lower than the MPBFX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of DBMYX and MPBFX, 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


DBMYXMPBFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

0.95

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

-0.01

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.33

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.84

-0.46

Correlation

The correlation between DBMYX and MPBFX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

DBMYX vs. MPBFX - Dividend Comparison

DBMYX's dividend yield for the trailing twelve months is around 55.82%, more than MPBFX's 3.53% yield.


TTM20252024202320222021202020192018201720162015
DBMYX
BNY Mellon Small/Mid Cap Growth Fund Class Y
55.82%51.19%0.43%0.00%0.00%8.97%7.86%0.00%8.66%9.12%2.20%6.55%
MPBFX
BNY Mellon Bond Fund
3.53%3.82%3.70%3.17%2.86%2.33%4.64%2.87%3.00%2.89%3.12%2.77%

Drawdowns

DBMYX vs. MPBFX - Drawdown Comparison

The maximum DBMYX drawdown since its inception was -48.24%, which is greater than MPBFX's maximum drawdown of -18.40%. Use the drawdown chart below to compare losses from any high point for DBMYX and MPBFX.


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Drawdown Indicators


DBMYXMPBFXDifference

Max Drawdown

Largest peak-to-trough decline

-48.24%

-18.40%

-29.84%

Max Drawdown (1Y)

Largest decline over 1 year

-19.58%

-2.58%

-17.00%

Max Drawdown (5Y)

Largest decline over 5 years

-45.79%

-18.40%

-27.39%

Max Drawdown (10Y)

Largest decline over 10 years

-48.24%

-18.40%

-29.84%

Current Drawdown

Current decline from peak

-26.11%

-3.18%

-22.93%

Average Drawdown

Average peak-to-trough decline

-15.17%

-2.40%

-12.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.97%

0.90%

+4.07%

Volatility

DBMYX vs. MPBFX - Volatility Comparison

BNY Mellon Small/Mid Cap Growth Fund Class Y (DBMYX) has a higher volatility of 7.77% compared to BNY Mellon Bond Fund (MPBFX) at 1.60%. This indicates that DBMYX's price experiences larger fluctuations and is considered to be riskier than MPBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBMYXMPBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.77%

1.60%

+6.17%

Volatility (6M)

Calculated over the trailing 6-month period

15.64%

2.50%

+13.14%

Volatility (1Y)

Calculated over the trailing 1-year period

24.42%

4.21%

+20.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.50%

5.83%

+18.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.13%

4.82%

+19.31%