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DCPYX vs. DBMYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DCPYX vs. DBMYX - Performance Comparison

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

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DCPYX vs. DBMYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DCPYX
BNY Mellon Core Plus Fund
-0.56%7.04%1.39%6.14%-13.87%-1.00%9.80%11.19%-0.80%2.13%
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%

Returns By Period

In the year-to-date period, DCPYX achieves a -0.56% return, which is significantly higher than DBMYX's -4.63% return. Over the past 10 years, DCPYX has underperformed DBMYX with an annualized return of 1.86%, while DBMYX has yielded a comparatively higher 10.93% annualized return.


DCPYX

1D
0.33%
1M
-2.03%
YTD
-0.56%
6M
-0.08%
1Y
3.59%
3Y*
3.46%
5Y*
0.11%
10Y*
1.86%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DCPYX vs. DBMYX - Expense Ratio Comparison

DCPYX has a 0.40% expense ratio, which is lower than DBMYX's 0.63% expense ratio.


Return for Risk

DCPYX vs. DBMYX — Risk / Return Rank

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

DCPYX
DCPYX Risk / Return Rank: 3434
Overall Rank
DCPYX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
DCPYX Sortino Ratio Rank: 3131
Sortino Ratio Rank
DCPYX Omega Ratio Rank: 2323
Omega Ratio Rank
DCPYX Calmar Ratio Rank: 4848
Calmar Ratio Rank
DCPYX Martin Ratio Rank: 3434
Martin Ratio Rank

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
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.

DCPYX vs. DBMYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Core Plus Fund (DCPYX) and BNY Mellon Small/Mid Cap Growth Fund Class Y (DBMYX). 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.


DCPYXDBMYXDifference

Sharpe ratio

Return per unit of total volatility

0.85

0.71

+0.14

Sortino ratio

Return per unit of downside risk

1.21

1.18

+0.03

Omega ratio

Gain probability vs. loss probability

1.15

1.15

0.00

Calmar ratio

Return relative to maximum drawdown

1.38

0.85

+0.53

Martin ratio

Return relative to average drawdown

4.17

3.29

+0.89

DCPYX vs. DBMYX - Sharpe Ratio Comparison

The current DCPYX Sharpe Ratio is 0.85, which is comparable to the DBMYX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of DCPYX and DBMYX, 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


DCPYXDBMYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.71

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

-0.10

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.45

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.40

-0.12

Correlation

The correlation between DCPYX and DBMYX is 0.05, 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

DCPYX vs. DBMYX - Dividend Comparison

DCPYX's dividend yield for the trailing twelve months is around 4.21%, less than DBMYX's 53.67% yield.


TTM20252024202320222021202020192018201720162015
DCPYX
BNY Mellon Core Plus Fund
4.21%4.59%3.58%2.94%2.74%3.04%2.71%3.11%3.25%0.22%0.00%0.00%
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%

Drawdowns

DCPYX vs. DBMYX - Drawdown Comparison

The maximum DCPYX drawdown since its inception was -19.42%, smaller than the maximum DBMYX drawdown of -48.24%. Use the drawdown chart below to compare losses from any high point for DCPYX and DBMYX.


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Drawdown Indicators


DCPYXDBMYXDifference

Max Drawdown

Largest peak-to-trough decline

-19.42%

-48.24%

+28.82%

Max Drawdown (1Y)

Largest decline over 1 year

-3.19%

-19.58%

+16.39%

Max Drawdown (5Y)

Largest decline over 5 years

-19.42%

-45.79%

+26.37%

Max Drawdown (10Y)

Largest decline over 10 years

-19.42%

-48.24%

+28.82%

Current Drawdown

Current decline from peak

-2.63%

-23.16%

+20.53%

Average Drawdown

Average peak-to-trough decline

-5.00%

-15.18%

+10.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

5.07%

-4.01%

Volatility

DCPYX vs. DBMYX - Volatility Comparison

The current volatility for BNY Mellon Core Plus Fund (DCPYX) is 1.61%, while BNY Mellon Small/Mid Cap Growth Fund Class Y (DBMYX) has a volatility of 9.05%. This indicates that DCPYX experiences smaller price fluctuations and is considered to be less risky than DBMYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DCPYXDBMYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

9.05%

-7.44%

Volatility (6M)

Calculated over the trailing 6-month period

2.57%

16.13%

-13.56%

Volatility (1Y)

Calculated over the trailing 1-year period

4.53%

24.69%

-20.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.79%

24.54%

-18.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.86%

24.16%

-19.30%