DCPYX vs. DRRIX

Last updated Apr 2, 2026

Compare and contrast key facts about BNY Mellon Core Plus Fund (DCPYX) and BNY Mellon Global Real Return Fund - Class I (DRRIX).

DCPYX is managed by BNY Mellon. It was launched on Dec 2, 2010. DRRIX is managed by BNY Mellon. It was launched on May 12, 2010.

Performance

DCPYX vs. DRRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Core Plus Fund (DCPYX) and BNY Mellon Global Real Return Fund - Class I (DRRIX). The values are adjusted to include any dividend payments, if applicable.

DCPYX vs. DRRIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
DRRIX BNY Mellon Global Real Return Fund - Class I	2.71%	12.60%	6.88%	2.59%	-8.47%	6.98%	9.75%	12.29%	1.12%	4.29%

Returns By Period

In the year-to-date period, DCPYX achieves a -0.56% return, which is significantly lower than DRRIX's 2.71% return. Over the past 10 years, DCPYX has underperformed DRRIX with an annualized return of 1.86%, while DRRIX has yielded a comparatively higher 4.85% 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%

DRRIX

• 1D: 1.19%
• 1M: -2.96%
• YTD: 2.71%
• 6M: 5.96%
• 1Y: 14.31%
• 3Y*: 8.44%
• 5Y*: 3.96%
• 10Y*: 4.85%

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

DCPYX vs. DRRIX - Expense Ratio Comparison

DCPYX has a 0.40% expense ratio, which is lower than DRRIX's 0.95% expense ratio.

DRRIX

BNY Mellon Global Real Return Fund - Class I

DCPYX

BNY Mellon Core Plus Fund

Return for Risk

DCPYX vs. DRRIX — Risk / Return Rank

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

DCPYX

DCPYX Risk / Return Rank: 34
DCPYX Sharpe Ratio Rank: 34
DCPYX Sortino Ratio Rank: 31
DCPYX Omega Ratio Rank: 23
DCPYX Calmar Ratio Rank: 48
DCPYX Martin Ratio Rank: 34

DRRIX

DRRIX Risk / Return Rank: 79
DRRIX Sharpe Ratio Rank: 85
DRRIX Sortino Ratio Rank: 78
DRRIX Omega Ratio Rank: 83
DRRIX Calmar Ratio Rank: 73
DRRIX Martin Ratio Rank: 75

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. DRRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Core Plus Fund (DCPYX) and BNY Mellon Global Real Return Fund - Class I (DRRIX). 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.

	DCPYX	DRRIX	Difference
Sharpe ratio Return per unit of total volatility	0.85	1.67	-0.82
Sortino ratio Return per unit of downside risk	1.21	2.04	-0.82
Omega ratio Gain probability vs. loss probability	1.15	1.35	-0.20
Calmar ratio Return relative to maximum drawdown	1.38	1.81	-0.42
Martin ratio Return relative to average drawdown	4.17	7.59	-3.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DCPYX vs. DRRIX - Sharpe Ratio Comparison

The current DCPYX Sharpe Ratio is 0.85, which is lower than the DRRIX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of DCPYX and DRRIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DCPYX	DRRIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.85	1.67	-0.82
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.02	0.58	-0.56
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.38	0.73	-0.34
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.74	-0.47

Correlation

The correlation between DCPYX and DRRIX is 0.18, 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. DRRIX - Dividend Comparison

DCPYX's dividend yield for the trailing twelve months is around 4.21%, more than DRRIX's 3.81% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
DRRIX BNY Mellon Global Real Return Fund - Class I	3.81%	3.92%	4.35%	0.05%	9.59%	1.65%	1.39%	2.79%	3.62%	0.88%	2.98%	4.46%

Drawdowns

DCPYX vs. DRRIX - Drawdown Comparison

The maximum DCPYX drawdown since its inception was -19.42%, which is greater than DRRIX's maximum drawdown of -15.92%. Use the drawdown chart below to compare losses from any high point for DCPYX and DRRIX.

Drawdown Indicators

	DCPYX	DRRIX	Difference
Max Drawdown Largest peak-to-trough decline	-19.42%	-15.92%	-3.50%
Max Drawdown (1Y) Largest decline over 1 year	-3.19%	-7.87%	+4.68%
Max Drawdown (5Y) Largest decline over 5 years	-19.42%	-14.29%	-5.13%
Max Drawdown (10Y) Largest decline over 10 years	-19.42%	-15.92%	-3.50%
Current Drawdown Current decline from peak	-2.63%	-3.51%	+0.88%
Average Drawdown Average peak-to-trough decline	-5.00%	-2.91%	-2.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.06%	1.88%	-0.82%

Volatility

DCPYX vs. DRRIX - Volatility Comparison

The current volatility for BNY Mellon Core Plus Fund (DCPYX) is 1.61%, while BNY Mellon Global Real Return Fund - Class I (DRRIX) has a volatility of 3.34%. This indicates that DCPYX experiences smaller price fluctuations and is considered to be less risky than DRRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DCPYX	DRRIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.61%	3.34%	-1.73%
Volatility (6M) Calculated over the trailing 6-month period	2.57%	6.12%	-3.55%
Volatility (1Y) Calculated over the trailing 1-year period	4.53%	8.77%	-4.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.79%	6.89%	-1.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.86%	6.68%	-1.82%