DCPYX vs. GC=F

Last updated Apr 2, 2026

Compare and contrast key facts about BNY Mellon Core Plus Fund (DCPYX) and Gold (GC=F).

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

Performance

DCPYX vs. GC=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Core Plus Fund (DCPYX) and Gold (GC=F). The values are adjusted to include any dividend payments, if applicable.

DCPYX vs. GC=F - 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%
GC=F Gold	10.61%	64.52%	27.48%	13.34%	-0.43%	-3.47%	24.59%	18.87%	-2.14%	13.59%

Returns By Period

In the year-to-date period, DCPYX achieves a -0.56% return, which is significantly lower than GC=F's 10.61% return. Over the past 10 years, DCPYX has underperformed GC=F with an annualized return of 1.86%, while GC=F has yielded a comparatively higher 14.62% 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%

GC=F

• 1D: 2.95%
• 1M: -9.63%
• YTD: 10.61%
• 6M: 23.71%
• 1Y: 53.41%
• 3Y*: 34.44%
• 5Y*: 22.61%
• 10Y*: 14.62%

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

Return for Risk

DCPYX vs. GC=F — 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

GC=F

GC=F Risk / Return Rank: 91
GC=F Sharpe Ratio Rank: 100
GC=F Sortino Ratio Rank: 100
GC=F Omega Ratio Rank: 94
GC=F Calmar Ratio Rank: 71
GC=F Martin Ratio Rank: 92

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. GC=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Core Plus Fund (DCPYX) and Gold (GC=F). 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	GC=F	Difference
Sharpe ratio Return per unit of total volatility	0.85	1.85	-1.00
Sortino ratio Return per unit of downside risk	1.21	2.26	-1.04
Omega ratio Gain probability vs. loss probability	1.15	1.34	-0.19
Calmar ratio Return relative to maximum drawdown	1.38	2.74	-1.35
Martin ratio Return relative to average drawdown	4.17	10.15	-5.97
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. GC=F - Sharpe Ratio Comparison

The current DCPYX Sharpe Ratio is 0.85, which is lower than the GC=F Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of DCPYX and GC=F, 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	GC=F	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.85	1.85	-1.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.02	1.25	-1.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.38	0.89	-0.51
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.64	-0.36

Correlation

The correlation between DCPYX and GC=F is 0.23, 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.

Drawdowns

DCPYX vs. GC=F - Drawdown Comparison

The maximum DCPYX drawdown since its inception was -19.42%, smaller than the maximum GC=F drawdown of -44.36%. Use the drawdown chart below to compare losses from any high point for DCPYX and GC=F.

Drawdown Indicators

	DCPYX	GC=F	Difference
Max Drawdown Largest peak-to-trough decline	-19.42%	-44.36%	+24.94%
Max Drawdown (1Y) Largest decline over 1 year	-3.19%	-17.73%	+14.54%
Max Drawdown (5Y) Largest decline over 5 years	-19.42%	-20.43%	+1.01%
Max Drawdown (10Y) Largest decline over 10 years	-19.42%	-20.87%	+1.45%
Current Drawdown Current decline from peak	-2.63%	-10.04%	+7.41%
Average Drawdown Average peak-to-trough decline	-5.00%	-13.03%	+8.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.06%	4.78%	-3.72%

Volatility

DCPYX vs. GC=F - Volatility Comparison

The current volatility for BNY Mellon Core Plus Fund (DCPYX) is 1.61%, while Gold (GC=F) has a volatility of 11.29%. This indicates that DCPYX experiences smaller price fluctuations and is considered to be less risky than GC=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DCPYX	GC=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.61%	11.29%	-9.68%
Volatility (6M) Calculated over the trailing 6-month period	2.57%	24.59%	-22.02%
Volatility (1Y) Calculated over the trailing 1-year period	4.53%	27.77%	-23.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.79%	17.96%	-12.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.86%	16.36%	-11.50%