PortfoliosLab logoPortfoliosLab logo
DCPYX vs. MDVAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DCPYX vs. MDVAX - Performance Comparison

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

Loading graphics...

DCPYX vs. MDVAX - 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%
MDVAX
MassMutual Diversified Bond Fund
-0.09%8.40%2.47%5.81%-17.01%1.95%8.08%10.12%-1.55%4.52%

Returns By Period

In the year-to-date period, DCPYX achieves a -0.56% return, which is significantly lower than MDVAX's -0.09% return. Over the past 10 years, DCPYX has underperformed MDVAX with an annualized return of 1.86%, while MDVAX has yielded a comparatively higher 2.08% 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%

MDVAX

1D
0.36%
1M
-1.52%
YTD
-0.09%
6M
0.64%
1Y
5.04%
3Y*
4.73%
5Y*
0.08%
10Y*
2.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DCPYX vs. MDVAX - Expense Ratio Comparison

DCPYX has a 0.40% expense ratio, which is lower than MDVAX's 1.07% expense ratio.


Return for Risk

DCPYX vs. MDVAX — 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

MDVAX
MDVAX Risk / Return Rank: 7373
Overall Rank
MDVAX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
MDVAX Sortino Ratio Rank: 7777
Sortino Ratio Rank
MDVAX Omega Ratio Rank: 6666
Omega Ratio Rank
MDVAX Calmar Ratio Rank: 7777
Calmar Ratio Rank
MDVAX Martin Ratio Rank: 7171
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. MDVAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Core Plus Fund (DCPYX) and MassMutual Diversified Bond Fund (MDVAX). 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.


DCPYXMDVAXDifference

Sharpe ratio

Return per unit of total volatility

0.85

1.46

-0.61

Sortino ratio

Return per unit of downside risk

1.21

2.10

-0.89

Omega ratio

Gain probability vs. loss probability

1.15

1.28

-0.13

Calmar ratio

Return relative to maximum drawdown

1.38

2.05

-0.67

Martin ratio

Return relative to average drawdown

4.17

7.79

-3.61

DCPYX vs. MDVAX - Sharpe Ratio Comparison

The current DCPYX Sharpe Ratio is 0.85, which is lower than the MDVAX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of DCPYX and MDVAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DCPYXMDVAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.46

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.01

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.40

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.69

-0.41

Correlation

The correlation between DCPYX and MDVAX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DCPYX vs. MDVAX - Dividend Comparison

DCPYX's dividend yield for the trailing twelve months is around 4.21%, more than MDVAX's 3.59% 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%
MDVAX
MassMutual Diversified Bond Fund
3.59%3.91%2.45%4.87%3.76%4.06%7.20%2.90%2.86%2.64%2.11%0.53%

Drawdowns

DCPYX vs. MDVAX - Drawdown Comparison

The maximum DCPYX drawdown since its inception was -19.42%, smaller than the maximum MDVAX drawdown of -23.02%. Use the drawdown chart below to compare losses from any high point for DCPYX and MDVAX.


Loading graphics...

Drawdown Indicators


DCPYXMDVAXDifference

Max Drawdown

Largest peak-to-trough decline

-19.42%

-23.02%

+3.60%

Max Drawdown (1Y)

Largest decline over 1 year

-3.19%

-3.00%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-19.42%

-23.02%

+3.60%

Max Drawdown (10Y)

Largest decline over 10 years

-19.42%

-23.02%

+3.60%

Current Drawdown

Current decline from peak

-2.63%

-5.91%

+3.28%

Average Drawdown

Average peak-to-trough decline

-5.00%

-3.46%

-1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

0.79%

+0.27%

Volatility

DCPYX vs. MDVAX - Volatility Comparison

BNY Mellon Core Plus Fund (DCPYX) has a higher volatility of 1.61% compared to MassMutual Diversified Bond Fund (MDVAX) at 1.02%. This indicates that DCPYX's price experiences larger fluctuations and is considered to be riskier than MDVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DCPYXMDVAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

1.02%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

2.57%

1.99%

+0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

4.53%

3.86%

+0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.79%

6.45%

-0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.86%

5.26%

-0.40%