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DCPYX vs. TIBDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DCPYX vs. TIBDX - Performance Comparison

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

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DCPYX vs. TIBDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DCPYX
BNY Mellon Core Plus Fund
-0.88%7.04%1.39%6.14%-13.87%-1.00%9.80%11.19%-0.80%2.13%
TIBDX
TIAA-CREF Core Bond Fund
-0.69%7.38%1.95%5.63%-13.68%-0.95%8.10%9.57%-0.64%4.48%

Returns By Period

In the year-to-date period, DCPYX achieves a -0.88% return, which is significantly lower than TIBDX's -0.69% return. Over the past 10 years, DCPYX has underperformed TIBDX with an annualized return of 1.82%, while TIBDX has yielded a comparatively higher 1.99% annualized return.


DCPYX

1D
0.44%
1M
-2.76%
YTD
-0.88%
6M
-0.20%
1Y
3.47%
3Y*
3.35%
5Y*
0.12%
10Y*
1.82%

TIBDX

1D
0.44%
1M
-2.56%
YTD
-0.69%
6M
0.40%
1Y
3.86%
3Y*
3.62%
5Y*
0.19%
10Y*
1.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DCPYX vs. TIBDX - Expense Ratio Comparison

DCPYX has a 0.40% expense ratio, which is higher than TIBDX's 0.29% expense ratio.


Return for Risk

DCPYX vs. TIBDX — Risk / Return Rank

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

DCPYX
DCPYX Risk / Return Rank: 4444
Overall Rank
DCPYX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
DCPYX Sortino Ratio Rank: 4242
Sortino Ratio Rank
DCPYX Omega Ratio Rank: 3131
Omega Ratio Rank
DCPYX Calmar Ratio Rank: 6161
Calmar Ratio Rank
DCPYX Martin Ratio Rank: 4242
Martin Ratio Rank

TIBDX
TIBDX Risk / Return Rank: 5757
Overall Rank
TIBDX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
TIBDX Sortino Ratio Rank: 5858
Sortino Ratio Rank
TIBDX Omega Ratio Rank: 4545
Omega Ratio Rank
TIBDX Calmar Ratio Rank: 7171
Calmar Ratio Rank
TIBDX Martin Ratio Rank: 5252
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. TIBDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Core Plus Fund (DCPYX) and TIAA-CREF Core Bond Fund (TIBDX). 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.


DCPYXTIBDXDifference

Sharpe ratio

Return per unit of total volatility

0.90

1.06

-0.16

Sortino ratio

Return per unit of downside risk

1.29

1.51

-0.22

Omega ratio

Gain probability vs. loss probability

1.16

1.19

-0.03

Calmar ratio

Return relative to maximum drawdown

1.42

1.62

-0.20

Martin ratio

Return relative to average drawdown

4.33

5.07

-0.74

DCPYX vs. TIBDX - Sharpe Ratio Comparison

The current DCPYX Sharpe Ratio is 0.90, which is comparable to the TIBDX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of DCPYX and TIBDX, 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


DCPYXTIBDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.06

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.03

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.42

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.95

-0.67

Correlation

The correlation between DCPYX and TIBDX is 0.92, 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. TIBDX - Dividend Comparison

DCPYX's dividend yield for the trailing twelve months is around 4.23%, more than TIBDX's 4.04% yield.


TTM20252024202320222021202020192018201720162015
DCPYX
BNY Mellon Core Plus Fund
4.23%4.59%3.58%2.94%2.74%3.04%2.71%3.11%3.25%0.22%0.00%0.00%
TIBDX
TIAA-CREF Core Bond Fund
4.04%4.34%3.60%3.22%2.44%2.39%4.45%3.09%2.88%2.93%3.80%4.68%

Drawdowns

DCPYX vs. TIBDX - Drawdown Comparison

The maximum DCPYX drawdown since its inception was -19.42%, roughly equal to the maximum TIBDX drawdown of -18.82%. Use the drawdown chart below to compare losses from any high point for DCPYX and TIBDX.


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Drawdown Indicators


DCPYXTIBDXDifference

Max Drawdown

Largest peak-to-trough decline

-19.42%

-18.82%

-0.60%

Max Drawdown (1Y)

Largest decline over 1 year

-3.19%

-2.98%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-19.42%

-18.82%

-0.60%

Max Drawdown (10Y)

Largest decline over 10 years

-19.42%

-18.82%

-0.60%

Current Drawdown

Current decline from peak

-2.95%

-2.56%

-0.39%

Average Drawdown

Average peak-to-trough decline

-5.00%

-2.31%

-2.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

0.95%

+0.10%

Volatility

DCPYX vs. TIBDX - Volatility Comparison

BNY Mellon Core Plus Fund (DCPYX) and TIAA-CREF Core Bond Fund (TIBDX) have volatilities of 1.57% and 1.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DCPYXTIBDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

1.57%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.56%

2.55%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

4.53%

4.26%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.79%

5.59%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.86%

4.71%

+0.15%