DFLYX vs. ENIAX

In the year-to-date period, DFLYX achieves a 0.57% return, which is significantly lower than ENIAX's 1.71% return. Over the past 10 years, DFLYX has outperformed ENIAX with an annualized return of 4.34%, while ENIAX has yielded a comparatively lower 4.00% annualized return.

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DFLYX has a 0.73% expense ratio, which is higher than ENIAX's 0.23% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Floating Rate Income Fund (DFLYX) and SEI Institutional Investments Trust Opportunistic Income Fund (ENIAX). 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.

The current DFLYX Sharpe Ratio is 3.71, which is lower than the ENIAX Sharpe Ratio of 6.14. The chart below compares the historical Sharpe Ratios of DFLYX and ENIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DFLYX's dividend yield for the trailing twelve months is around 7.71%, more than ENIAX's 6.59% yield.

The maximum DFLYX drawdown since its inception was -18.82%, smaller than the maximum ENIAX drawdown of -30.62%. Use the drawdown chart below to compare losses from any high point for DFLYX and ENIAX. For additional features, visit the drawdowns tool.