DFLYX vs. JBBB

In the year-to-date period, DFLYX achieves a 2.27% return, which is significantly higher than JBBB's 1.34% return.

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DFLYX has a 0.73% expense ratio, which is higher than JBBB's 0.49% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Floating Rate Income Fund (DFLYX) and Janus Henderson B-BBB CLO ETF (JBBB). 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 4.46, which is higher than the JBBB Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of DFLYX and JBBB, 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 8.20%, more than JBBB's 7.92% yield.

The maximum DFLYX drawdown since its inception was -18.83%, which is greater than JBBB's maximum drawdown of -10.79%. Use the drawdown chart below to compare losses from any high point for DFLYX and JBBB.

The current volatility for BNY Mellon Floating Rate Income Fund (DFLYX) is 0.54%, while Janus Henderson B-BBB CLO ETF (JBBB) has a volatility of 1.17%. This indicates that DFLYX experiences smaller price fluctuations and is considered to be less risky than JBBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.