DGIEX vs. DAX

In the year-to-date period, DGIEX achieves a 4.49% return, which is significantly lower than DAX's 32.39% return. Over the past 10 years, DGIEX has underperformed DAX with an annualized return of 5.93%, while DAX has yielded a comparatively higher 7.28% annualized return.

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DGIEX has a 1.00% expense ratio, which is higher than DAX's 0.20% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Global Emerging Markets Fund (DGIEX) and Global X DAX Germany ETF (DAX). 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 DGIEX Sharpe Ratio is 0.60, which is lower than the DAX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of DGIEX and DAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DGIEX has not paid dividends to shareholders, while DAX's dividend yield for the trailing twelve months is around 1.70%.

The maximum DGIEX drawdown since its inception was -42.97%, smaller than the maximum DAX drawdown of -45.58%. Use the drawdown chart below to compare losses from any high point for DGIEX and DAX.

The current volatility for BNY Mellon Global Emerging Markets Fund (DGIEX) is 3.82%, while Global X DAX Germany ETF (DAX) has a volatility of 4.79%. This indicates that DGIEX experiences smaller price fluctuations and is considered to be less risky than DAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.