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DGIEX vs. DTGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DGIEX vs. DTGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Global Emerging Markets Fund (DGIEX) and BNY Mellon Technology Growth Fund (DTGRX). The values are adjusted to include any dividend payments, if applicable.

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DGIEX vs. DTGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DGIEX
BNY Mellon Global Emerging Markets Fund
-1.25%22.65%4.34%7.01%-23.34%-3.12%58.75%23.34%-23.67%46.01%
DTGRX
BNY Mellon Technology Growth Fund
-11.55%27.20%30.78%59.98%-46.44%12.62%69.80%52.82%-1.47%42.50%

Returns By Period

In the year-to-date period, DGIEX achieves a -1.25% return, which is significantly higher than DTGRX's -11.55% return. Over the past 10 years, DGIEX has underperformed DTGRX with an annualized return of 8.25%, while DTGRX has yielded a comparatively higher 18.37% annualized return.


DGIEX

1D
-0.20%
1M
-9.24%
YTD
-1.25%
6M
0.98%
1Y
26.37%
3Y*
8.96%
5Y*
0.19%
10Y*
8.25%

DTGRX

1D
-1.52%
1M
-10.51%
YTD
-11.55%
6M
-9.09%
1Y
24.57%
3Y*
24.97%
5Y*
7.21%
10Y*
18.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DGIEX vs. DTGRX - Expense Ratio Comparison

DGIEX has a 1.00% expense ratio, which is lower than DTGRX's 1.16% expense ratio.


Return for Risk

DGIEX vs. DTGRX — Risk / Return Rank

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

DGIEX
DGIEX Risk / Return Rank: 8080
Overall Rank
DGIEX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
DGIEX Sortino Ratio Rank: 8181
Sortino Ratio Rank
DGIEX Omega Ratio Rank: 7676
Omega Ratio Rank
DGIEX Calmar Ratio Rank: 8383
Calmar Ratio Rank
DGIEX Martin Ratio Rank: 7878
Martin Ratio Rank

DTGRX
DTGRX Risk / Return Rank: 4444
Overall Rank
DTGRX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
DTGRX Sortino Ratio Rank: 4848
Sortino Ratio Rank
DTGRX Omega Ratio Rank: 4242
Omega Ratio Rank
DTGRX Calmar Ratio Rank: 4646
Calmar Ratio Rank
DTGRX Martin Ratio Rank: 4040
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.

DGIEX vs. DTGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Global Emerging Markets Fund (DGIEX) and BNY Mellon Technology Growth Fund (DTGRX). 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.


DGIEXDTGRXDifference

Sharpe ratio

Return per unit of total volatility

1.53

0.88

+0.65

Sortino ratio

Return per unit of downside risk

2.07

1.36

+0.71

Omega ratio

Gain probability vs. loss probability

1.29

1.19

+0.11

Calmar ratio

Return relative to maximum drawdown

2.04

1.15

+0.89

Martin ratio

Return relative to average drawdown

7.62

4.10

+3.52

DGIEX vs. DTGRX - Sharpe Ratio Comparison

The current DGIEX Sharpe Ratio is 1.53, which is higher than the DTGRX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of DGIEX and DTGRX, 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


DGIEXDTGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

0.88

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.25

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.66

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.39

-0.03

Correlation

The correlation between DGIEX and DTGRX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DGIEX vs. DTGRX - Dividend Comparison

DGIEX's dividend yield for the trailing twelve months is around 0.39%, less than DTGRX's 13.61% yield.


TTM20252024202320222021202020192018201720162015
DGIEX
BNY Mellon Global Emerging Markets Fund
0.39%0.38%0.00%0.07%0.25%6.74%0.30%2.32%1.32%1.21%0.04%0.45%
DTGRX
BNY Mellon Technology Growth Fund
13.61%12.04%8.98%0.00%0.00%21.32%5.76%34.25%30.17%9.91%10.19%6.52%

Drawdowns

DGIEX vs. DTGRX - Drawdown Comparison

The maximum DGIEX drawdown since its inception was -42.97%, smaller than the maximum DTGRX drawdown of -83.23%. Use the drawdown chart below to compare losses from any high point for DGIEX and DTGRX.


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Drawdown Indicators


DGIEXDTGRXDifference

Max Drawdown

Largest peak-to-trough decline

-42.97%

-83.23%

+40.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.18%

-17.27%

+6.09%

Max Drawdown (5Y)

Largest decline over 5 years

-37.32%

-52.92%

+15.60%

Max Drawdown (10Y)

Largest decline over 10 years

-42.97%

-52.92%

+9.95%

Current Drawdown

Current decline from peak

-13.41%

-17.27%

+3.86%

Average Drawdown

Average peak-to-trough decline

-17.57%

-38.97%

+21.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

4.83%

-1.84%

Volatility

DGIEX vs. DTGRX - Volatility Comparison

BNY Mellon Global Emerging Markets Fund (DGIEX) and BNY Mellon Technology Growth Fund (DTGRX) have volatilities of 6.83% and 7.14%, 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


DGIEXDTGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.83%

7.14%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

11.17%

16.60%

-5.43%

Volatility (1Y)

Calculated over the trailing 1-year period

16.31%

27.07%

-10.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.34%

28.53%

-12.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

27.81%

-9.42%