DGLRX vs. DLDRX
DGLRX (BNY Mellon Global Stock Fund) and DLDRX (BNY Mellon Natural Resources Fund) are both mutual funds - DGLRX is a Global Equities fund managed by Dreyfus, while DLDRX is a Energy Equities fund managed by Dreyfus. Over the past 10 years, DGLRX returned 11.16%/yr vs 13.12%/yr for DLDRX. Their 0.66 correlation means they have sometimes moved together and sometimes differently. DGLRX charges 0.89%/yr vs 0.91%/yr for DLDRX.
Performance
DGLRX vs. DLDRX - Performance Comparison
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Returns By Period
In the year-to-date period, DGLRX achieves a 4.92% return, which is significantly lower than DLDRX's 21.71% return. Over the past 10 years, DGLRX has underperformed DLDRX with an annualized return of 11.16%, while DLDRX has yielded a comparatively higher 13.12% annualized return.
DGLRX
- 1D
- 0.34%
- 1M
- 0.74%
- 6M
- 2.43%
- YTD
- 4.92%
- 1Y
- 9.64%
- 3Y*
- 11.66%
- 5Y*
- 6.54%
- 10Y*
- 11.16%
- ALL TIME*
- 8.48%
DLDRX
- 1D
- -0.66%
- 1M
- 5.99%
- 6M
- 8.00%
- YTD
- 21.71%
- 1Y
- 43.66%
- 3Y*
- 10.40%
- 5Y*
- 17.76%
- 10Y*
- 13.12%
- ALL TIME*
- 11.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DGLRX vs. DLDRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGLRX BNY Mellon Global Stock Fund | 4.92% | 8.59% | 17.14% | 21.48% | -19.14% | 17.63% | 19.50% | 29.57% | -1.69% | 24.22% |
DLDRX BNY Mellon Natural Resources Fund | 21.71% | 15.04% | 0.81% | 1.58% | 34.18% | 38.30% | 6.58% | 16.64% | -17.57% | 14.05% |
Correlation
The correlation between DGLRX and DLDRX is 0.30, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.30 |
Correlation (3Y) Balances recent behavior with more history. | 0.42 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.45 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.55 |
Correlation (All Time) Calculated using the full available price history since Dec 29, 2006 | 0.66 |
Over the past year, the correlation between DGLRX and DLDRX has dropped to 0.30 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.
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Return for Risk
DGLRX vs. DLDRX — Risk / Return Rank
DGLRX
DLDRX
DGLRX vs. DLDRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Global Stock Fund (DGLRX) and BNY Mellon Natural Resources Fund (DLDRX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DGLRX | DLDRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.58 | ||
| Sortino ratioReturn per unit of downside risk | -1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.37 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.71 | 3.70 | -2.99 |
| Martin ratioReturn relative to average drawdown | 2.31 | 11.59 | -9.28 |
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Drawdowns
DGLRX vs. DLDRX - Drawdown Comparison
The maximum DGLRX drawdown since its inception was -43.83%, smaller than the maximum DLDRX drawdown of -69.13%. Use the drawdown chart below to compare losses from any high point for DGLRX and DLDRX.
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Drawdown Indicators
| DGLRX | DLDRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.83% | -69.13% | +25.30% |
Max Drawdown (1Y)Largest decline over 1 year | -11.27% | -11.26% | -0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -16.00% | -32.44% | +16.44% |
Max Drawdown (5Y)Largest decline over 5 years | -29.20% | -32.44% | +3.24% |
Max Drawdown (10Y)Largest decline over 10 years | -29.20% | -54.24% | +25.04% |
Current DrawdownCurrent decline from peak | 0.00% | -4.75% | +4.75% |
Average DrawdownAverage peak-to-trough decline | -5.92% | -20.67% | +14.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 3.59% | -0.12% |
Volatility
DGLRX vs. DLDRX - Volatility Comparison
The current volatility for BNY Mellon Global Stock Fund (DGLRX) is 3.38%, while BNY Mellon Natural Resources Fund (DLDRX) has a volatility of 4.44%. This indicates that DGLRX experiences smaller price fluctuations and is considered to be less risky than DLDRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGLRX | DLDRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 4.44% | -1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 10.15% | 14.21% | -4.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.89% | 18.94% | -6.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.59% | 25.46% | -8.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 25.47% | -8.87% |
DGLRX vs. DLDRX - Expense Ratio Comparison
DGLRX has a 0.89% expense ratio, which is lower than DLDRX's 0.91% expense ratio.
Dividends
DGLRX vs. DLDRX - Dividend Comparison
DGLRX's dividend yield for the trailing twelve months is around 29.56%, more than DLDRX's 1.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGLRX BNY Mellon Global Stock Fund | 29.56% | 30.57% | 17.41% | 17.89% | 11.97% | 8.65% | 5.71% | 5.00% | 7.11% | 8.01% | 3.83% | 6.46% |
DLDRX BNY Mellon Natural Resources Fund | 1.92% | 2.33% | 7.45% | 12.42% | 9.66% | 5.07% | 1.11% | 2.16% | 1.87% | 0.63% | 1.44% | 1.25% |
Frequently Asked Questions
DGLRX and DLDRX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DLDRX has higher volatility (4.44%) compared to DGLRX (3.38%). In terms of maximum drawdown, DGLRX dropped -43.83% vs DLDRX's -69.13%.
DLDRX currently has the higher Sharpe Ratio (2.20 vs 0.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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