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DGLRX vs. DQEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DGLRX vs. DQEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Global Stock Fund (DGLRX) and BNY Mellon Global Equity Income Fund (DQEIX). The values are adjusted to include any dividend payments, if applicable.

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DGLRX vs. DQEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DGLRX
BNY Mellon Global Stock Fund
-7.30%8.59%17.14%21.48%-19.14%17.63%19.50%29.57%-1.69%24.22%
DQEIX
BNY Mellon Global Equity Income Fund
1.02%24.64%6.54%9.70%-3.72%14.32%5.62%25.80%-5.61%18.18%

Returns By Period

In the year-to-date period, DGLRX achieves a -7.30% return, which is significantly lower than DQEIX's 1.02% return. Over the past 10 years, DGLRX has outperformed DQEIX with an annualized return of 10.27%, while DQEIX has yielded a comparatively lower 9.43% annualized return.


DGLRX

1D
0.39%
1M
-9.05%
YTD
-7.30%
6M
-6.64%
1Y
4.14%
3Y*
9.00%
5Y*
6.33%
10Y*
10.27%

DQEIX

1D
0.00%
1M
-9.39%
YTD
1.02%
6M
6.43%
1Y
16.67%
3Y*
12.04%
5Y*
9.27%
10Y*
9.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DGLRX vs. DQEIX - Expense Ratio Comparison

DGLRX has a 0.89% expense ratio, which is lower than DQEIX's 0.92% expense ratio.


Return for Risk

DGLRX vs. DQEIX — Risk / Return Rank

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

DGLRX
DGLRX Risk / Return Rank: 1111
Overall Rank
DGLRX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
DGLRX Sortino Ratio Rank: 1111
Sortino Ratio Rank
DGLRX Omega Ratio Rank: 1010
Omega Ratio Rank
DGLRX Calmar Ratio Rank: 1010
Calmar Ratio Rank
DGLRX Martin Ratio Rank: 1111
Martin Ratio Rank

DQEIX
DQEIX Risk / Return Rank: 6161
Overall Rank
DQEIX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
DQEIX Sortino Ratio Rank: 6262
Sortino Ratio Rank
DQEIX Omega Ratio Rank: 6565
Omega Ratio Rank
DQEIX Calmar Ratio Rank: 5656
Calmar Ratio Rank
DQEIX Martin Ratio Rank: 5656
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.

DGLRX vs. DQEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Global Stock Fund (DGLRX) and BNY Mellon Global Equity Income Fund (DQEIX). 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.


DGLRXDQEIXDifference

Sharpe ratio

Return per unit of total volatility

0.27

1.18

-0.91

Sortino ratio

Return per unit of downside risk

0.50

1.60

-1.09

Omega ratio

Gain probability vs. loss probability

1.06

1.24

-0.18

Calmar ratio

Return relative to maximum drawdown

0.23

1.32

-1.09

Martin ratio

Return relative to average drawdown

0.84

5.46

-4.62

DGLRX vs. DQEIX - Sharpe Ratio Comparison

The current DGLRX Sharpe Ratio is 0.27, which is lower than the DQEIX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of DGLRX and DQEIX, 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


DGLRXDQEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

1.18

-0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.73

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.65

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.42

+0.03

Correlation

The correlation between DGLRX and DQEIX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DGLRX vs. DQEIX - Dividend Comparison

DGLRX's dividend yield for the trailing twelve months is around 33.46%, more than DQEIX's 12.95% yield.


TTM20252024202320222021202020192018201720162015
DGLRX
BNY Mellon Global Stock Fund
33.46%30.57%17.41%17.89%11.97%8.65%5.71%5.00%7.11%8.01%3.83%6.46%
DQEIX
BNY Mellon Global Equity Income Fund
12.95%13.55%12.56%7.65%14.39%12.69%1.97%3.41%10.50%5.32%5.83%6.94%

Drawdowns

DGLRX vs. DQEIX - Drawdown Comparison

The maximum DGLRX drawdown since its inception was -43.83%, smaller than the maximum DQEIX drawdown of -52.75%. Use the drawdown chart below to compare losses from any high point for DGLRX and DQEIX.


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Drawdown Indicators


DGLRXDQEIXDifference

Max Drawdown

Largest peak-to-trough decline

-43.83%

-52.75%

+8.92%

Max Drawdown (1Y)

Largest decline over 1 year

-11.27%

-11.41%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-29.20%

-18.65%

-10.55%

Max Drawdown (10Y)

Largest decline over 10 years

-29.20%

-32.69%

+3.49%

Current Drawdown

Current decline from peak

-10.93%

-9.39%

-1.54%

Average Drawdown

Average peak-to-trough decline

-5.97%

-7.24%

+1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

2.77%

+0.35%

Volatility

DGLRX vs. DQEIX - Volatility Comparison

BNY Mellon Global Stock Fund (DGLRX) and BNY Mellon Global Equity Income Fund (DQEIX) have volatilities of 4.60% and 4.51%, 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


DGLRXDQEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

4.51%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.36%

7.69%

+1.67%

Volatility (1Y)

Calculated over the trailing 1-year period

16.20%

13.75%

+2.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.49%

12.78%

+3.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.61%

14.58%

+2.03%