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DGLRX vs. DQEIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, DGLRX achieves a 4.57% return, which is significantly lower than DQEIX's 14.89% return. Over the past 10 years, DGLRX has outperformed DQEIX with an annualized return of 11.04%, while DQEIX has yielded a comparatively lower 10.27% annualized return.


DGLRX

1D
1.27%
1M
0.40%
6M
2.83%
YTD
4.57%
1Y
9.27%
3Y*
11.24%
5Y*
6.47%
10Y*
11.04%
ALL TIME*
8.47%

DQEIX

1D
0.49%
1M
0.84%
6M
8.24%
YTD
14.89%
1Y
27.91%
3Y*
14.73%
5Y*
10.83%
10Y*
10.27%
ALL TIME*
7.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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. DQEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DGLRX
BNY Mellon Global Stock Fund
4.57%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
14.89%24.64%6.54%9.70%-3.72%14.32%5.62%25.80%-5.61%18.18%

Correlation

The correlation between DGLRX and DQEIX is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.75

Correlation (3Y)
Balances recent behavior with more history.

0.72

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.79

Correlation (10Y)
Provides a long-term view across more market conditions.

0.82

Correlation (All Time)
Calculated using the full available price history since Oct 18, 2007

0.85

The correlation between DGLRX and DQEIX shifts across timeframes, from 0.72 (3 years) to 0.85 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DGLRX vs. DQEIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DGLRX
DGLRX Risk / Return Rank: 1313
Overall Rank
DGLRX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
DGLRX Sortino Ratio Rank: 1212
Sortino Ratio Rank
DGLRX Omega Ratio Rank: 1212
Omega Ratio Rank
DGLRX Calmar Ratio Rank: 1212
Calmar Ratio Rank
DGLRX Martin Ratio Rank: 1414
Martin Ratio Rank

DQEIX
DQEIX Risk / Return Rank: 8383
Overall Rank
DQEIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DQEIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
DQEIX Omega Ratio Rank: 8484
Omega Ratio Rank
DQEIX Calmar Ratio Rank: 7777
Calmar Ratio Rank
DQEIX Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.


DGLRXDQEIXDifference
Sharpe ratioReturn per unit of total volatility

-1.71

Sortino ratioReturn per unit of downside risk

-2.37

Omega ratioGain probability vs. loss probability

1.10

1.41

-0.32

Calmar ratioReturn relative to maximum drawdown

0.60

2.54

-1.93

Martin ratioReturn relative to average drawdown

1.96

9.34

-7.38

DGLRX vs. DQEIX - Sharpe Ratio Comparison

The current DGLRX Sharpe Ratio is 0.53, which is lower than the DQEIX Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of DGLRX and DQEIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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%

-9.74%

-1.53%

Max Drawdown (3Y)

Largest decline over 3 years

-16.00%

-13.21%

-2.79%

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

-0.06%

-0.14%

+0.08%

Average Drawdown

Average peak-to-trough decline

-5.92%

-7.14%

+1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

2.65%

+0.83%

Volatility

DGLRX vs. DQEIX - Volatility Comparison

BNY Mellon Global Stock Fund (DGLRX) has a higher volatility of 3.37% compared to BNY Mellon Global Equity Income Fund (DQEIX) at 3.00%. This indicates that DGLRX's price experiences larger fluctuations and is considered to be riskier than DQEIX based on this measure. 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

3.37%

3.00%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

10.16%

9.02%

+1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

12.90%

11.07%

+1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.59%

12.90%

+3.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.60%

14.54%

+2.06%

DGLRX vs. DQEIX - Expense Ratio Comparison

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


Dividends

DGLRX vs. DQEIX - Dividend Comparison

DGLRX's dividend yield for the trailing twelve months is around 29.66%, more than DQEIX's 11.69% yield.


PositionTTM20252024202320222021202020192018201720162015
DGLRX
BNY Mellon Global Stock Fund
29.66%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
11.69%13.55%12.56%7.65%14.39%12.69%1.97%3.41%10.50%5.32%5.83%6.94%

Frequently Asked Questions


DGLRX and DQEIX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGLRX has higher volatility (3.37%) compared to DQEIX (3.00%). In terms of maximum drawdown, DGLRX dropped -43.83% vs DQEIX's -52.75%.

DQEIX currently has the higher Sharpe Ratio (2.24 vs 0.53), 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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