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DGLRX vs. FPADX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DGLRX vs. FPADX - Performance Comparison

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

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DGLRX vs. FPADX - 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%
FPADX
Fidelity Emerging Markets Index Fund
0.22%33.90%6.80%9.51%-20.06%-3.07%17.84%18.28%-14.65%35.16%

Returns By Period

In the year-to-date period, DGLRX achieves a -7.30% return, which is significantly lower than FPADX's 0.22% return. Over the past 10 years, DGLRX has outperformed FPADX with an annualized return of 10.27%, while FPADX has yielded a comparatively lower 7.51% 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%

FPADX

1D
-0.87%
1M
-12.34%
YTD
0.22%
6M
4.75%
1Y
29.14%
3Y*
14.61%
5Y*
3.41%
10Y*
7.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DGLRX vs. FPADX - Expense Ratio Comparison

DGLRX has a 0.89% expense ratio, which is higher than FPADX's 0.08% expense ratio.


Return for Risk

DGLRX vs. FPADX — 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

FPADX
FPADX Risk / Return Rank: 8383
Overall Rank
FPADX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FPADX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FPADX Omega Ratio Rank: 8282
Omega Ratio Rank
FPADX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FPADX Martin Ratio Rank: 8181
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. FPADX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Global Stock Fund (DGLRX) and Fidelity Emerging Markets Index Fund (FPADX). 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.


DGLRXFPADXDifference

Sharpe ratio

Return per unit of total volatility

0.27

1.64

-1.37

Sortino ratio

Return per unit of downside risk

0.50

2.18

-1.67

Omega ratio

Gain probability vs. loss probability

1.06

1.32

-0.26

Calmar ratio

Return relative to maximum drawdown

0.23

1.98

-1.75

Martin ratio

Return relative to average drawdown

0.84

8.08

-7.24

DGLRX vs. FPADX - Sharpe Ratio Comparison

The current DGLRX Sharpe Ratio is 0.27, which is lower than the FPADX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of DGLRX and FPADX, 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


DGLRXFPADXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

1.64

-1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.21

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.43

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.27

+0.18

Correlation

The correlation between DGLRX and FPADX is 0.71, 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. FPADX - Dividend Comparison

DGLRX's dividend yield for the trailing twelve months is around 33.46%, more than FPADX's 2.35% 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%
FPADX
Fidelity Emerging Markets Index Fund
2.35%2.35%2.70%2.68%2.47%2.14%1.50%2.59%2.20%0.12%1.69%2.47%

Drawdowns

DGLRX vs. FPADX - Drawdown Comparison

The maximum DGLRX drawdown since its inception was -43.83%, which is greater than FPADX's maximum drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for DGLRX and FPADX.


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Drawdown Indicators


DGLRXFPADXDifference

Max Drawdown

Largest peak-to-trough decline

-43.83%

-39.16%

-4.67%

Max Drawdown (1Y)

Largest decline over 1 year

-11.27%

-13.28%

+2.01%

Max Drawdown (5Y)

Largest decline over 5 years

-29.20%

-37.04%

+7.84%

Max Drawdown (10Y)

Largest decline over 10 years

-29.20%

-39.16%

+9.96%

Current Drawdown

Current decline from peak

-10.93%

-13.28%

+2.35%

Average Drawdown

Average peak-to-trough decline

-5.97%

-13.39%

+7.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

3.26%

-0.14%

Volatility

DGLRX vs. FPADX - Volatility Comparison

The current volatility for BNY Mellon Global Stock Fund (DGLRX) is 4.60%, while Fidelity Emerging Markets Index Fund (FPADX) has a volatility of 8.84%. This indicates that DGLRX experiences smaller price fluctuations and is considered to be less risky than FPADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGLRXFPADXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

8.84%

-4.24%

Volatility (6M)

Calculated over the trailing 6-month period

9.36%

13.29%

-3.93%

Volatility (1Y)

Calculated over the trailing 1-year period

16.20%

17.59%

-1.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.49%

16.64%

-0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.61%

17.60%

-0.99%