DGLRX vs. GAOAX
Compare and contrast key facts about BNY Mellon Global Stock Fund (DGLRX) and JPMorgan Global Allocation Fund A (GAOAX).
DGLRX is managed by Dreyfus. It was launched on Dec 28, 2006. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.
Performance
DGLRX vs. GAOAX - Performance Comparison
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DGLRX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGLRX BNY Mellon Global Stock Fund | -5.04% | 8.59% | 17.14% | 21.48% | -19.14% | 17.63% | 19.50% | 29.57% | -1.69% | 24.22% |
GAOAX JPMorgan Global Allocation Fund A | -3.89% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
Returns By Period
In the year-to-date period, DGLRX achieves a -5.04% return, which is significantly lower than GAOAX's -3.89% return. Over the past 10 years, DGLRX has outperformed GAOAX with an annualized return of 10.53%, while GAOAX has yielded a comparatively lower 5.74% annualized return.
DGLRX
- 1D
- 2.45%
- 1M
- -5.53%
- YTD
- -5.04%
- 6M
- -4.79%
- 1Y
- 6.14%
- 3Y*
- 9.88%
- 5Y*
- 6.53%
- 10Y*
- 10.53%
GAOAX
- 1D
- 1.47%
- 1M
- -6.40%
- YTD
- -3.89%
- 6M
- -2.79%
- 1Y
- 9.60%
- 3Y*
- 8.41%
- 5Y*
- 1.86%
- 10Y*
- 5.74%
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DGLRX vs. GAOAX - Expense Ratio Comparison
DGLRX has a 0.89% expense ratio, which is lower than GAOAX's 1.04% expense ratio.
Return for Risk
DGLRX vs. GAOAX — Risk / Return Rank
DGLRX
GAOAX
DGLRX vs. GAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Global Stock Fund (DGLRX) and JPMorgan Global Allocation Fund A (GAOAX). 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.
| DGLRX | GAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.41 | 0.86 | -0.45 |
Sortino ratioReturn per unit of downside risk | 0.71 | 1.24 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.17 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.61 | 1.10 | -0.49 |
Martin ratioReturn relative to average drawdown | 2.18 | 4.47 | -2.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DGLRX | GAOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 0.86 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.17 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.53 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.54 | -0.09 |
Correlation
The correlation between DGLRX and GAOAX is 0.90, 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. GAOAX - Dividend Comparison
DGLRX's dividend yield for the trailing twelve months is around 32.66%, more than GAOAX's 10.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGLRX BNY Mellon Global Stock Fund | 32.66% | 30.57% | 17.41% | 17.89% | 11.97% | 8.65% | 5.71% | 5.00% | 7.11% | 8.01% | 3.83% | 6.46% |
GAOAX JPMorgan Global Allocation Fund A | 10.04% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
Drawdowns
DGLRX vs. GAOAX - Drawdown Comparison
The maximum DGLRX drawdown since its inception was -43.83%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for DGLRX and GAOAX.
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Drawdown Indicators
| DGLRX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.83% | -29.02% | -14.81% |
Max Drawdown (1Y)Largest decline over 1 year | -11.27% | -8.95% | -2.32% |
Max Drawdown (5Y)Largest decline over 5 years | -29.20% | -29.02% | -0.18% |
Max Drawdown (10Y)Largest decline over 10 years | -29.20% | -29.02% | -0.18% |
Current DrawdownCurrent decline from peak | -8.75% | -7.61% | -1.14% |
Average DrawdownAverage peak-to-trough decline | -5.97% | -6.01% | +0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 2.20% | +0.97% |
Volatility
DGLRX vs. GAOAX - Volatility Comparison
BNY Mellon Global Stock Fund (DGLRX) has a higher volatility of 5.31% compared to JPMorgan Global Allocation Fund A (GAOAX) at 4.98%. This indicates that DGLRX's price experiences larger fluctuations and is considered to be riskier than GAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGLRX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 4.98% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 7.55% | +2.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.35% | 11.53% | +4.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.52% | 11.03% | +5.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.62% | 10.81% | +5.81% |