DGLRX vs. GWOAX
Compare and contrast key facts about BNY Mellon Global Stock Fund (DGLRX) and GMO Global Developed Equity Allocation Fund (GWOAX).
DGLRX is managed by Dreyfus. It was launched on Dec 28, 2006. GWOAX is managed by GMO. It was launched on Jun 15, 2005.
Performance
DGLRX vs. GWOAX - Performance Comparison
Loading graphics...
DGLRX vs. GWOAX - 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% |
GWOAX GMO Global Developed Equity Allocation Fund | 3.10% | 28.37% | 6.14% | 22.49% | -14.10% | 18.53% | 10.53% | 26.56% | -12.95% | 25.63% |
Returns By Period
In the year-to-date period, DGLRX achieves a -5.04% return, which is significantly lower than GWOAX's 3.10% return. Both investments have delivered pretty close results over the past 10 years, with DGLRX having a 10.53% annualized return and GWOAX not far ahead at 11.04%.
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%
GWOAX
- 1D
- 2.74%
- 1M
- -5.28%
- YTD
- 3.10%
- 6M
- 9.71%
- 1Y
- 28.87%
- 3Y*
- 17.19%
- 5Y*
- 9.50%
- 10Y*
- 11.04%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DGLRX vs. GWOAX - Expense Ratio Comparison
DGLRX has a 0.89% expense ratio, which is higher than GWOAX's 0.01% expense ratio.
Return for Risk
DGLRX vs. GWOAX — Risk / Return Rank
DGLRX
GWOAX
DGLRX vs. GWOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Global Stock Fund (DGLRX) and GMO Global Developed Equity Allocation Fund (GWOAX). 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 | GWOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.41 | 1.83 | -1.42 |
Sortino ratioReturn per unit of downside risk | 0.71 | 2.51 | -1.81 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.37 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 0.61 | 2.52 | -1.90 |
Martin ratioReturn relative to average drawdown | 2.18 | 11.23 | -9.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DGLRX | GWOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 1.83 | -1.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.63 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.67 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.44 | +0.01 |
Correlation
The correlation between DGLRX and GWOAX is 0.89, 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. GWOAX - Dividend Comparison
DGLRX's dividend yield for the trailing twelve months is around 32.66%, more than GWOAX's 4.33% 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% |
GWOAX GMO Global Developed Equity Allocation Fund | 4.33% | 4.46% | 0.60% | 6.10% | 7.27% | 12.75% | 3.85% | 4.33% | 3.02% | 3.05% | 6.43% | 12.47% |
Drawdowns
DGLRX vs. GWOAX - Drawdown Comparison
The maximum DGLRX drawdown since its inception was -43.83%, smaller than the maximum GWOAX drawdown of -49.84%. Use the drawdown chart below to compare losses from any high point for DGLRX and GWOAX.
Loading graphics...
Drawdown Indicators
| DGLRX | GWOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.83% | -49.84% | +6.01% |
Max Drawdown (1Y)Largest decline over 1 year | -11.27% | -11.43% | +0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -29.20% | -26.21% | -2.99% |
Max Drawdown (10Y)Largest decline over 10 years | -29.20% | -35.28% | +6.08% |
Current DrawdownCurrent decline from peak | -8.75% | -6.28% | -2.47% |
Average DrawdownAverage peak-to-trough decline | -5.97% | -9.06% | +3.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 2.56% | +0.61% |
Volatility
DGLRX vs. GWOAX - Volatility Comparison
The current volatility for BNY Mellon Global Stock Fund (DGLRX) is 5.31%, while GMO Global Developed Equity Allocation Fund (GWOAX) has a volatility of 5.89%. This indicates that DGLRX experiences smaller price fluctuations and is considered to be less risky than GWOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DGLRX | GWOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 5.89% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 9.70% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.35% | 15.92% | +0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.52% | 15.21% | +1.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.62% | 16.48% | +0.14% |