DGLRX vs. VGPMX
DGLRX (BNY Mellon Global Stock Fund) and VGPMX (Vanguard Global Capital Cycles Fund) are both Global Equities funds. Over the past 10 years, DGLRX returned 11.04%/yr vs 9.11%/yr for VGPMX. Their 0.62 correlation means they have sometimes moved together and sometimes differently. DGLRX charges 0.89%/yr vs 0.36%/yr for VGPMX.
Performance
DGLRX vs. VGPMX - Performance Comparison
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Returns By Period
In the year-to-date period, DGLRX achieves a 4.57% return, which is significantly lower than VGPMX's 16.88% return. Over the past 10 years, DGLRX has outperformed VGPMX with an annualized return of 11.04%, while VGPMX has yielded a comparatively lower 9.11% 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%
VGPMX
- 1D
- 2.26%
- 1M
- 2.84%
- 6M
- 6.45%
- YTD
- 16.88%
- 1Y
- 58.07%
- 3Y*
- 27.54%
- 5Y*
- 20.65%
- 10Y*
- 9.11%
- ALL TIME*
- 6.52%
Liquidity Comparison
| Position | Avg. 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. VGPMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VGPMX Vanguard Global Capital Cycles Fund | 16.88% | 65.96% | 5.78% | 10.06% | 7.34% | 19.50% | 17.21% | 20.67% | -32.26% | 13.75% |
Correlation
The correlation between DGLRX and VGPMX is 0.58, 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. | 0.58 |
Correlation (3Y) Balances recent behavior with more history. | 0.62 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.66 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.62 |
Correlation (All Time) Calculated using the full available price history since Dec 29, 2006 | 0.62 |
The correlation between DGLRX and VGPMX has been stable across timeframes, ranging from 0.58 to 0.66 - a consistent structural relationship.
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Return for Risk
DGLRX vs. VGPMX — Risk / Return Rank
DGLRX
VGPMX
DGLRX vs. VGPMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Global Stock Fund (DGLRX) and Vanguard Global Capital Cycles Fund (VGPMX). 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.
| DGLRX | VGPMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.60 | ||
| Sortino ratioReturn per unit of downside risk | -2.97 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.53 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | 0.60 | 4.42 | -3.81 |
| Martin ratioReturn relative to average drawdown | 1.96 | 14.96 | -13.00 |
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Drawdowns
DGLRX vs. VGPMX - Drawdown Comparison
The maximum DGLRX drawdown since its inception was -43.83%, smaller than the maximum VGPMX drawdown of -78.85%. Use the drawdown chart below to compare losses from any high point for DGLRX and VGPMX.
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Drawdown Indicators
| DGLRX | VGPMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.83% | -78.85% | +35.02% |
Max Drawdown (1Y)Largest decline over 1 year | -11.27% | -12.80% | +1.53% |
Max Drawdown (3Y)Largest decline over 3 years | -16.00% | -14.63% | -1.37% |
Max Drawdown (5Y)Largest decline over 5 years | -29.20% | -22.71% | -6.49% |
Max Drawdown (10Y)Largest decline over 10 years | -29.20% | -54.56% | +25.36% |
Current DrawdownCurrent decline from peak | -0.06% | -3.52% | +3.46% |
Average DrawdownAverage peak-to-trough decline | -5.92% | -34.44% | +28.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 3.77% | -0.29% |
Volatility
DGLRX vs. VGPMX - Volatility Comparison
The current volatility for BNY Mellon Global Stock Fund (DGLRX) is 3.37%, while Vanguard Global Capital Cycles Fund (VGPMX) has a volatility of 4.49%. This indicates that DGLRX experiences smaller price fluctuations and is considered to be less risky than VGPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGLRX | VGPMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 4.49% | -1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | 15.24% | -5.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.90% | 18.11% | -5.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.59% | 17.49% | -0.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 20.63% | -4.03% |
DGLRX vs. VGPMX - Expense Ratio Comparison
DGLRX has a 0.89% expense ratio, which is higher than VGPMX's 0.36% expense ratio.
Dividends
DGLRX vs. VGPMX - Dividend Comparison
DGLRX's dividend yield for the trailing twelve months is around 29.66%, more than VGPMX's 3.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VGPMX Vanguard Global Capital Cycles Fund | 3.34% | 2.59% | 2.68% | 3.22% | 3.27% | 3.26% | 2.03% | 2.39% | 3.02% | 0.02% | 1.72% | 2.32% |
Frequently Asked Questions
DGLRX and VGPMX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VGPMX has higher volatility (4.49%) compared to DGLRX (3.37%). In terms of maximum drawdown, DGLRX dropped -43.83% vs VGPMX's -78.85%.
VGPMX currently has the higher Sharpe Ratio (3.13 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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