DIBRX vs. DGLRX
DIBRX (BNY Mellon International Bond Fund) and DGLRX (BNY Mellon Global Stock Fund) are both mutual funds - DIBRX is a Global Bonds fund managed by Dreyfus, while DGLRX is a Global Equities fund managed by Dreyfus. Over the past 10 years, DIBRX returned -0.44%/yr vs 11.21%/yr for DGLRX. Their 0.26 correlation means their historical movements had little consistent relationship. DIBRX charges 0.73%/yr vs 0.89%/yr for DGLRX.
Performance
DIBRX vs. DGLRX - Performance Comparison
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Returns By Period
In the year-to-date period, DIBRX achieves a -1.07% return, which is significantly lower than DGLRX's 6.41% return. Over the past 10 years, DIBRX has underperformed DGLRX with an annualized return of -0.44%, while DGLRX has yielded a comparatively higher 11.21% annualized return.
DIBRX
- 1D
- 0.35%
- 1M
- 0.43%
- 6M
- -1.68%
- YTD
- -1.07%
- 1Y
- -0.66%
- 3Y*
- 2.95%
- 5Y*
- -2.59%
- 10Y*
- -0.44%
- ALL TIME*
- 3.05%
DGLRX
- 1D
- 1.42%
- 1M
- 2.18%
- 6M
- 5.92%
- YTD
- 6.41%
- 1Y
- 9.43%
- 3Y*
- 13.05%
- 5Y*
- 6.73%
- 10Y*
- 11.21%
- ALL TIME*
- 8.56%
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 |
DIBRX vs. DGLRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIBRX BNY Mellon International Bond Fund | -1.07% | 8.51% | -3.14% | 5.70% | -16.81% | -6.80% | 8.38% | 5.16% | -5.80% | 12.58% |
DGLRX BNY Mellon Global Stock Fund | 6.41% | 8.59% | 17.14% | 21.48% | -19.14% | 17.63% | 19.50% | 29.57% | -1.69% | 24.22% |
Correlation
The correlation between DIBRX and DGLRX is 0.49, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.49 |
Correlation (3Y) Balances recent behavior with more history. | 0.34 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.37 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.31 |
Correlation (All Time) Calculated using the full available price history since Dec 29, 2006 | 0.26 |
Over the past year, DIBRX and DGLRX have become more correlated (0.49) than their long-term average of 0.26, meaning their price movements have been converging.
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Return for Risk
DIBRX vs. DGLRX — Risk / Return Rank
DIBRX
DGLRX
DIBRX vs. DGLRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Bond Fund (DIBRX) and BNY Mellon Global Stock Fund (DGLRX). 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.
| DIBRX | DGLRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.93 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.15 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 1.00 | -1.07 |
| Martin ratioReturn relative to average drawdown | -0.14 | 3.23 | -3.38 |
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Drawdowns
DIBRX vs. DGLRX - Drawdown Comparison
The maximum DIBRX drawdown since its inception was -30.62%, smaller than the maximum DGLRX drawdown of -43.83%. Use the drawdown chart below to compare losses from any high point for DIBRX and DGLRX.
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Drawdown Indicators
| DIBRX | DGLRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.62% | -43.83% | +13.21% |
Max Drawdown (1Y)Largest decline over 1 year | -5.21% | -11.27% | +6.06% |
Max Drawdown (3Y)Largest decline over 3 years | -8.76% | -16.00% | +7.24% |
Max Drawdown (5Y)Largest decline over 5 years | -27.90% | -29.20% | +1.30% |
Max Drawdown (10Y)Largest decline over 10 years | -30.62% | -29.20% | -1.42% |
Current DrawdownCurrent decline from peak | -15.40% | 0.00% | -15.40% |
Average DrawdownAverage peak-to-trough decline | -7.27% | -5.92% | -1.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 3.47% | -1.01% |
Volatility
DIBRX vs. DGLRX - Volatility Comparison
The current volatility for BNY Mellon International Bond Fund (DIBRX) is 1.54%, while BNY Mellon Global Stock Fund (DGLRX) has a volatility of 3.57%. This indicates that DIBRX experiences smaller price fluctuations and is considered to be less risky than DGLRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIBRX | DGLRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.54% | 3.57% | -2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 4.85% | 10.22% | -5.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.29% | 12.87% | -6.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.45% | 16.60% | -9.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.08% | 16.61% | -9.53% |
DIBRX vs. DGLRX - Expense Ratio Comparison
DIBRX has a 0.73% expense ratio, which is lower than DGLRX's 0.89% expense ratio.
Dividends
DIBRX vs. DGLRX - Dividend Comparison
DIBRX's dividend yield for the trailing twelve months is around 3.81%, less than DGLRX's 29.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGLRX BNY Mellon Global Stock Fund | 29.14% | 30.57% | 17.41% | 17.89% | 11.97% | 8.65% | 5.71% | 5.00% | 7.11% | 8.01% | 3.83% | 6.46% |
DIBRX BNY Mellon International Bond Fund | 3.81% | 2.48% | 2.34% | 0.00% | 0.58% | 1.90% | 2.16% | 0.00% | 3.64% | 3.81% | 0.61% | 5.14% |
Frequently Asked Questions
DIBRX and DGLRX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGLRX has higher volatility (3.57%) compared to DIBRX (1.54%). In terms of maximum drawdown, DIBRX dropped -30.62% vs DGLRX's -43.83%.
DGLRX currently has the higher Sharpe Ratio (0.88 vs -0.06), 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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