DIBRX vs. DLDRX
DIBRX (BNY Mellon International Bond Fund) and DLDRX (BNY Mellon Natural Resources Fund) are both mutual funds - DIBRX is a Global Bonds fund managed by Dreyfus, while DLDRX is a Energy Equities fund managed by Dreyfus. Over the past 10 years, DIBRX returned -0.44%/yr vs 12.86%/yr for DLDRX. Their 0.21 correlation means their historical movements had little consistent relationship. DIBRX charges 0.73%/yr vs 0.91%/yr for DLDRX.
Performance
DIBRX vs. DLDRX - 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 DLDRX's 21.43% return. Over the past 10 years, DIBRX has underperformed DLDRX with an annualized return of -0.44%, while DLDRX has yielded a comparatively higher 12.86% 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%
DLDRX
- 1D
- -0.23%
- 1M
- 5.74%
- 6M
- 4.26%
- YTD
- 21.43%
- 1Y
- 42.86%
- 3Y*
- 10.47%
- 5Y*
- 18.12%
- 10Y*
- 12.86%
- ALL TIME*
- 11.06%
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. DLDRX - 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% |
DLDRX BNY Mellon Natural Resources Fund | 21.43% | 15.04% | 0.81% | 1.58% | 34.18% | 38.30% | 6.58% | 16.64% | -17.57% | 14.05% |
Correlation
The correlation between DIBRX and DLDRX is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (3Y) Balances recent behavior with more history. | 0.19 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.21 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 2005 | 0.21 |
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Return for Risk
DIBRX vs. DLDRX — Risk / Return Rank
DIBRX
DLDRX
DIBRX vs. DLDRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Bond Fund (DIBRX) and BNY Mellon Natural Resources Fund (DLDRX). 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 | DLDRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.37 | ||
| Sortino ratioReturn per unit of downside risk | -3.02 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.39 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 3.87 | -3.93 |
| Martin ratioReturn relative to average drawdown | -0.14 | 12.07 | -12.21 |
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Drawdowns
DIBRX vs. DLDRX - Drawdown Comparison
The maximum DIBRX drawdown since its inception was -30.62%, smaller than the maximum DLDRX drawdown of -69.13%. Use the drawdown chart below to compare losses from any high point for DIBRX and DLDRX.
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Drawdown Indicators
| DIBRX | DLDRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.62% | -69.13% | +38.51% |
Max Drawdown (1Y)Largest decline over 1 year | -5.21% | -11.26% | +6.05% |
Max Drawdown (3Y)Largest decline over 3 years | -8.76% | -32.44% | +23.68% |
Max Drawdown (5Y)Largest decline over 5 years | -27.90% | -32.44% | +4.54% |
Max Drawdown (10Y)Largest decline over 10 years | -30.62% | -54.24% | +23.62% |
Current DrawdownCurrent decline from peak | -15.40% | -4.97% | -10.43% |
Average DrawdownAverage peak-to-trough decline | -7.27% | -20.67% | +13.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 3.60% | -1.14% |
Volatility
DIBRX vs. DLDRX - Volatility Comparison
The current volatility for BNY Mellon International Bond Fund (DIBRX) is 1.54%, while BNY Mellon Natural Resources Fund (DLDRX) has a volatility of 4.36%. This indicates that DIBRX experiences smaller price fluctuations and is considered to be less risky than DLDRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIBRX | DLDRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.54% | 4.36% | -2.82% |
Volatility (6M)Calculated over the trailing 6-month period | 4.85% | 13.82% | -8.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.29% | 18.85% | -12.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.45% | 25.44% | -17.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.08% | 25.48% | -18.40% |
DIBRX vs. DLDRX - Expense Ratio Comparison
DIBRX has a 0.73% expense ratio, which is lower than DLDRX's 0.91% expense ratio.
Dividends
DIBRX vs. DLDRX - Dividend Comparison
DIBRX's dividend yield for the trailing twelve months is around 3.81%, more than DLDRX's 1.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DLDRX BNY Mellon Natural Resources Fund | 1.92% | 2.33% | 7.45% | 12.42% | 9.66% | 5.07% | 1.11% | 2.16% | 1.87% | 0.63% | 1.44% | 1.25% |
Frequently Asked Questions
DIBRX and DLDRX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DLDRX has higher volatility (4.36%) compared to DIBRX (1.54%). In terms of maximum drawdown, DIBRX dropped -30.62% vs DLDRX's -69.13%.
DLDRX currently has the higher Sharpe Ratio (2.31 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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