DIBRX vs. SDGIX
DIBRX (BNY Mellon International Bond Fund) and SDGIX (BNY Mellon Global Fixed Income Fund) are both Global Bonds funds from Dreyfus. Over the past 10 years, DIBRX returned -0.44%/yr vs 2.38%/yr for SDGIX. A 0.53 correlation means they provide meaningful diversification when combined. DIBRX charges 0.73%/yr vs 0.53%/yr for SDGIX.
Performance
DIBRX vs. SDGIX - Performance Comparison
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Returns By Period
In the year-to-date period, DIBRX achieves a -1.34% return, which is significantly lower than SDGIX's 0.79% return. Over the past 10 years, DIBRX has underperformed SDGIX with an annualized return of -0.44%, while SDGIX has yielded a comparatively higher 2.38% annualized return.
DIBRX
- 1D
- -0.23%
- 1M
- -0.08%
- YTD
- -1.34%
- 6M
- -0.80%
- 1Y
- -0.85%
- 3Y*
- 2.72%
- 5Y*
- -2.37%
- 10Y*
- -0.44%
SDGIX
- 1D
- 0.15%
- 1M
- 1.04%
- YTD
- 0.79%
- 6M
- 1.02%
- 1Y
- 3.45%
- 3Y*
- 5.04%
- 5Y*
- 1.48%
- 10Y*
- 2.38%
DIBRX vs. SDGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIBRX BNY Mellon International Bond Fund | -1.34% | 8.51% | -3.14% | 5.70% | -16.81% | -6.80% | 8.38% | 5.16% | -5.80% | 12.58% |
SDGIX BNY Mellon Global Fixed Income Fund | 0.79% | 4.63% | 4.86% | 7.80% | -9.34% | -1.47% | 8.07% | 8.32% | -0.79% | 4.35% |
Correlation
The correlation between DIBRX and SDGIX is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 2005 | 0.53 |
Over the past year, DIBRX and SDGIX have become more correlated (0.73) than their long-term average of 0.53, meaning their price movements have been converging.
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Return for Risk
DIBRX vs. SDGIX — Risk / Return Rank
DIBRX
SDGIX
DIBRX vs. SDGIX - 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 Fixed Income Fund (SDGIX). 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 | SDGIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.84 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.20 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.16 | 1.27 | -1.44 |
| Martin ratioReturn relative to average drawdown | -0.38 | 3.79 | -4.17 |
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Drawdowns
DIBRX vs. SDGIX - Drawdown Comparison
The maximum DIBRX drawdown since its inception was -30.62%, which is greater than SDGIX's maximum drawdown of -14.53%. Use the drawdown chart below to compare losses from any high point for DIBRX and SDGIX.
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Drawdown Indicators
| DIBRX | SDGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.62% | -14.53% | -16.09% |
Max Drawdown (1Y)Largest decline over 1 year | -5.21% | -2.72% | -2.49% |
Max Drawdown (3Y)Largest decline over 3 years | -8.76% | -3.92% | -4.84% |
Max Drawdown (5Y)Largest decline over 5 years | -28.27% | -14.53% | -13.74% |
Max Drawdown (10Y)Largest decline over 10 years | -30.62% | -14.53% | -16.09% |
Current DrawdownCurrent decline from peak | -15.63% | -0.58% | -15.05% |
Average DrawdownAverage peak-to-trough decline | -7.22% | -1.68% | -5.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 0.91% | +1.34% |
Volatility
DIBRX vs. SDGIX - Volatility Comparison
BNY Mellon International Bond Fund (DIBRX) has a higher volatility of 1.67% compared to BNY Mellon Global Fixed Income Fund (SDGIX) at 0.90%. This indicates that DIBRX's price experiences larger fluctuations and is considered to be riskier than SDGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIBRX | SDGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.67% | 0.90% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 4.98% | 2.42% | +2.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.62% | 3.11% | +3.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.43% | 3.94% | +3.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.11% | 3.49% | +3.62% |
DIBRX vs. SDGIX - Expense Ratio Comparison
DIBRX has a 0.73% expense ratio, which is higher than SDGIX's 0.53% expense ratio.
Dividends
DIBRX vs. SDGIX - Dividend Comparison
DIBRX's dividend yield for the trailing twelve months is around 3.14%, less than SDGIX's 3.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIBRX BNY Mellon International Bond Fund | 3.14% | 2.48% | 2.34% | 0.00% | 0.58% | 1.90% | 2.16% | 0.00% | 3.64% | 3.81% | 0.61% | 5.14% |
SDGIX BNY Mellon Global Fixed Income Fund | 3.26% | 3.53% | 3.55% | 1.82% | 4.51% | 5.64% | 2.45% | 0.49% | 4.02% | 2.75% | 0.59% | 2.83% |
Frequently Asked Questions
DIBRX and SDGIX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIBRX has higher volatility (1.67%) compared to SDGIX (0.90%). In terms of maximum drawdown, DIBRX dropped -30.62% vs SDGIX's -14.53%.
SDGIX currently has the higher Sharpe Ratio (1.12 vs -0.13), 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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