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DIBRX vs. SDGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DIBRX vs. SDGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon International Bond Fund (DIBRX) and BNY Mellon Global Fixed Income Fund (SDGIX). The values are adjusted to include any dividend payments, if applicable.

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DIBRX vs. SDGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DIBRX
BNY Mellon International Bond Fund
-3.38%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
-1.13%4.63%4.86%7.80%-9.34%-1.47%8.07%8.32%-0.79%4.35%

Returns By Period

In the year-to-date period, DIBRX achieves a -3.38% return, which is significantly lower than SDGIX's -1.13% return. Over the past 10 years, DIBRX has underperformed SDGIX with an annualized return of -0.36%, while SDGIX has yielded a comparatively higher 2.28% annualized return.


DIBRX

1D
-0.16%
1M
-5.06%
YTD
-3.38%
6M
-3.78%
1Y
2.02%
3Y*
1.68%
5Y*
-2.59%
10Y*
-0.36%

SDGIX

1D
0.25%
1M
-2.48%
YTD
-1.13%
6M
-0.48%
1Y
2.18%
3Y*
4.44%
5Y*
1.30%
10Y*
2.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DIBRX vs. SDGIX - Expense Ratio Comparison

DIBRX has a 0.73% expense ratio, which is higher than SDGIX's 0.53% expense ratio.


Return for Risk

DIBRX vs. SDGIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DIBRX
DIBRX Risk / Return Rank: 1212
Overall Rank
DIBRX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
DIBRX Sortino Ratio Rank: 1010
Sortino Ratio Rank
DIBRX Omega Ratio Rank: 88
Omega Ratio Rank
DIBRX Calmar Ratio Rank: 1616
Calmar Ratio Rank
DIBRX Martin Ratio Rank: 1414
Martin Ratio Rank

SDGIX
SDGIX Risk / Return Rank: 2828
Overall Rank
SDGIX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
SDGIX Sortino Ratio Rank: 2323
Sortino Ratio Rank
SDGIX Omega Ratio Rank: 2020
Omega Ratio Rank
SDGIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
SDGIX Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


DIBRXSDGIXDifference

Sharpe ratio

Return per unit of total volatility

0.26

0.67

-0.41

Sortino ratio

Return per unit of downside risk

0.44

0.94

-0.50

Omega ratio

Gain probability vs. loss probability

1.05

1.12

-0.07

Calmar ratio

Return relative to maximum drawdown

0.48

1.00

-0.52

Martin ratio

Return relative to average drawdown

1.34

3.68

-2.34

DIBRX vs. SDGIX - Sharpe Ratio Comparison

The current DIBRX Sharpe Ratio is 0.26, which is lower than the SDGIX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of DIBRX and SDGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DIBRXSDGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

0.67

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

0.34

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.05

0.66

-0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

1.53

-1.10

Correlation

The correlation between DIBRX and SDGIX is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DIBRX vs. SDGIX - Dividend Comparison

DIBRX's dividend yield for the trailing twelve months is around 2.57%, less than SDGIX's 3.17% yield.


TTM20252024202320222021202020192018201720162015
DIBRX
BNY Mellon International Bond Fund
2.57%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
3.17%3.53%3.55%1.82%4.51%5.64%2.45%0.49%4.02%2.75%0.59%2.83%

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


DIBRXSDGIXDifference

Max Drawdown

Largest 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 (5Y)

Largest decline over 5 years

-28.69%

-14.53%

-14.16%

Max Drawdown (10Y)

Largest decline over 10 years

-30.62%

-14.53%

-16.09%

Current Drawdown

Current decline from peak

-17.38%

-2.48%

-14.90%

Average Drawdown

Average peak-to-trough decline

-7.13%

-1.68%

-5.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

0.74%

+1.13%

Volatility

DIBRX vs. SDGIX - Volatility Comparison

BNY Mellon International Bond Fund (DIBRX) has a higher volatility of 2.51% compared to BNY Mellon Global Fixed Income Fund (SDGIX) at 1.37%. 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


DIBRXSDGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.51%

1.37%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

4.22%

1.94%

+2.28%

Volatility (1Y)

Calculated over the trailing 1-year period

7.46%

3.35%

+4.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.34%

3.88%

+3.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.13%

3.45%

+3.68%