DIBRX vs. SEBFX
DIBRX (BNY Mellon International Bond Fund) and SEBFX (Saturna Global Sustainable Bond Fund) are both Global Bonds funds. Over the past 10 years, DIBRX returned -0.44%/yr vs 2.10%/yr for SEBFX. Their 0.67 correlation means they have sometimes moved together and sometimes differently. DIBRX charges 0.73%/yr vs 0.65%/yr for SEBFX.
Performance
DIBRX vs. SEBFX - 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 SEBFX's 1.49% return. Over the past 10 years, DIBRX has underperformed SEBFX with an annualized return of -0.44%, while SEBFX has yielded a comparatively higher 2.10% 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%
SEBFX
- 1D
- 0.10%
- 1M
- -0.10%
- 6M
- -0.21%
- YTD
- 1.49%
- 1Y
- 4.55%
- 3Y*
- 4.58%
- 5Y*
- 1.19%
- 10Y*
- 2.10%
- ALL TIME*
- 2.34%
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. SEBFX - 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% |
SEBFX Saturna Global Sustainable Bond Fund | 1.49% | 10.10% | -0.75% | 6.95% | -8.54% | -1.77% | 6.86% | 7.18% | -2.95% | 5.90% |
Correlation
The correlation between DIBRX and SEBFX is 0.77, 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. | 0.77 |
Correlation (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.67 |
The correlation between DIBRX and SEBFX has been stable across timeframes, ranging from 0.67 to 0.77 - a consistent structural relationship.
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Return for Risk
DIBRX vs. SEBFX — Risk / Return Rank
DIBRX
SEBFX
DIBRX vs. SEBFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Bond Fund (DIBRX) and Saturna Global Sustainable Bond Fund (SEBFX). 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 | SEBFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -1.94 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.26 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 1.56 | -1.63 |
| Martin ratioReturn relative to average drawdown | -0.14 | 5.06 | -5.20 |
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Drawdowns
DIBRX vs. SEBFX - Drawdown Comparison
The maximum DIBRX drawdown since its inception was -30.62%, which is greater than SEBFX's maximum drawdown of -13.51%. Use the drawdown chart below to compare losses from any high point for DIBRX and SEBFX.
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Drawdown Indicators
| DIBRX | SEBFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.62% | -13.51% | -17.11% |
Max Drawdown (1Y)Largest decline over 1 year | -5.21% | -3.01% | -2.20% |
Max Drawdown (3Y)Largest decline over 3 years | -8.76% | -4.09% | -4.67% |
Max Drawdown (5Y)Largest decline over 5 years | -27.90% | -13.26% | -14.64% |
Max Drawdown (10Y)Largest decline over 10 years | -30.62% | -13.51% | -17.11% |
Current DrawdownCurrent decline from peak | -15.40% | -0.93% | -14.47% |
Average DrawdownAverage peak-to-trough decline | -7.27% | -2.90% | -4.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 0.92% | +1.54% |
Volatility
DIBRX vs. SEBFX - Volatility Comparison
BNY Mellon International Bond Fund (DIBRX) has a higher volatility of 1.54% compared to Saturna Global Sustainable Bond Fund (SEBFX) at 0.88%. This indicates that DIBRX's price experiences larger fluctuations and is considered to be riskier than SEBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIBRX | SEBFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.54% | 0.88% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 4.85% | 2.89% | +1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.29% | 3.49% | +2.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.45% | 3.93% | +3.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.08% | 3.62% | +3.46% |
DIBRX vs. SEBFX - Expense Ratio Comparison
DIBRX has a 0.73% expense ratio, which is higher than SEBFX's 0.65% expense ratio.
Dividends
DIBRX vs. SEBFX - Dividend Comparison
DIBRX's dividend yield for the trailing twelve months is around 3.81%, which matches SEBFX's 3.83% 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% |
SEBFX Saturna Global Sustainable Bond Fund | 3.83% | 3.89% | 3.28% | 3.68% | 0.65% | 2.61% | 0.89% | 2.60% | 3.05% | 2.75% | 2.61% | 0.00% |
Frequently Asked Questions
DIBRX and SEBFX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIBRX has higher volatility (1.54%) compared to SEBFX (0.88%). In terms of maximum drawdown, DIBRX dropped -30.62% vs SEBFX's -13.51%.
SEBFX currently has the higher Sharpe Ratio (1.34 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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