DIBRX vs. VTILX
DIBRX (BNY Mellon International Bond Fund) and VTILX (Vanguard Total International Bond II Index Fund) are both Global Bonds funds. Over the past 5 years, DIBRX returned -2.59%/yr vs -0.05%/yr for VTILX. Their 0.53 correlation means they have sometimes moved together and sometimes differently. DIBRX charges 0.73%/yr vs 0.07%/yr for VTILX.
Performance
DIBRX vs. VTILX - 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 VTILX's 0.39% 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%
VTILX
- 1D
- 0.29%
- 1M
- -0.64%
- 6M
- 0.04%
- YTD
- 0.39%
- 1Y
- 1.11%
- 3Y*
- 4.17%
- 5Y*
- -0.05%
- 10Y*
- —
- ALL TIME*
- 0.38%
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. VTILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DIBRX BNY Mellon International Bond Fund | -1.07% | 8.51% | -3.14% | 5.70% | -16.81% | -4.92% |
VTILX Vanguard Total International Bond II Index Fund | 0.39% | 2.96% | 3.91% | 8.85% | -13.01% | 0.38% |
Correlation
The correlation between DIBRX and VTILX is 0.62, 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. | 0.62 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.54 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2021 | 0.53 |
The correlation between DIBRX and VTILX has been stable across timeframes, ranging from 0.53 to 0.62 - a consistent structural relationship.
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Return for Risk
DIBRX vs. VTILX — Risk / Return Rank
DIBRX
VTILX
DIBRX vs. VTILX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Bond Fund (DIBRX) and Vanguard Total International Bond II Index Fund (VTILX). 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 | VTILX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.08 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 0.49 | -0.56 |
| Martin ratioReturn relative to average drawdown | -0.14 | 1.24 | -1.38 |
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Drawdowns
DIBRX vs. VTILX - Drawdown Comparison
The maximum DIBRX drawdown since its inception was -30.62%, which is greater than VTILX's maximum drawdown of -15.85%. Use the drawdown chart below to compare losses from any high point for DIBRX and VTILX.
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Drawdown Indicators
| DIBRX | VTILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.62% | -15.85% | -14.77% |
Max Drawdown (1Y)Largest decline over 1 year | -5.21% | -2.90% | -2.31% |
Max Drawdown (3Y)Largest decline over 3 years | -8.76% | -2.90% | -5.86% |
Max Drawdown (5Y)Largest decline over 5 years | -27.90% | -15.80% | -12.10% |
Max Drawdown (10Y)Largest decline over 10 years | -30.62% | — | — |
Current DrawdownCurrent decline from peak | -15.40% | -1.47% | -13.93% |
Average DrawdownAverage peak-to-trough decline | -7.27% | -5.76% | -1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 1.14% | +1.32% |
Volatility
DIBRX vs. VTILX - Volatility Comparison
BNY Mellon International Bond Fund (DIBRX) has a higher volatility of 1.54% compared to Vanguard Total International Bond II Index Fund (VTILX) at 0.91%. This indicates that DIBRX's price experiences larger fluctuations and is considered to be riskier than VTILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIBRX | VTILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.54% | 0.91% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 4.85% | 2.72% | +2.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.29% | 3.14% | +3.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.45% | 4.47% | +2.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.08% | 4.33% | +2.75% |
DIBRX vs. VTILX - Expense Ratio Comparison
DIBRX has a 0.73% expense ratio, which is higher than VTILX's 0.07% expense ratio.
Dividends
DIBRX vs. VTILX - Dividend Comparison
DIBRX's dividend yield for the trailing twelve months is around 3.81%, less than VTILX's 4.43% 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% |
VTILX Vanguard Total International Bond II Index Fund | 4.43% | 4.27% | 4.52% | 4.22% | 0.94% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DIBRX and VTILX have a correlation of 0.62, 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 VTILX (0.91%). In terms of maximum drawdown, DIBRX dropped -30.62% vs VTILX's -15.85%.
VTILX currently has the higher Sharpe Ratio (0.45 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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