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DISSX vs. DNLAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DISSX vs. DNLAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Smallcap Stock Index Fund (DISSX) and BNY Mellon Natural Resources Fund Class A (DNLAX). The values are adjusted to include any dividend payments, if applicable.

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DISSX vs. DNLAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DISSX
BNY Mellon Smallcap Stock Index Fund
3.43%5.41%6.87%14.24%-16.71%26.41%10.92%22.28%-8.30%12.40%
DNLAX
BNY Mellon Natural Resources Fund Class A
24.60%14.75%0.86%1.33%33.83%38.00%6.30%16.33%-17.78%13.69%

Returns By Period

In the year-to-date period, DISSX achieves a 3.43% return, which is significantly lower than DNLAX's 24.60% return. Over the past 10 years, DISSX has underperformed DNLAX with an annualized return of 9.14%, while DNLAX has yielded a comparatively higher 14.25% annualized return.


DISSX

1D
2.83%
1M
-4.74%
YTD
3.43%
6M
4.70%
1Y
19.56%
3Y*
9.12%
5Y*
3.15%
10Y*
9.14%

DNLAX

1D
1.61%
1M
-0.73%
YTD
24.60%
6M
33.31%
1Y
48.70%
3Y*
14.47%
5Y*
17.85%
10Y*
14.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DISSX vs. DNLAX - Expense Ratio Comparison

DISSX has a 0.50% expense ratio, which is lower than DNLAX's 1.14% expense ratio.


Return for Risk

DISSX vs. DNLAX — Risk / Return Rank

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

DISSX
DISSX Risk / Return Rank: 4444
Overall Rank
DISSX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
DISSX Sortino Ratio Rank: 4242
Sortino Ratio Rank
DISSX Omega Ratio Rank: 3535
Omega Ratio Rank
DISSX Calmar Ratio Rank: 5252
Calmar Ratio Rank
DISSX Martin Ratio Rank: 5353
Martin Ratio Rank

DNLAX
DNLAX Risk / Return Rank: 8888
Overall Rank
DNLAX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DNLAX Sortino Ratio Rank: 8585
Sortino Ratio Rank
DNLAX Omega Ratio Rank: 8686
Omega Ratio Rank
DNLAX Calmar Ratio Rank: 8787
Calmar Ratio Rank
DNLAX Martin Ratio Rank: 9191
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.

DISSX vs. DNLAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Smallcap Stock Index Fund (DISSX) and BNY Mellon Natural Resources Fund Class A (DNLAX). 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.


DISSXDNLAXDifference

Sharpe ratio

Return per unit of total volatility

0.87

1.87

-1.00

Sortino ratio

Return per unit of downside risk

1.37

2.34

-0.97

Omega ratio

Gain probability vs. loss probability

1.18

1.37

-0.19

Calmar ratio

Return relative to maximum drawdown

1.37

2.36

-1.00

Martin ratio

Return relative to average drawdown

5.52

10.73

-5.21

DISSX vs. DNLAX - Sharpe Ratio Comparison

The current DISSX Sharpe Ratio is 0.87, which is lower than the DNLAX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of DISSX and DNLAX, 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


DISSXDNLAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.87

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.69

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.56

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.37

+0.02

Correlation

The correlation between DISSX and DNLAX is 0.68, 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

DISSX vs. DNLAX - Dividend Comparison

DISSX's dividend yield for the trailing twelve months is around 14.91%, more than DNLAX's 1.76% yield.


TTM20252024202320222021202020192018201720162015
DISSX
BNY Mellon Smallcap Stock Index Fund
14.91%15.42%14.79%8.20%13.87%10.72%7.61%8.35%13.18%7.40%6.49%11.30%
DNLAX
BNY Mellon Natural Resources Fund Class A
1.76%2.19%7.75%12.54%9.80%5.04%0.91%1.95%1.53%0.40%1.26%0.98%

Drawdowns

DISSX vs. DNLAX - Drawdown Comparison

The maximum DISSX drawdown since its inception was -58.30%, smaller than the maximum DNLAX drawdown of -69.14%. Use the drawdown chart below to compare losses from any high point for DISSX and DNLAX.


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Drawdown Indicators


DISSXDNLAXDifference

Max Drawdown

Largest peak-to-trough decline

-58.30%

-69.14%

+10.84%

Max Drawdown (1Y)

Largest decline over 1 year

-14.96%

-20.87%

+5.91%

Max Drawdown (5Y)

Largest decline over 5 years

-29.02%

-32.37%

+3.35%

Max Drawdown (10Y)

Largest decline over 10 years

-44.45%

-54.45%

+10.00%

Current Drawdown

Current decline from peak

-5.80%

-0.73%

-5.07%

Average Drawdown

Average peak-to-trough decline

-9.62%

-21.71%

+12.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.70%

4.60%

-0.90%

Volatility

DISSX vs. DNLAX - Volatility Comparison

BNY Mellon Smallcap Stock Index Fund (DISSX) and BNY Mellon Natural Resources Fund Class A (DNLAX) have volatilities of 6.31% and 6.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DISSXDNLAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.31%

6.24%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

13.08%

15.26%

-2.18%

Volatility (1Y)

Calculated over the trailing 1-year period

22.80%

26.60%

-3.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.60%

25.95%

-4.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.16%

25.58%

-2.42%